Latest articles from Regulation

Evolution of loan portfolios/ Part 2

July 3, 2006

Illiquid credit risk
For illiquid names, it becomes difficult – if not impossible – to provide delta hedges so that true single tranches can be manufactured by a trading desk.

Evolution of loan portfolios/ Part 1

July 3, 2006

Portfolio managers are driving innovations in credit derivative markets, and developments in CDSs and CDOs offer new avenues for banks to shed credit risk. By Rasheed Saleuddin.

Measuring up covered bonds

July 3, 2006

How will covered bonds be treated after Basel II implementation? This will depend on whether banks adjust their holdings to the new risk-weighting regulations, write Mauricio Noe and Christoph Anhamm.

Delicate balance

July 3, 2006

Regulators are not the only ones who are concerned about banks’ capitalisation; management and shareholders also want to ensure the level of capital is sufficient to meet shareholder goals. But the relationship between the groups results in the need for a fine balancing act, write Hassan Filali and Joe Rizzi.

Liquidity protection

July 3, 2006

Armin Widjojoatmodjo assesses the challenges liquidity managers face in preventing a stress situation from occurring.

At the heart of capital optimisation

July 3, 2006

Driven by Basel II capital requirements and a demand for sophisticated capital markets products, portfolio managers now sit at the centre of their respective financial organisations. Alexandre Santos explains.

Philosophy of protection

July 3, 2006

ABN AMRO’s group head of asset and liability management Karl Guha explains the bank’s holistic approach to capital management and outlines how it is coping with the demands of Basel II implementation.

A new way of thinking

July 3, 2006

Although capital requirements are about to change, banks that hold more than that required by legislation should put it to a more useful purpose.

Heel dragging means EC may stick boot in

June 5, 2006

The securities clearing and settlement industry in Europe needs to become more efficient, but instead it has been drinking in the “last chance saloon”, says European Commissioner Charlie McCreevy. An EU directive seems certain, writes Michael Imeson.

An age old problem

May 2, 2006

Bankers in the EU now have to beware of how they treat ‘old codgers’ and ‘young whippersnappers’ because of new age discrimination laws in the European Employment Directive. But no matter how careful they are, more litigation is likely, writes Michael Imeson.

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