Issue: Sep 2012
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COVER STORY
Think locally, act locally: Anger over US plans for foreign banks
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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
John Hull has been writing about over-the-counter derivatives for almost 30 years – often with Alan White, a fellow finance professor at the University...
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
Knight Capital losses spur focus on algo risk management
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Source: Risk magazine
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...
Unclear on clearing in Germany
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Source: Risk magazine
A requirement to clear standardised derivatives in Europe by next year creates problems for Germany’s banking sector. Uncertainties in the rules for...
Fingerprint, aggregation fears hit swap dealer countdown
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Source: Risk magazine
October 12 is the deadline for institutions active in US over-the-counter markets to register as swap dealers. But tough aggregation rules – and a requirement...
Despite extension, banks still fretting over CFTC's business conduct rules
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Source: Risk magazine
Swap dealers face new rules requiring them to collect extra information from clients and provide them with fresh disclosures. The industry has launched...
Access denied: Hundreds of firms could be unable to use CCPs
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Source: Risk magazine
Thousands of firms are likely to be caught by the over-the-counter clearing mandate – but banks offering client clearing services say they can only...
Forex options traders count the cost of stressed VAR
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Source: Risk magazine
Stressed value-at-risk has been less controversial than the other capital charges introduced in response to the financial crisis – but some dealers...
The agent-principal dilemma
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Source: Risk magazine
The future is a scary place for derivatives market-makers. Faced with a barrage of new rules, some have begun to prepare for a world in which they act...
Latest issue - More articles
Risk interdealer rankings 2012: Dealers
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Source: Risk magazine
During 2012, markets have not seen the wild volatility of recent years, but these stomach-churning switchbacks have been replaced with something that...
Risk interdealer rankings 2012: Brokers
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Source: Risk magazine
The usual names fought for the usual product categories in this year’s rankings – and many of the usual winners emerged. But the interdealer broker...
Dodd-Frank compliance
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Source: Risk magazine
In a recent meeting with a couple of senior derivatives dealers, one of them – who heads trading in Europe for a large, international bank – complained...
In defence of FVA - a response to Hull and White
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Source: Risk magazine
The funding valuation adjustment traders have been adding to derivatives prices since bank funding costs first blew out in 2008 has proved controversial...
What will clearing cost?
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Source: Risk magazine
Many end-users will have to clear over-the-counter derivatives using services provided by clearing house members – currently, that means the big dealers...
Debt mutualisation: Lessons from the US
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Source: Risk magazine
Some argue that debt mutualisation across the eurozone is the answer to the current crisis, pointing to the US experience for support. This represents...
Cutting Edge introduction: Computation, computation, computation
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Source: Risk magazine
Today’s modelling approaches can require huge computing power, but help is at hand. Laurie Carver introduces this month’s technical articles, each of...
Neal Wolkoff: OTC market faces break-up blues
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Source: Risk magazine
Dealers fear multiple CCPs will fragment netting sets, resulting in increased margin and capital costs - but there could also be an impact on liquidity...
In favour of macro-prudential regulation
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Source: Risk magazine
Regulators are determined to learn lessons from the financial crisis – and for many, the answer is to use macro-prudential regulation to help prevent...
Latest issue - News
People: Nomura hires Cottle as EMEA fixed income chief
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Source: Risk magazine
Latest in series of fixed income moves at Nomura as Cottle joins to head up European fixed income; new Barclays chief executive is retail banker; UBS...
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