Monetary policy
RiskNews review
The leading stories from RiskNews. For breaking news on derivatives and risk management, see www.RiskNews.net
Market mulls forex options benchmark
Standard foreign exchange options benchmark prices could be the answer to inaccuracies in marking exposures to market, but whether the move is possible is a matter for debate, according to senior options market participants.
CDS: the quest for neutral pricing data
Price data services
Insurance sector: moral hazard
Credit of the month
Ford: spanner in the works?
Credit of the month
Euro derivatives in the Nordic markets
Sponsor's Statement
Buying and selling risk
Risk budgeting
European telcos: mixed signals
Credit of the month
The roads to currency overlay
Forex risk
A cost/benefit approach to Basel II
The cost of implementing Basel II could put banks at a competitive disadvantage compared with non-banks, and spur them to ‘de-bank’ to avoid this regulatory burden. Harry Stordel and Andrew Cross say regulators must look at the provisions from a cost…
mmO 2
Credit of the month
A cost/benefit approach to Basel II
The cost of implementing Basel II could put banks at a competitive disadvantage compared with non-banks, and spur them to ‘de-bank’ to avoid this regulatory burden. Harry Stordel and Andrew Cross say regulators must look at the provisions from a cost…
Looking for value
Convertible bonds
ABB: a mixed outlook
Hold
New solutions
Cover story
Solving the pensions puzzle
A host of market and structural problems are plaguing US corporate pension plans. Derivatives dealers are pitching a number of potential solutions.
2002 the year ahead
Market overview
Pro-cyclicality in the new Basel Accord
Could Basel II worsen recessions? By backtesting the proposed capital rules to the last recession, D. Wilson Ervin and Tom Wilde argue that the increased risk sensitivity of loan portfolio regulatory capital in the new Accord could have unwelcome…