Liquidity
IASB includes liquidity premium in new insurance accounting proposals
Exposure draft brings convergence with Solvency II but stops short of full market consistency
Commodities ‘financialisation’ worries end-users
With recent statistics showing an increasing number of financial institutions jumping into commodities, Lianna Brinded investigates whether this will cause more risks to end-users
ECB may extend full allocation tenders into 2011
Any withdrawal of liquidity by the ECB at year-end would cause major uncertainty, say bankers
Credit trends prompt energy data management rethink
A new awareness of the importance of monitoring credit risk alongside market risk has prompted a need for better risk aggregation within energy companies, according to experts
Safer instability
Regulators are preparing to introduce a host of new regulations to improve the resilience of the financial system. But this should go hand in hand with the use of policy tools to prevent asset price bubbles, argues Ryozo Himino
European power: Iberian market slow to develop
Market analysts have pinpointed the Iberian power market as one to watch due to recent increased participation from banks, hedge funds and utilities. However, some European energy companies are still highly critical of the market’s structure and…
Q&A: Endesa’s Jaime Roman on mergers
Jaime Roman, head of risk management at Spanish utility Endesa, talks to Katie Holliday about the attitudes to risk management in Europe from the perspective of a major European utility operating in the growing Iberian markets
Cross-border collateral may alleviate dollar funding strains: Emeap
Executives’ Meeting of East Asia Pacific Central Banks says crisis revealed shortcomings in regional money markets; swaps deals, cross-border collateral could alleviate some problems
Key Basel III decisions due as oversight board gathers
Governors and heads of supervision will review recommendations brought forward from July 14-15 Basel Committee meeting
ICBC’s Wang warns on eurozone debt contagion and Chinese property fears
In a contribution to Asia Risk’s 15th anniversary edition, Wang Lili, executive director and senior executive vice-president of Industrial and Commercial Bank of China, cites the European sovereign debt crisis as a key risk management challenge for…
Scoach delivers monitoring tool for structured products
Swiss trading platform Scoach Switzerland has devised three structured products indexes to help investors assess performance
Basel Committee convenes for crunch mid-year meeting
QIS results, industry feedback, recalibration and transition top the agenda of quarterly committee meeting.
Quant Congress USA: 'High risk of mis-calibration' in Basel III
Tight timetable for Basel III, politicisation and new liquidity ratios criticised by CRO
Liquidity risk management: Managing the challenges of stress-testing
This webinar discusses best practice in stress-testing a liquidity risk framework and how firms can find the business benefit from the new liquidity risk management requirements
Obstacles in the UK power market
An uncertain landscape for the UK power market is discouraging the participation of smaller electricity companies and preventing the development of healthy liquidity levels, say experts. Katie Holliday investigates the market’s prospects
Liquidity risk management: Experience shared is a lesson learned
The financial crisis showed that not nearly enough attention had been paid to liquidity risk management by either banks or supervisors. Extensive regulation has been proposed in response, but what will this mean for the financial sector? A group of…
Regulation to reshape bank funding
Contrasting regulation for buyers and issuers of bank paper is adding to stress in funding markets.
No changes yet as Basel III redrafting looms
Basel Committee members are seeking to fend off speculation they have already decided to abandon or rewrite key elements of their proposals.
Riksbank's Persson: Making the European financial system safer
Regulators and politicians know what needs to be done to put the eurozone on an even keel and fix the holes exposed by the subprime crisis, says Mattias Persson, head of financial stability at the Sveriges Riksbank, Sweden’s central bank. The result will…
Profile - Federal Reserve Bank of New York's Theo Lubke
The Federal Reserve Bank of New York has been shepherding global efforts to improve the over-the-counter derivatives market since 2005 and continues to push dealers to improve in areas such as transparency and central clearing. Theo Lubke, senior vice…
The dangers of a more liquid gold market
With other safe haven assets looking increasingly risky, investors are turning to gold in unprecedented numbers – but a more liquid market may turn out to have pitfalls in the long term. By Alexander Campbell
Liquidity risk management sponsored forum: Experience shared is a lesson learned
The financial crisis showed that not nearly enough attention had been paid to liquidity risk management by either banks or supervisors. Extensive regulation has been proposed in response, but what will this mean for the financial sector? A group of…
Basel Committee: no decision yet to scrap Basel III liquidity rules
Regulators accept reform package will need to be reshaped but claim no decisions will be taken until July's committee meeting