Opinion

Aftershocks of the Big Bang

At the end of October, the City of London celebrated the 20th anniversary of the 'Big Bang' – the first big deregulation of the financial services industry in the UK.

Validating EPE

Empirical validation of trading credit exposure simulation models is clearly essential. David Rowe points out, however, that the process must differ significantly from traditional back-tests of VAR models

The EDS dustbin

As the market talks up CDS of ABS and loan CDS as the next big things, StreetCred warns readers not to forget the fate of equity default swaps

Plain English please

Complaints are reaching me about the way in which the US regulators have released the notice of proposed rulemaking (NPR). My sources point out that the advance notice of proposed rulemaking – released way back in those halcyon days of August 2003 – came…

The arrogance of hindsight

Some governments are reportedly becoming more active in using derivatives to manage their debt and funding costs. While arguably quite sensible, public distrust and sensationalist journalism present special dangers, argues David Rowe

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