Structured products

US swap spread narrowing set to continue

US swap spreads narrowed during the year’s first week of trading. But despite anticipation that the Fed will soon discontinue cutting interest rates, spreads will continue to be tight over the next few months, according to economic research from JP…

Now, here's the badnews...

In anticipation of Jacob Schmidt's report 'Worst Performing Hedge Funds', Cate Rocchi looks at the market and who are the worst offenders

RBS launches new sterling-denominated CDO

The Royal Bank of Scotland (RBS) has become the next in a line of major European banks to launch a collateralised debt obligation (CDO) consisting entirely of leveraged loans in the European market. The new fund, named Cairngorm, has a high proportion of…

On a slow road

Many in the energy industry are touting Italy as the next country in Europe to fully open its energy market to competition. But on closer examination, the country has a long way to go if it is to emulate the UK, the Nordic region and Germany. By Robin…

Linear, yet attractive, Contour

Banks’ Potential Future Exposure models are at the core of the advanced EAD (Exposure At Default) approach to capital requirements for credit risk considered in the New Basel Capital Accord. Juan Cárdenas, Emmanuel Fruchard and Jean-François Picron look…

In search of clarity and focus

Greater precision is needed in defining operational risk, but the Basle regulators' latest thoughts are lost in generalities, says Jacques Pézier, in the final article of a three-part series.

Approach with caution

Indicators of operational risk are not for the faint of heart, nor are they necessarily bearers of good news. But used properly and effectively, they can help businesses identify potential losses before they happen.

FASB: loan commitments must be treated like derivatives

The US Financial Accounting Standards Board (FASB) ruled last month that some unfunded loan commitments made by banks should be treated like derivatives and marked-to-market. The ruling came nearly nine months after Goldman Sachs first proposed the…

Op risk modelling evolves

Operational risk is devilishly difficult to model, but dealers and software vendors are making headway. Automated op risk reporting, profiling and sophisticated operational value-at-risk (VAR) modelling are finally beginning to catch-on in banks.

Emerging markets ramp up

Asset and liability management systems sales continue to be strong in the US and Europe, thanks to Basel II preparations. But it is in the emerging markets that vendors say strong sales growth will come in 2002.

FSA's new rules turn up heat on risk managers

The UK’s Financial Services Authority (FSA) has caused a stir in the upper ranks of London-based investment banks with new rules that effectively force senior executives to accept unlimited liability for risk management errors.

Basel II sets the pace for operational risk reform

Basel II is set to come into play in 2005, bringing a host of opportunities for vendors along with the new framework for banking supervision. Andrew Partridge examines the potential and some of the challenges for the suppliers and users of financial…

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