Risk managers should be aware of unconscious flaws in estimation
Trader responds to claims he induced brokers to skew their Libor recommendations
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Trader argues trades were meant to appease, not reward, brokers
Manager’s signal to trader: 'Carry on doing it but don't send emails'
But former trader argues the practice was not dishonest
Complex booking practices result in "worse oversight", say BoE officials
Court hears bank’s £160 million rate-rigging penalty notice
Substantiated data should push policy-makers to act, says project head
Banks round on one-size-fits-all rules for market, credit and op risk
Comparing modelled and standardised capital may raise more questions than it answers
Bank’s commercial interests over rate enshrined in Libor guide
Mitic from Santander UK lauds method for allocating capital between business units
Companies face more liquidity risk as Basel III prompts banks to reject excess cash
Chair of Europe's new bank resolution board says derivatives are not "sacrosanct"
Didn’t take BBA inquiries into low-balling too seriously
Exclusive coverage of congress for energy traders and risk managers
Bank information systems are hobbled by an old trade-off
This issue includes measures of bond systematic risk, a behavioural credit-scoring model, and Monte Carlo results for the performance of MM, ML and OLS estimators.
Accused Libor rigger faced hurdles influencing Citi submitters
Rating agencies "might be wrong" to see swaps as safer, says eurozone resolution chief
Sponsored feature: Commerzbank
The four papers in this issue are devoted to analyzing the design and performance of portfolio optimization methodologies, the construction of trend-following strategies, and multi-asset indexing solutions.