Central banks
CMBS in the Nordic region
Sponsor's Statement
Buying and selling risk
Risk budgeting
One of the few
Profile
Isda in Japan documentation change
New angles
ISS introduces new user protection software
TECHNOLOGY
CLS currency settlement system goes live
FRONT PAGE NEWS
Losses and lawsuits
LOSS DATABASE
Correlation and credit risk
Active development of full credit portfolio modelling continues apace, even though it is not recognised in the proposed Basel II framework. An important issue is the relationship between probability of default and loss-given default. In this last of four…
Artificial intelligence advances
Artificial intelligence is widely seen as more science fiction than science, a grab bag of 1960s theories that never panned out. But while computers still can’t grasp the difference between concepts such as ‘breadbox’ and ‘Chicago’, artificial…
RiskNews review
For breaking news on derivatives and risk management, see RiskNews – www.RiskNews.net
Innovation fuels Italy’s securitisation boom
Tax changes and increasing corporate credit risk have prompted Italian dealers to look for new assets to securitise.
High-frequency trading: how great is the need for speed?
Just how important is speed? Risk managers and traders are weighing the value of high-frequency market data and trading technologies against their costs. Gallagher Polyn examines the debate over using high-frequency data in risk models, and profiles one…
Slowly but surely
India
Singapore harmonises risk-based regulation of financial firms
SINGAPORE – Singapore financial regulators said today they would integrate risk-based regulation of banks, insurance companies and investment firms under a new department from September 1.
Singapore harmonises risk-based regulation of financial firms
Singapore financial regulators said today they would integrate risk-based regulation of banks, insurance companies and investment firms under a new department from September 1.
Op risk floor removed to give flexibility
BASEL, SWITZERLAND - Global banking regulators have removed the operational risk capital floor previously proposed under the Basel II capital accord to give banks flexibility in developing op risk management systems.