-
The Spirit of New Financial Regulations
... including credit ratings agencies. -Lack of transparency in exposure measurement, valuations, contingent exposure, capital quality, risk concentrations -Liquidity risk management -Procyclical nature ...
-
GPF London – Philippe Carrel on market intelligence
... Risk Management, Thomson Reuters, at Bank, in the heart of London’s financial district. He introduces the concept of how financial information today is considerably dispersed and ‘scattered ...
-
First Roundup - Global Pricing Forum 2010 London
... Meanwhile, Philippe Carrel, executive vice president, Risk Management at Thomson Reuters, pointed out that after the sub-prime crisis in the US, there has been a massive demand increase for market ...
-
New derivatives rules soon to come
... situation? The mass of issues which according to Art Altman, who manages research in forecasting and risk management for the power markets at the Electric Power Research Institute, “People turn pale ...
-
Global Pricing Forum 2010 - London Preview part 2
... joined the Geneva RiskMetrics office, as a risk researcher his main areas of interest in finance are risk management and derivatives pricing. He is the author of several papers in renowned international ...
-
Global Pricing Forum 2010 - London Preview part 1
... is chaired by Nigel Matthews, Global Head, Product Management and Strategy at Thomson Reuters and will include the expert insight on the area from Simon Tweddle, Director, Risk Management, Mizuho International, ...
-
GPF London Round Up
... and finance professionals took to debating like fish to water as they ran through dozens of subjects from market liquidity to risk management and the importance of having risk intelligence as well as market ...
-
Global recession exposed ‘shortcomings’ of regulation
... on to push how there must be cooperation between regulators and supervisors at the international and national level, and considerable improvements to risk management by global standard setters. Although ...
-
BREAKINGVIEWS-Banks, regulators need reality check on risk math
... risk management systems worked well. But the systems rely on sophisticated mathematical models that have a fundamental flaw -- they grossly underestimate "tail risk". This problem can be solved fairly ...
-
Philippe Carrel of Thomson Reuters on the future of banking and intelligent information
... Michael Wilson, a member of our GPF Editorial team talked with Philippe Carrel, Executive Vice President of Risk Management at Thomson Reuters about the saturation of intelligence, and how to stay ahead ...
-
Q+A: Swaps, the Ag Committee and a $400 trillion market
... difficult to separate swaps desks from other parts of a bank's risk management and trading operations, particularly given that swaps may be traded by entirely different departments. WHY DOES ...
-
GPF LIVE WEBCAST
... products’ development and daily production. Prior to JP Morgan, Raj has over 20 years of experience in Fixed Income products and Risk Management at Merrill Lynch, Lazard Frères & CO. His knowledge of ...
-
Dissent grows over stress-testing guidelines
... Measurement Approach (AMA) for operational risk, but that the high-level risk management focused guidelines addressed a specific ‘concentration’ risk category under Pillar II." However banks are demanding ...
-
Ask the chair/ask the panel for New York
At The Thomson Reuters’ Global Pricing Forum 2010 the most experienced and influential people in the pricing of fixed income and derivative securities will come together to discuss the challenges ...
-
Help shape the agenda for New York
Besides the regular updates that will be fed through the blog regarding the events, we will also be soliciting your input in the run up to our events. With the first event in New York less than eight weeks ...
-
Welcome to The Global Pricing Forum 2010 blog
Hello, and a very warm welcome to you. I’m Bob Rose, Executive Vice President of Thomson Reuters, and I’ll be hosting this year’s Global Pricing Forum. Those of you who have registered will already have ...
-
London Agenda
... 1:00 - 1:15 Intelligent Information for Investment Professionals Philippe Carrel, Executive Vice President, Risk Management, Thomson Reuters ________________________________________________________________________________ ...
-
GLOBAL PRICING FORUM: 16 SEPTEMBER, TOKYO
... - Understanding the various types of counterparty risk - Analysis of Lehman's collapse from a risk management perspective - New directions in counterparty risk and financial regulation post-crisis ...
-
Major foreign banks in Britain agree to G20 pay rules
... into force in 2010 -- for UK-based staff. "Banking remuneration must be consistent with effective risk management and there must be national and international consistency on this issue," the ...
-
COLUMN - OTC derivatives modernisation deserves support: John Kemp
... balance sheet hedging) or risk management purposes", which would avoid a substantial increase in the cost of genuine physical and cash flow hedging. The key will be to prevent financial institutions ...