Europe and the US are at loggerheads over the territorial scope of new derivatives rules – as evidenced by a new financial stability review from the Banque de France – but agreement can be reach...
The move to central clearing poses a huge documentation challenge. A standard template has been developed for European derivatives users – but will this solve the problem? By Duncan Wood and Lukas...
Cross-border resolution could be harder under US-style capital and liquidity plans, says Finma's head of bank supervision
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Duncan Wood articles
Switzerland went first – and furthest – on post-crisis banking reforms, making its industry a test case for the impact of the new regime. But it has not yet solved the too-big-to-fail problem, M...
Take part in Risk's annual ranking of dealers serving institutional investors - and share your views on the changing OTC market
Policy-makers have incentive to accelerate deposit guarantee plans, says Sylvie Matherat of the Banque de France
Trading book capital measures were at heart of efforts to free up traders and reduce capital
A cross-section for CVA
Deal is said to pay a coupon of 11% for first-loss protection – which some investors say is too low
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.