Goldman Sachs

• Market risk

Dealers' VAR increases during 2001, says BofE report

Average value-at-risk (VAR) levels among leading dealers has increased over 2001, but despite increased vol across equity and rates markets post-September 11, large trading losses appear to have been avoided, according to the Bank of England’s Financial…

• 14 Dec 2001

• Risk management

Goldman's Litzenberger retires

Bob Litzenberger, head of firm-wide risk management for Goldman Sachs, retired last week. Noel Donohoe, chief operating officer for the firm-wide risk management group, has replaced him.

• 06 Dec 2001

• Credit risk

Building for Basel

The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.

• 01 Dec 2001

• Credit risk

Building for Basel

The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.

• 01 Dec 2001

• Basel Committee

The shifting sands of Basel II

Four months after the Basel Committee on Banking Supervision closed the consultation period on its January 2001 draft for a new international capital Accord, it has already made major amendments to its proposal.

• 01 Oct 2001

• Technology

Goldman To Roll Out Teknekron's 'Middleware' Transaction Platform

TECHNOLOGY & INTEGRATION

• 25 Mar 1996