Accounting
Ranking results highlight important role played by service providers in hedge fund industry
Service Provider Rankings 2012
Service Provider Rankings 2012
The Service Provider Rankings 2012 recognise the important role played by a wide range of organisations in the smooth running and operation of hedge funds and funds of hedge funds globally.
Banks should give more info on RWAs and models, says FSB
It is impossible for investors to understand modelling differences between banks, FSB report warns
ETRM Software House of the Year, Asia: Triple Point Technology
ETRM Software House of the Year, Asia: Triple Point Technology
Risk Annual Summit: CVA rethink needed, says HSBC risk specialist
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Banks caught in DVA dilemma
The DVA dilemma
Basel DVA capital deduction could cost banks billions
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Institutionalisation and succession planning are two challenges for larger hedge fund managers
Service Provider Rankings 2011
RBS faces $100 million lawsuit in US
RBS being sued in the US by Highland Capital for $100 million
Boon to US leverage ratios as FASB ditches netting proposals
Derivatives accounting proposals abandoned to relief of dealers - but move deals a blow to hopes of convergence between US standards and IASB
Banks rail against FASB netting proposals
Dealers say gross figures over-inflate balance sheet and misrepresent risk
FASB softening stance in bid for convergence, say analysts
US standard-setter tilting towards IFRS on accounting for financial instruments
Accounting change prompts rethink of US leverage ratios
Proposal for convergence on derivatives netting could force an adjustment of US bank leverage ratios, says regulator
Structured products house of the year: BNP Paribas
Risk awards 2011
US public pension deficits driving muni yields
Untied states
Financial crisis whets appetite for LDI by German pension funds
German corporate pension plans turn their attention to interest rate and inflation hedging
Sponsored forum: US inflation derivatives
Developments in the US inflation derivatives market
Australian loan loss accounting changes draw fire
If it’s not broken...
OECD urges IASB to review scheme definitions
International body says there is "a lot of confusion in the treatment of a lot of plans around the world".
Quant Congress USA: Ban DVA, counterparty risk quant says
Banks should not book paper profits as their own debt quality worsens, the Risk conference heard yesterday
Quant Congress USA: Economist praises dynamic provisioning
Barclays Capital senior economist praises dynamic provisioning approach to loan losses
US regulatory changes weigh on consumer ABS
Analysts declare Talf a success but say consumer ABS growth could be hampered by regulatory and accounting uncertainty