Issue: Nov 2012
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COVER STORY
Think locally, act locally: Anger over US plans for foreign banks
Published online only
Source: Risk magazine
The Federal Reserve is planning a radical departure from traditional supervision by requiring the local offshoots of foreign banks to meet US capital and liquidity rules. Overseas banks are furious...
EDITOR'S LETTER
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Source: Risk magazine
If a clearing business is part of an institution that also makes markets in over-the-counter derivatives, there are lots of things it cannot do. The US...
EDITOR'S CHOICE
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Source: Risk magazine
Firms used to be able to throw anything they liked into the hypothetical derivative that is used to test cashflow hedge accounting, but standard-setters...
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Latest issue - Features
Negative rates: Dealers struggle to price 0% floors
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Source: Risk magazine
Central banks are holding down interest rates in an attempt to spur growth, and some parts of the fixed-income markets have entered the weird terrain...
CFTC facing struggle to revive commodity position limits
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Source: Risk magazine
US federal commodity position limits were defeated in court in September, but the Commodity Futures Trading Commission has not thrown in the towel...
Clearing members fear $5 billion intra-day funding burden
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Source: Risk magazine
Clearing houses can call for margin multiple times a day to protect against wild markets. But the burden of meeting those calls will initially fall...
Saving structured finance: Dealers vie for SPV replacement swaps
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Source: Risk magazine
A few large banks are renting out their credit ratings to protect structured finance vehicles from downgrades. But it’s a complex business, and it can...
What Libor reform will change – and what it won’t
Original headline:
Source: Risk magazine
The Wheatley Review of Libor succeeds in shoring up the interest rate benchmark without destabilising the derivatives market, traders say. But there...
Libor 2.0: The runners and riders
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Source: Risk magazine
From home loans to bonds and interest rate swaps, a host of very different markets are linked to Libor, which makes it difficult to replace the damaged...
Banks look for tech solution to collateral crunch
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Source: Risk magazine
With the frequency and volume of collateral calls set to increase dramatically, banks and buy-side firms alike are investing in new systems to help...
CFTC rules could force European funds to break the law
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Source: Risk magazine
Many European hedge funds count as US persons under proposed cross-border guidance from the Commodity Futures Trading Commission – potentially forcing...
Segregation clash could stop European firms using US CCPs
Original headline:
Source: Risk magazine
Some European buy-side firms will have to clear indirectly – through a local clearing member linked to a US counterpart – in order to access clearing...
The CFTC's to-do list: 14 rules to go, from Sefs to Volcker
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Source: Risk magazine
Just under 40 of the US Commodity Futures Trading Commission’s Dodd-Frank rules have been finalised and there are now only 14 to go. But they include...
Latest issue - More articles
In-depth introduction: Libor
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Source: Risk magazine
Risk first wrote about suspicions that Libor rates were being rigged in January 2008 – three months before the Wall Street Journal article that is widely...
Optimising retail deposit pricing
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Source: Risk magazine
Banks are holding more retail deposits and also paying more for them – a recipe for reduced funding risk but also reduced profitability. Wei Ke, Ben...
The false promise of expected shortfall
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Source: Risk magazine
The Basel Committee on Banking Supervision has proposed using expected shortfall instead of value-at-risk as the central metric for regulatory market...
DVA: a 'shameful scam'
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Source: Risk magazine
Despite the attempts of some quants to give it a sturdy foundation, debit valuation adjustment remains a scam, one critic argues. Laurie Carver introduces...
Physics versus finance: Science strikes back
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Source: Risk magazine
After almost two decades in which Wall Street was a magnet for quantitative analysts, science is rediscovering its pull, says Stephen Blyth
KDPW_CCP: Trying to find a niche in OTC clearing
Original headline:
Source: Risk magazine
LCH.Clearnet, owner of the incumbent interest rate swap clearer, SwapClear, is facing new competitors at all levels - global, regional and local. One...
Latest issue - News
People: UBS to cut 10,000 in investment banking retreat
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Source: Risk magazine
UBS to chop Sfr90 billion from investment bank RWAs as it refocuses on capital-light businesses; Ivan Ritossa to leave Barclays - Bommensath steps up;...
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