Benchmark
Forging an iron ore derivatives market in Asia
Forging a new benchmark
Unconstrained bond funds gain momentum as investors turn away from benchmarks
Asset managers have reported demand from clients for so-called unconstrained bond strategies; freeing them from the rigidity of managing to benchmark bond indexes. Credit talked to five leading investment firms to get their take on the unconstrained…
EDHEC and Russell team up for Solvency II benchmark indexes
EDHEC and Russell team up for Solvency II benchmark indexes
Why benchmarks can constrain portfolio managers
Benchmarking blues
Michael Hasenstab interview: the benefits of investing outside the benchmark
In conversation with...Michael Hasenstab
S&P launches Euro 75 Index
S&P launches Euro 75 Index
Sound scenarios
Mariano Selvaggi describes the issues the Operational Risk Consortium took into account when preparing its report on the use of scenario analysis of operational risk in insurance, and how a sound scenarios framework can benefit firms
Oric sets benchmark operational risk scenarios
Op risk loss database consortium for insurers publishes scenario benchmarks
Oil Storage Data - Taking Stock
Volatile prices and perceived problems with WTI as a benchmark have triggered renewed calls for weekly European stock data to supplement US data. An EC directive is currently being discussed, but not everyone is in favour of this, finds Rachel Morison
US agencies issue QIS4 and LDCE survey materials
American financial regulators (the Agencies) have issued survey materials for the fourth Quantitative Impact Study (QIS4) and the Loss Data Collection Exercise (LDCE) in preparation for the implementation of the Basel II capital framework in the country.
Baseline's Basel II solution completes development stage
Baseline Capital Limited has announced completion of the development stage of its Basel II data pool solution.
Banca Intesa: conquering the cultural challenges of op risk
MILAN - Much ink will be spilled over the more quantitative aspects of operational risk — modelling, data gathering, technology infrastructure, for example. But it's the cultural challenges of implementing an operational-oriented framework that risk…
Weighting for Risk
Basel has recognised that collateral and seniority give banks an advantage when an obligor defaults. Here, Jon Frye argues that the proposal may encourage banks to lend on the collateral – a practice that could threaten their own survival – and proposes…
Marking the cards at ANZ
Mark Lawrence of ANZ Group describes how the bank chose and developed a “scorecard” approach to measuring operational risks, and how – 12 months after the start of the project –it is already achieving a more efficient allocation of capital.