6:08 am - Thursday March 23, 2017

Tag Archives: Liquidity

RoboTreasurer

Treasurer and his robotic counterpart – Some thoughts

Treasury is considered to be the modern strategic value add partner in any business initiative. The role of the treasurer continues to expand into different areas of the organisation, such as risk management and working capital. At the same...
bank risks

COOL TIMES in Risk Management Revisited

Some time back, I shared some thoughts on various risks faced by banks. For easy remembering and recall, I also coined COOL TIMES. The subsequent developments in the market place, particularly in the regulatory space, made me to rethink and...
DDT

Disputed derivative transactions – Santander and Pourtuguese Rail Operator

I happened to read today a news item on disputed derivatives transactions. It is reported therein, the dealers settled a crop of disputed derivatives trades with Portuguese state owned entities last year with one exception – Santander...
Packaged Transactions

Packaged trades – The renewed focus

Packaged trades are very much in news these days. One of our readers wanted to know what these trades are and why the focus on them now. Hence this write up Packaged trades are products that provide flexibility to trade transactions. They are...
imagesCAMQSW65

LIBOR Revisited

Do you know? When LIBOR was born? Minos Zombanakis, born 88 years ago on a Greek island, remembers well the birth of the interest rate benchmark. “I was, more or less, if you excuse the lack of modesty, the one who started the whole thing,”...
Trade Repositories

Next Level for Trade Repositories – Part II

QUANT MEASURES Size refers to the scale of activity (eg volumes) or positions (eg outstanding notional or mark-to-market amounts) in a defined population. Financial institutions with large notional or mark-to-market amounts or volumes may pose...
Financial Technology

Financial Technology and Market Leadership

This write-up traces the financial markets, financial institutions and financial technology, the business benefits that can be reaped by financial institutions by acquiring FT – Financial Technology to achieve leadership position in the...
Equity Index

Equity index and Designing an Index

Equity indexes are weighted baskets of individual stocks. The Equity Index is a value that is proportional to the market value of the individual stocks underlying the index. The value of the index changes as the values of the individual stocks...
derivative-categories

Interest Rate Derivatives and their wrong sales to gullible customers

Banks are more in the news these days – for a variety of reasons with negative impact of course.  Of all these, the one connected with mis-selling of interest rate derivative products is causing considerable damage. The kind of allegations...
Sovereign Risk

An analysis of sovereign risk

These days our governments are more in the business of business than governance. Naturally, when they approach markets for funds – through issue of bonds, debentures, stocks and securities, treasury bills and bonds – the investors will need...