Settlement
Sponsored educational feature: Counterparty credit risk in portfolio risk management
Counterparty credit risk in portfolio risk management
Barclays stumps up $298 million after evading sanctions
US district court judge not happy about "sweetheart deal"
Derivatives clearing: a selection of coverage from Risk.net
Derivatives clearing is one of the hottest regulatory topics at the moment around the world.
SEC approves exchange rules to prevent ‘clearly erroneous' trades
New rules from the US regulator aim to curb ‘fat-finger’ banking errors
CLS: US-Canada forex settlement due in 2010
CLS Bank, the multi-currency cash settlement system provider, is aiming to settle same-day US dollar/Canadian dollar and US dollar/Mexican peso currency trades by the end of 2010, according to chief executive Rob Close.
Icap launches repo settlement facility to reduce counterparty risk
Daily news headlines
Isda issues Masonite CDS auction terms
Daily news headlines
EU convenes working party on derivatives
Daily news headlines
Isda launches CDS protocols for Icelandic bank settlement
Daily news headlines
Lehman’s CDS mess
Editor's blog
Lehman’s CDS mess
Editor's blog
Creditex and T-Zero align with TSI
New York-based electronic brokerage Creditex has acquired a minority interest in New York-based syndicated loan settlement platform TSI.
Post-delivery problems
Credit Risk
Regulators focusing on clearing and settlement risks, says Tower
Business continuity issues involved in the clearing and settlement process are becoming a focal point for regulators, according to a new report published by US consultancy, Tower Group.
UK says op risk paper will prepare firms for Basel II
London – Financial firms complying with the operational risk policy outlined today by UK financial regulators should be well prepared for the systems and controls needed under the Basel II bank accord and parallel European Union (EU) rules.
Could the Basel II op risk charge be cut again?
BASEL - Might banking regulators agree again to lower the capital charge for operational risk proposed under the controversial Basel II bank capital accord as part of horse-trading over the credit risk charge?
Basel II delay gives chance for other advanced op risk approaches
The year-long delay to the coming into effect of the Basel II banking accord means global banking regulators can study a broad range of advanced approaches to calculating an operational risk capital charge.
Do we need a broader definition of op risk?
A definition of op risk should embrace the linkages with market and credit risk, argues Ken Swenson.
Crédit Lyonnais Securities Selects Wilco's Gloss For NY Office
TECHNOLOGY & INTEGRATION