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Basel/IOSCO for Non-cleared Derivatives

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When new recommendations on non-cleared derivatives were finalized by BCBS/IOSCO in september 2013, it was the next step in years of efforts on how to protect the financial system from the derivatices-borne systemic risk coming from bilaterally traded. As these recommendations become rules in various jurisdictions, financial market participants must evaluate how to best implement them.

 

This report focuses on strategies...

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CVA AND COUNTERPARTY RISK MANAGEMENT

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A SURVEY OF MANAGEMENT, MEASUREMENT AND SYSTEMS

Regulatory pressures force pace of change in Counterparty Risk/CVA management but wide variation in practices remain.

The paper presents the results of a survey that looks to establish the management processes, measurement and systems that banks use to control counterparty risk paying particular focus on two important metrics in...

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Finance Fiction - The Impact of Quants on Regulation and Market Structure

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After numerous conferences on the impact of regulation and the new market structure on quantitative finance, it's time to start thinking about the impact of quants on regulation and the market structure.

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Fooled By Black Swans

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Imagine you are presenting to the board about risk management. The presentation is going well, and you are about to finish up when a board member stirs. He hasn’t said a word the entire meeting, so this is his chance to look smart. He asks “What are you guys doing about black swan risk?” What … Continue reading Fooled By Black Swans

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Fooled By Black Swans

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Imagine you are presenting to the board about risk management. The presentation is going well, and you are about to finish up when a board member stirs. He hasn’t said a word the entire meeting, so this is his chance to look smart. He asks “What are you guys doing about black swan risk?” What […]

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FCA says firms must do more to ensure financial promotions do not mislead

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The Financial Conduct Authority (FCA) has found that some promotions for financial products are still falling short of its rules and firms need to do more to ensure that advertisements do not mislead consumers.

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Shredded: Inside RBS, the Bank that Broke Britain

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Ian Fraser

Birlinn 2014

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VIDEO: US Grand Prix qualifying highlights

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Suzi Perry introduces highlights of qualifying for the US Grand Prix.

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Faisal Islamic Bank of Egypt Selects SunGard to Build Enterprise Risk Management Framework

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Faisal Islamic Bank of Egypt, the first Islamic Bank in Egypt, has selected SunGard’s suite of enterprise risk management solutions to help build a new operational framework for improved risk exposure, reporting and Basel compliance.

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