Data
Industry resists Dodd-Frank real-time reporting
While the Dodd-Frank Act calls for real-time trade reporting, industry insiders argue it will be misleading
Credit Market Data Roundup – June 2011
Credit Market Data Roundup – June 2011
Only 15% of financial institutions have management information resources in place
Firms do not have MI risk programmes in place to deal with upcoming regulations, according to a report by think-tank JWG
OTC industry rushes to develop standard legal entity identifiers
Identifying the identifiers
Risk data quality an issue for firms, finds survey
Firms waiting for clarity on regulatory requirements concerning risk data quality, but delay is a mistake, say panellists at a London seminar, hosted by think-tank JWG.
Preparing for new EU data requirements
Getting the house in order
Regulation to be ‘primary driver’ for reference data investment in 2011
Financial services firms say client data is a critical area for development, driven by US Office of Financial Research
CFTC mulls position limits rule, delays vote
US regulator fails to vote on position limits proposal; questions raised about data availability
Sigor consults on new AMA supervisory guidelines
AMA range of practices tackled in new Sigor paper.
Merkel enraged at vote to scrap US-EU Swift data deal: WikiLeak
Leaked wire from US embassy in Berlin says Germany’s Chancellor Angela Merkel was furious at German MEPs' decision to reject Swift data sharing deal with United States
Data aggregation is largest daily risk issue for energy and commodities
Data aggregation is the most difficult energy trading risk management issue an energy firm deals with on a daily basis, says Centrica Energy’s risk reporting manager when speaking to Lianna Brinded at the Energy Risk Europe conference in London
Whither the Office of Financial Research?
Whither the Office of Financial Research?
Tracking op risk losses and regulatory changes
Operational Risk & Regulation data, October 2010
Beyond distributional analysis
In the third article in a four-part series, David Rowe considers the need for financial risk management to move beyond distributional analysis to consider more qualitative inputs
Data spikes pose problems for risk management
Recent crises have drummed home that banks need to calculate risk exposures in as close to real time as possible. To do that, risk managers need to process huge amounts of data, but current systems often lack the capability. How can banks address this…
Responding to data theft
Secrets and lies
Credit data vendors focus on liquidity metrics
Vendors and their clients are focusing on the implementation of liquidity analytics to boost credit risk management
EBF requests review of EC capital markets rules
European bankers call for improvements to Markets in Financial Instruments Directive ahead of European Commission review; CESR calls for evidence on markets' developments
US Fed working on horizontal reviews of op risk issues
Supervisor looking at range of issues as part of broader look at big banks, including compensation, compliance, and capital
Progress by the dashboard light
Increasing numbers of banks and vendors have built dashboards into risk management systems, designed to provide easy-to-comprehend, real-time indicators of risk. How do they work, what information do they provide and how effective are they? By Clive…
Crossing the chasm
Existing risk management information systems proved too fragmented and cumbersome to meet the requirements of decision-makers during the crisis. David Rowe argues that a major reappraisal is required