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John A Morrison's Blog – November 2009 Archive (3)

Issues on Hedge Effectiveness Testing

Bunea-Bontaş, Cristina Aurora, Petre, Mihaela Cosmina and Culiţă, Gica (2009):


The starting point for risk management and hedging lies in understanding a corporation’s exposure to different risks. Hedging is vital for corporate risk management, involving reducing the exposure of the company to particular risks. Hedge effectiveness testing permits firms to assess if they match the timing of the gains and losses of hedged items and their hedging derivatives. In… Continue

Added by John A Morrison on November 14, 2009 at 12:54pm — No Comments

Liquidity, default, and market regulation "Liquidity and default are inseparable"!

Charles A.E. Goodhart Dimitri Tsomocos

12 November 2009

Liquidity and default are inseparable. Liquidity problems fuel defaults and vice versa. This column discusses the shortcomings of current regulatory proposals to address liquidity and default. It says that regulators must address “systemic markets”, not just systemic institutions, and need informative measures of financial stability.…


Added by John A Morrison on November 14, 2009 at 12:03pm — No Comments

The reform of UK financial regulation - Maximilian J. B. Hall

Dr. Maximilian J. B. Hall

Professor of Banking and Financial Regulation,

Department of Economics,

Loughborough University


Since the enactment of the new Banking Act in February 2009, with a new 'Special

Resolution Regime' at its heart, the debate about how to reform the UK's financial

regulatory and supervisory framework has intensified. A major catalyst for this was the

publication of Lord Turner's 'Review' in March 2009, which was… Continue

Added by John A Morrison on November 14, 2009 at 11:51am — 1 Comment

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