Value-at-risk (VAR)
Bloating CCP default funds. New margin models. Are the two linked?
Dealers grumble that greater guaranty fund payments could undermine the ‘defaulter pays’ principle of clearing
Basel Committee tweaks counterparty risk rules
Basel Committee makes alterations to counterparty credit risk rules
SunGard targets transparency
Front Arena trading system adds credit limit checks
VAR exceptions rise in third quarter
NEW YORK & ZURICH - Volatility in financial markets led investment banks to far exceed thresholds for trading losses in the third quarter, casting doubt on their risk modelling.
Weighing up the alternatives
REAL-LIFE PROBLEMS, INNOVATIVE SOLUTIONS
Managing exposure to forex volatility
REAL-LIFE PROBLEMS, INNOVATIVE SOLUTIONS
Predicting the unexpected
REAL-LIFE PROBLEMS, INNOVATIVE SOLUTIONS
Bayer Group's two-year plan pays off
LEVERKUSEN – As the dollar continues its slide versus all major currencies – it has lost 8% of its value against the euro in the past two months and 9% against the Swiss franc – corporates are struggling to readjust their hedging strategies.
NAB options desk "open again"
MELBOURNE – National Australia Bank (NAB) has resumed limited trading in currency options, as an April 30 deadline to amend its shortcomings passed last week.
Times Bank Implements STP Using Devon/Panorama
TECHNOLOGY SPOTLIGHT
TECHNOLOGY
TECHNOLOGY
TECHNOLOGY
TECHNOLOGY