Top stories
How to game a Sef: Banks fear arrival of arbitrageurs
Liquidity could suffer if sharp practice takes root in Sef markets
Spate of UK structured products deliver gross returns of 10%-plus
Positive equity performance provides bumper fourth quarter for maturing UK autocalls
Groothaert exits UBS structured products role
UBS parts company with former LFG chief executive
Hedge funds argue against tougher rules at CFTC roundtable
Investors should be free to pick risky strategies, managers say
QIC first Australian buy-side firm to execute on a Sef
Money manager looks to access all liquidity pools
Aviva longevity swap raises questions for intermediaries
Insurer goes direct to reinsurers for £5 billion pension scheme risk transfer
UK bank reforms must focus on broader training, says Banking Standards Review author
Narrow view one of many challenges for UK banks
PRA demands Ukraine and Russia risk reports from banks
Banks told to 'consider the implications for their business' and report to regulator
Energy Risk marks 20 years of covering energy markets
Over two decades, magazine has shared in industry’s highs and lows
Solvency II asset data formatting will breed ‘inconsistencies’
Insurers and asset managers warn of difficulties generating coherent data codes for alternative assets
Renewables risk derailing benefits of EU power integration
Market participants complain of distortion to cross-border flows
Renewables subsidy shift brings opportunity for energy firms
Companies see potential in moving into new role as service providers
South African corporates expect to sign CSAs
Power giant Eskom and South African Airways want to cut hedging costs
Hedge funds wary of betting on rates
Managers cite 2013 fixed-income rout as reason for caution
Technical Papers
Conditional value-at-risk-based optimal partial hedging
In this paper, we consider the problem of optimal partial hedging for a contingent claim subject to a preset hedging budget constraint. Under some technical assumptions on the hedged loss function and...
Optimal hedging of funding liquidity risk
The management of a liquid asset portfolio that can be used to generate counterbalancing capacity in liquidity distress is quickly emerging as a core function in banks. The new Basel III liquidity risk...
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Latest Headlines
Risk Management
- UK bank reforms must focus on broader training, says Banking Standards Review author
- PRA demands Ukraine and Russia risk reports from banks
- Six major banks sign up to Swift's KYC exchange
Structured Products
- Spate of UK structured products deliver gross returns of 10%-plus
- Groothaert exits UBS structured products role
- Structured product sales approach pre-crisis highs in Spain, say bankers
Hedge Funds
- Hedge funds argue against tougher rules at CFTC roundtable
- US hedge fund launches continue to surge
- Alfi rebuffs pro-Irish domicile report
Commodities
Derivatives
- South African corporates expect to sign CSAs
- US energy futures may be forced out of UK CCPs
- No CDS spread spillover from Ukraine crisis
Regulations
- Holes expected in South Africa’s draft clearing rules
- Commissioners attack CFTC's no-action letters
- Japan banks to sidestep Volcker private equity restrictions
Insurance
- Aviva longevity swap raises questions for intermediaries
- Solvency II asset data formatting will breed ‘inconsistencies’
- Commission 'must ensure proportionality of Solvency II' rules as MEPs give green light to new regime
Asia
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Chartis Report: Operational Risk Management Systems for Financial Services 2013
This report covers the specific technologies required for firms to improve their ORM processes.
The optimization of everything: OTC derivatives, counterparty credit risk and funding
The global financial crisis has created much excitement over counterparty credit risk (CCR) and, in recognition of this, banks have been improving their practices around CCR.
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