Banking in Brief
We follow bloggers who provide alternative, meaningful, serious and sometimes irreverent insights into the industry
Our archives on CDS
Trade repositories key to understanding exposures
Date: Apr 08, 2013Michael Bodson, president and CEO of DTCC feels that as derivatives are a global business, the ability to provide regulators with immediate access to a global data set is crucial.
Author: Michael Bodson
Categories: Markets & Exchanges, Regulation, Risk & Compliance, Risk and Regulation, Trading & Data
Keywords: DTCC, Michael Bodson, CDS, Lehman Brothers, Systemic Risk
Interview transcript: Koichi Miyata, President and CEO, Sumitomo Mitsui Financial Group, Part 1
Date: Aug 30, 2012Koichi Miyata, President and CEO of SMFG discusses the five main goals of SMFG, managing the group’s treasury functions, and the three major differences separating SMFG from western financial institutions.
Categories: Cash, Treasury & Trade, Consumer Credit, Japan, Retail Banking, Transaction Banking
Keywords: Koichi Miyata, SMFG, NPL, Bank of Scotland, G-SIFI, JGB, Cash Management, Treasury Services, Citibank, HSBC Bank, Deutsche Bank, CDS, Sovereign Bonds, GE Finance, GE
VaR-iations in your risk management
Date: May 31, 2012David Millar, risk consultant, trainer and former COO at PRMIA, looks at the value at risk problems at JPMorgans’s chief investment office and wonders if these are hiding other poor practices.
Author: David Millar
Categories: Capital & Strategic Issues, Regulation, Risk and Regulation
Keywords: VaR, Hedging, Risk Reporting, Riskmetrics Methodology, Sir Dennis Weatherstone, David Viniar, Asymmetric Risk Instruments, CDS, Market Risk
Future of counterparty credit risk lies in CVA
Date: Nov 09, 2011Banks need to adopt a market-based approach to standardize their treatment of Credit Value Adjustments in compliance with Basel III regulations.
Author: Jon Gregory
Categories: Basel III, Credit Risk, Risk and Regulation, Capital Markets, Performance Measurement
Keywords: CVA, CCR, Financial Crisis, CDS, Derivatives
"Hallmark of a system that is strong and ready for the uncertain future is that it must be balanced"
Date: Oct 24, 2011Amando M. Tetangco, Jr., Governor of the Bangko Sentral ng Pilipinas, discusses strengths and weaknesses in Philippine banking during his speech at the Philippine International Banking Convention 2011.
Categories: Industry Outlook, Philippines, Regulation, Risk and Regulation
Keywords: Philippine International Banking Convention 2011, Amando Tetangco, CDS, GDP, Bangko Sentral ng Pilipinas, PHP, ICAAP, Financial Sector Forum