Exchanges
Building for Basel
The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.
Op risk capital charges to apply in expanded European Union
Brussels - The terms of the European Union’s proposed new capital adequacy rules for banks and investment firms will apply to all member countries of an expanded EU, officials with the European Commission, the EU’s ruling body, said in November.
Building for Basel
Basel implementation
ICI prospects looking bleak
Limited upside potential
Risk measurement under the spotlight
Portfolio management
Preparing for the worst
Systems
A wider view of risk
Enterprise-wide risk
Could the Basle II op risk charge be cut again?
FRONT PAGE NEWS
Will Germany scupper Basle II?
BASLE II UPDATE
Is there hope in the advanced measurement approaches?
BASLE II UPDATE
Regulators reviewing securities settlement-systems concentration
FRONT PAGE NEWS
Op risk capital charges to apply in expanded European Union
BASLE II UPDATE
Losses and lawsuits
LOSS DATABASE
The Basle II capital accord: op risk proposals in brief
BASLE II UPDATE
Banks move to boost credit derivatives liquidity
JP Morgan Chase and Morgan Stanley have agreed to standardise most of the items on their European credit swap master agreements, in a move designed to increase liquidity in the credit derivatives market.
Liffe confirms weather trading start date
The London International Financial Futures and Options Exchange (Liffe) has confirmed that it will launch its weather futures contracts on December 10 2001. The contracts will be listed and traded on Liffe Connect, and will be the first exchange-traded…
Rogue trade hits Eurex
A futures contract trading entry error on European derivatives exchange Eurex caused DAX December contracts to fall more than 800 points in early trading yesterday, sparking a fall in German equities that filtered through to London and Paris.
ICE enters weather risk market
IntercontinentalExchange (ICE), the Atlanta-based electronic commodity market-place, has launched weather derivatives on its trading system. ICE said its weather derivative products would provide energy market participants with a valuable tool for…
India gets single-stock futures
The Mumbai Stock Exchange (BSE) launched 31 single-stock futures at the end of last week in an attempt to boost derivatives products available on the exchange.
CBOE Direct launched after several delays
The Chicago Board Options Exchange (CBOE) has launched CBOE Direct, a screen-based trading platform for members trading selected products before the open-outcry trading floor starts for the day.
Regulated market sees steep rise in activity
Major derivatives exchanges have seen a sharp rise in regulated trading activity in the past ten months, driven by the wider use of derivatives as hedge products and trading opportunities created by increased volatility.
Cessation of 30-year Treasury bonds raises dealer fears
The decision last week by the US Treasury to stop issuing 30-year bonds caused a significant amount of activity in the markets, as traders sought to adjust to the surprise news. Spreads in 30-year US dollar interest rate swaps widened by 12 basis points…