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Risk and reward
Leveraged credit investing becoming more complex?
Risk appetite for leveraged diversified credit is rising with the hunt for yield. But, at the same t...
News Analysis 11 July 2013 -
BHC leverage ratio strengthened
The US Fed, the FDIC and the OCC yesterday proposed a rule to strengthen the leverage ratio standard...
News Round-up 10 July 2013 -
Internal audit code released
The Chartered Institute of Internal Auditors (IIA) has published a new code designed to enhance risk...
News Round-up 9 July 2013 -
CSA risk review tool offered
eClerx has launched its ISDA Credit Support Annex (CSA) Document Risk Review solution, which aims to...
News Round-up 9 July 2013 -
Synthetic risk touted over cash
US fixed income markets are pricing in the beginning of the end of extraordinary central bank suppor...
News 8 July 2013 -
Second CVA consultation begins
The European Banking Authority has launched a second consultation on draft regulatory technical stan...
News Round-up 8 July 2013 -
RWA consistency examined
The Basel Committee has published its first report on the regulatory consistency of risk-weighted as...
News Round-up 8 July 2013 -
Benchmarking style
CLO analytics approaches discussed
Representatives from Moody's Analytics and ING Investment Management discussed how to leverage the l...
Talking Point 3 July 2013 -
CDS touted as early-warning signal
CDS spreads and other short-term market-based indicators have become more valuable market gauges for...
News Round-up 2 July 2013 -
Data centre enhanced
Morningstar has been selected to provide financial data, technology and design for the re-launch of...
News Round-up 2 July 2013 -
Counterparty risk approaches examined
Quantifi and InteDelta have published a whitepaper entitled 'Measurement and Management of Counterpa...
News Round-up 2 July 2013 -
Derivatives-related consultation begins
The Basel Committee has released two consultative papers on the treatment of derivatives-related tra...
News Round-up 1 July 2013 -
Broker adds derivatives indices head
ICAP has named Jan de Smedt as global head of indices, based in London. He will report to Kevin Tayl...
Job Swaps 1 July 2013 -
Call for harmonised bank disclosures
In reviewing first-time application of the Financial Stability Board Enhanced Disclosure Task Force'...
News Round-up 27 June 2013 -
'Holistic' risk management partnership formed
Numerix and TMX Technology Solutions have announced a new partnership in respect of TMX Group's ente...
News Round-up 26 June 2013 -
Leverage ratio framework revised
The Basel Committee has published revised Basel 3 leverage ratio framework and disclosure requiremen...
News Round-up 26 June 2013