Awards
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The eurozone sovereign debt crisis has focused the minds of structured products investors on counterparty risk. Concerns about the size of sovereign debt holdings, as well as access to US dollar funding,...
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Some hedge fund investors are getting jumpy. It’s been more than three years since the surge of hedge fund redemption requests following the market turmoil in 2008 caused many funds to impose gates and...
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With 12 months to go until all standardised over-the-counter derivatives are due to be centrally cleared – a deadline set in 2009 by the Group of 20 nations – it’s still not obvious how, and even...
Find the information you need in articles from across Risk.net on Basel III, the Dodd-Frank Act, and Solvency II.
More Awards articles
Original headline:
It has been 28 months since the Group of 20 nations called for standardised over-the-counter derivatives to be traded on exchanges or electronic platforms – but firms hoping to run an approved trading venue are still in the dark about the criteria they...
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In a world of economic capital, risk-weighted assets and net stable funding ratios, it’s refreshing to come across a simpler risk management benchmark: “Our metric of success is ‘no surprises’: no surprises in terms of the impact on the firm of...
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Being asked to achieve more with fewer resources is a common gripe in any walk of life – but increasingly so for credit portfolio managers. The past 12 months saw them having to manage the shifting risk profiles associated with the eurozone debt crisis,...
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Nobody knows whether contingent convertible (CoCo) bonds have much of a future – but if they do, it will owe much to the trailblazing work of Credit Suisse, after its February 2011 issue first tackled some of the instruments’ challenges. Two previous...
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The markets classically assumed by quantitative finance trade continuously, are frictionless, infinitely deep and liquid, and often normally distributed – a fiction so enchanting that many modellers mistook it for reality in the pre-crisis years. One...
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Anyone can rake in money when a bet ends up being wildly successful – it’s much harder to avoid losing money when fortunes turn. Brevan Howard Asset Management is one of very few global hedge funds to have achieved both in the last couple of years....
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Corporate derivatives users had nothing to do with the financial crisis, but – much to their dismay – quickly found themselves caught up in post-crisis attempts to rebuild the over-the-counter market. They had to respond equally rapidly or live with...
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