Trading book
Basel harmony still a long way off, notes IIF
“No-one really appreciated the complexity of the whole [Basel Accord] process,” says Charles Dallara, managing director at the Institute of International Finance (IIF). “It is only in the last nine months that regulators and bankers have woken up to the…
Basel Committee announces additional credit risk working groups
The Basel Committee on Banking Supervision announced today that it is launching three working groups, in partnership with the International Organization of Securities Commissions (Iosco), to explore a number of counterparty credit risk and trading book…
Forward CMS rate adjustment
Constant maturity products
The maturity offset problem
Regulation