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Interest rates - Fixed returns? Banks have reported huge profits this year in fixed income, with swaps desks benefiting from flows off the back of sovereign and corporate debt issu...
Madigan, Peter - In: Risk : managing risk in the world's financial markets 22 (2009) 10, pp. 31-34
Persistent link: https://www.econbiz.de/10008325438
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Operational risk - An operational model - Scarce and shallow loss data has been the bane of operational risk models historically, but a new paper calls for more work on statistical...
Madigan, Peter - In: Risk : managing risk in the world's financial markets 22 (2009) 11, pp. 77-79
Persistent link: https://www.econbiz.de/10008334810
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Asset swaps - The asset swap lifeline - The financial crisis created a major dislocation between inflation-linked and nominal government bonds, resulting in a huge opportunity for...
Madigan, Peter - In: Risk : managing risk in the world's financial markets 22 (2009) 11, pp. 58-62
Persistent link: https://www.econbiz.de/10008334813
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Madigan, Peter - In: Risk : managing risk in the world's financial markets 22 (2009) 12, pp. 16-20
Persistent link: https://www.econbiz.de/10008345791
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Swap execution facilities The Dodd-Frank Act mandates that cleared over-the-counter swaps must be traded on an exchange or a swap execution facility (SEF), but scant detail exists...
Madigan, Peter - In: Risk : managing risk in the world's financial markets 23 (2010) 9, pp. 70-74
Persistent link: https://www.econbiz.de/10008703051
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Municipals European sovereigns are tentatively moving towards two-way credit support annex agreements, but US municipalities are proving to be much more resistant to posting collat...
Madigan, Peter - In: Risk : managing risk in the world's financial markets 23 (2010) 9, pp. 54-57
Persistent link: https://www.econbiz.de/10008703056
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Equity correlation Correlation in the equity markets has traditionally moved in tandem with volatility, but since June the relationship between the two has broken down. What has ca...
Madigan, Peter - In: Risk : managing risk in the world's financial markets 23 (2010) 10, pp. 44-48
Persistent link: https://www.econbiz.de/10008717203
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Review of 2010 Crisis? Oh, that crisis... Regulation has dominated the financial landscape in 2010, with the passing of the Dodd-Frank Act and the firming up of Basel III. But mark...
Madigan, Peter - In: Risk : managing risk in the world's financial markets 23 (2010) 12, pp. 68-72
Persistent link: https://www.econbiz.de/10008766084
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Profile Changing the market structure Regulators are well advanced in pushing through reforms of the financial system. But Arminio Fraga, a former governor of the Banco Central do...
Madigan, Peter - In: Risk : managing risk in the world's financial markets 24 (2011) 1, pp. 36-40
Persistent link: https://www.econbiz.de/10008819814
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Clearing Been there, done that Regulators in the US and Europe are preparing to implement new rules on derivatives clearing and reporting, but Brazil has had a similar framework in...
Madigan, Peter - In: Risk : managing risk in the world's financial markets 24 (2011) 1, pp. 32-36
Persistent link: https://www.econbiz.de/10008819815