Banking in Brief
Our quick news roundups:
For latest by topics:
Other Commentators We Follow
We follow bloggers who provide alternative, meaningful, serious and sometimes irreverent insights into the industry
|
Our archives on Market Risk
User access may be restricted to paying subscribers only.
Chinese banks must be able to adapt to current market dynamics to stay competitive
Date: May 16, 2013
Author: Fan Wenzhong
Categories: Basel III, Capital & Strategic Issues, China, Operational Risk, Regulation, Retail Banking, Risk and Regulation, SME Banking, Trade Finance, Transaction Banking
Keywords: The Asian Banker, China International Banking Convention 2013, Fan Wenzhong, CBRC, FATCA, Market Risk, Credit Risk
Remarks by Fan Wenzhong, director general, international department, CBRC, at the China International Banking Convention 2013, on the changing banking landscape in China.
Substantial vulnerabilities and downside risks persist in the global economy
Date: Feb 06, 2013
Author: Agustin Carstens
Categories: Capital & Strategic Issues, Regulation, Risk and Regulation
Keywords: Agustin Carstens, Banco de Mexico, IMF, OMT, LTRO, Target 2, ECB, Fragmentation Risk, MAS, Market Risk
Agustin Carstens, governor of Banco de Mexico, feels that the international financial community, as a whole, must enhance its capability to better respond to future crises.
South Korean banks will need to boost risk tolerance levels to comply with Basel III rules
Date: Jan 18, 2013
Author: Baron Laudermilk
Categories: Basel III, Credit Risk, Markets & Exchanges, Operational Risk, Regulation, Risk and Regulation, Trading & Data
Keywords: Counterparty Risk, Market Risk, G-SIFIs, FATCA, Volcker Rule, ERM Systems
Proceedings report from The Asian Banker’s "The Korea Banking Risk Dialogue 2012" on South Korean banks' exposure to international funding and the domestic OTC derivatives market.
DBS eliminates multiple risk management products with QRM’s enterprise risk management process
Date: Dec 19, 2012
Author: Esther Tan
Categories: Operational Risk, Operational Risk & Security, Risk and Regulation, Technology & Operations
Keywords: DBS, QRM, ALM, Murex, Fermat, MTM, FTP, Microsoft, Market Risk
QRM’s advanced functionality enables DBS to measure and steer capital, balance sheet, earnings and risks in a holistic manner.
Harsh Basel III capital requirements stifling South Korean banks’ growth
Date: Dec 13, 2012
Author: Baron Laudermilk
Categories: Basel III, Operational Risk, Risk and Regulation, South Korea
Keywords: Market Risk, Shinhan Bank, Suhyup Bank, Woori Bank, Busan Bank, Citibank, Dauga Bank, Hana Bank, Industrial Bank of Korea, Jeonbuk Bank, Kookmin Bank, Kyungnam Bank
South Korean banks seek to further optimise their portfolios in the face of rising NPL ratios and tough Basel III capital requirements.
OCBC eliminates inefficiencies by automating and standardising end-to-end systems
Date: Dec 05, 2012
Author: Esther Tan
Categories: Basel III, Operational Risk, Risk and Regulation, Singapore, Technology & Operations
Keywords: OCBC, BCBS, MRMD, Murex System, VaR, PV01, Cross Currency Risks, Moneyness, Market Risk
Optimisations in risk trade-offs and business strategy help guide Singapore’s OCBC through troubled times during the subprime crisis.
VaR-iations in your risk management
Date: May 31, 2012
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
David 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.
|
|