In celebration of our 25th anniversary this year, Risk re-publishes a landmark article by Fischer Black, offering a critique of the Black-Scholes model
The US SEC is highly sceptical of the structured products market and higher regulatory standards are on their way, says lawyer
The Office of Financial Research is charged with supplying data to help US regulators assess potential risks to the financial system, but Isda panellists express scepticism over what data should be ...
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Matthew Crabbe articles
New authority will conduct cost-benefit analysis to decide which derivatives should be cleared - but G-20 deadline is not negotiable, says Esma chair in first public speech
Institutions will be weaker and markets will be riskier if new rules vary between jurisdictions, Credit Suisse vice-chair warns
Leading expert on buy-side portfolio risk management Bernd Scherer is leaving Morgan Stanley Investment Management (MSIM) in London to join the Edhec Business School in January. At MSIM, Scherer was...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.