The magazine for risk management, derivatives, regulation
Top stories
Counterparty charge an act too far?
The Basel Committee shocked many bankers in December by unleashing proposals to significantly increase capital requirements for counterparty risk exposures. But industry participants argue the measures...
Unrealised gains out of their hands
Some regulators have suggested profits based on uncertain valuations of complex products should...
As the US Treasury’s special master for executive compensation, Kenneth Feinberg has the task...
- Scully to manage new CLS forex trade-aggregation service
- Citi plans crisis derivatives
- Regulators take aim at unrealised derivatives profits
- Bankers question definition of 'prop trading' at Senate Volcker rule hearing
- FASB set to collide with supervisors over fair value
- Senators at odds over derivatives end-user exemptions
- Isda pursues information missing from TriOptima rates repository
Latest issue highlights
To be clear on OTC regulation
The US House of Representatives passed a bill on December 11 requiring all standardised derivatives contracts traded between dealers...
Commodity rankings 2010: Energy
The 2010 Risk/Energy Risk commodity rankings reveal which companies have been able to prosper despite the difficult conditions of...
Commodity rankings 2010: Metals
HSBC topped the precious metals categories of this year’s commodity rankings, swapping places with runner-up and last year’s winner...
Editor's choice
Consistent reform
The leaders of the Group of 20 nations have declared reform of the financial system must be globally consistent – a sentiment echoed by individual...
People moves
Christopher Dodd, chairman of the US Senate Committee on Banking, Housing and Urban Affairs and a significant player in the shaping of US over-the-counter...
Risk Awards 2010
Last year was another turbulent 12 months for financial markets, with continued volatility, dislocations in markets and a rash of new regulation. Risk...
Upcoming conferences
Risk South Africa
South Africa, 11th - 12th Mar 2010
Credit Institute
UK, 23 Mar 2010
OpRisk USA
USA, 23rd - 25th Mar 2010
Training courses
Economic Capital Modelling
USA, 16th - 17th Feb 2010
Practical approaches to managing model risk New York
USA, 3rd - 4th Mar 2010
Practical approaches to managing model risk
UK, 10th - 11th Mar 2010
Special reports
Technical papers
Pricing and hedging basket credit derivatives in the Gaussian copula
The static assumptions of the Gaussian copula model have long presented an obstacle to dynamic hedging of credit portfolio tranches. Here, Jean-David...
Funding beyond discounting: collateral agreements and derivatives pricing
Standard theory assumes traders can lend and borrow at a risk-free rate, ignoring the intricacies of the repo and collateralisation markets. Here, Vladimir...
Awards & rankings
Commodity rankings 2010: Energy
The 2010 Risk/Energy Risk commodity rankings reveal which companies have been able to prosper despite the difficult conditions of 2009. Lianna Brinded...
Commodity rankings 2010: Metals
HSBC topped the precious metals categories of this year’s commodity rankings, swapping places with runner-up and last year’s winner UBS in a gold-dominated...
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