Balance Sheet: Volume 12 Issue 4
Table of contents
Bond indices: understanding all the angles
Joseph MariathasanThe author, a stalwart of the UK Asset and Liability Management Association, provides a guide to the construction and make‐up of bond indices and argues that users should assess…
ALM: educating the managers of the future
Jim ByrneThe author, whose company runs training courses for the UK Asset and Liability Management Association, explains the rationale behind the training and importance of creating…
What color is your balance sheet? The relevance and explanatory power of wealth accounts
Eric MelseThe growing need for more relevant detail in financial statements proper to be produced annually, quarterly or monthly, and possibly continuously, translates into an urgent need…
Assessing the regulatory impact: the challenges of UCITS III – Germany’s regulators become the first to launch derivatives ordinance
Kai D. LeifertUCITS III has direct implications on risk management activities of asset managers. On 13 February 2004, German regulators published a derivatives ordinance (German…
Assessing the regulatory impact: credit risk – going beyond Basel II
Richard TschemernjakAs the end of the 2006 deadline to implement regulatory changes being proposed by the Basel Committee on Banking Supervision looms closer, banks are battling to make their credit…