Trading and risk systems have been updated over the past year to reflect the growing need for regulatory solutions, as well as the new pricing complexity associated with collateral-based discounting. By...
The recent financial crises have changed the way insurers and asset managers view credit risk, revealing a fundamental misunderstanding of the risk in many companies’ portfolios. Risk managers have had...
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Clive Davidson articles
It was not that long ago that technological innovation meant developing fancy pricing models for the latest exotic derivative or complex structure. But times change, and so do the priorities of banks, securities houses, wealth managers and other product...
Losses suffered by Knight Capital as the result of a rogue algorithm have again focused attention on the risks involved in automated trading. With algos expected to be used more widely in over-the-counter markets in the near future, how are market participants...
Solvency II is expected to give rise to significant volatility in insurers’ capital own funds due to the regime’s market-consistent view of the economic balance sheet. Managing this volatility and ensuring that fluctuating capital levels remain above...
Industry and regulators have made progress towards an ambitious global system of unique identifiers that could help avert future crises – but there is still a lot to debate, and time is running out
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.
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Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014