You are viewing all posts by, Mat Newman

head of product management, Adaptiv, SunGard’s capital markets business

11
Jun
2012

Full steam ahead to a new beginning

Contributor:

This blog post originally appeared on FOW. The rapid response to the financial crisis initiated by the G20 has led to a plethora of new regulations which sometimes seem like a never-ending series of sticky plasters trying to patch up a leaky hull. No sooner has one leak been fixed (think Stressed VaR or Incrementalread more... read more

head of product management, Adaptiv, SunGard’s capital markets business

25
Aug
2011

Interagency guidelines on counterparty credit risk management – A good start, but more to do

Contributor:

Recently, four U.S. federal agencies – Office of the Comptroller of the Currency, Federal Deposit Insurance Corporation, the Board of Governors of the Federal Reserve System, and Office of Thrift Supervision – published a paper on interagency supervisory guidance on counterparty credit risk (CCR) management. The paper covers a number of wide-ranging topics from sound corporate governance for managing CCR, through to methodology choices in computing credit metrics.... read more