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  1. Smart beta indexes gain currency with Asian investors

    If these products are sold to customers in fund format off balance sheet they may under certain circumstances be cheaper to manufacture compared with a similar product offered via a swap that's on balance sheet, but in any event these days banks...

  2. Dealers fret over NSFR impact on equities

    A 100% RSF will be applied to a bank's derivatives assets, but only after deducting liabilities and margin, which should leave the balance close to zero. Banks fear that a number of standard equity markets practices – ranging from futures hedging...

  3. UBS offers bankruptcy remoteness and white-labelling twist

    The assets are ring-fenced and separated from UBS's balance sheet. A lot of business was done in the ‘balance sheet is for free' world before the financial crisis, and a big part of our business just died," says Grob.

  4. Stoxx leads the way with value-focused smart-beta service

    The relatively conservative Strong Balance Sheet Indices family uses the Altman-Z score - a test of credit strength - for each stock in the Euro Stoxx benchmark to pick those with the strongest balance sheet that may be undervalued.

  5. The best way to manage individual CPPI, from Deutsche AWM

    CPPI is attractive to insurers and other retirement solutions providers because it enables them to offer long-term savings products without the need for expensive derivatives to hedge them, or taking the market risk on their balance sheets.

  6. UBS dominates listed products in Switzerland

    Issuing notes out of UBS (Luxembourg) takes the notes off UBS's balance sheet, but unlike a typical special-purpose vehicle (SPV), the wholly owned subsidiary of UBS AG is a regulated entity. The bank set up the issuance programme in response to...

  7. Nationwide: ABS markets need more than warm words

    The group, which is still waiting for board approval before it can be formed, is likely to include the heads of credit and balance sheet management, the chief risk officer, the finance director and representatives from group risk oversight.

  8. The secrets of successful energy trading firms

    The beneficiaries would be large energy firms with a strong balance sheet that could afford the heavy costs of compliance, including the additional work needed on IT systems, for instance. For the past 20 years, Energy Risk has reported on the many...

  9. Conflict of interest: banks call for unity on Eonia

    The chief risk officer of one large hedge fund says it would only make sense if a bank had managed to build up an enormous collateral balance. Another trader points to the wording around the credit support balance (CSB), which is the amount of...

  10. EU stress tests see €46bn trading loss for G-Sibs

    The stress test estimates losses in the trading book over three years after applying adverse and baseline stress scenarios to bank trading balance sheets as of December 31, 2013. The adverse scenario reflects the European Systemic Risk Board's...