The magazine for risk management, derivatives, regulation
Top stories
The price is wrong
As the basis between Libor and overnight index swap rates ballooned during the credit crisis, banks were forced to reassess methods for pricing collateralised and uncollateralised derivatives trades...
Greek woes focus attention on role of Eurostat
Politicians are aghast that Greece used cross-currency swaps with Goldman Sachs in 2001 to reduce...
As head of the EC’s financial markets infrastructure unit, Patrick Pearson is leading the effort...
- Lehman board was kept in the dark about dwindling liquidity
- Risk South Africa: regulators may resist proposed Basel liquidity ratios, warns Bezuidenhout
- Valukas’ Lehman post-mortem reveals flaws in stress testing
- Risk South Africa: Regulators don’t understand effects of curbing prop trading, says Barkai
- Harsher stress tests described in new FSA risk outlook
- CFTC chairman attacks credit default swaps
- Tullett Prebon confirms takeover talks
Latest issue highlights
Sovereign CDS: Cat or canary?
Sovereign credit default swaps have become magnets for controversy amid worries about the condition of government finances. Does...
Future options
Tomorrow’s derivatives market looks likely to shift away from exotic products to focus more heavily on centrally cleared vanilla...
No accounting for tastes
The Financial Accounting Standards Board has been robust in its defence of fair-value accounting, and is now set to ruffle regulatory...
Editor's choice
Owed on a Grecian term
In July 2003, Risk published an article revealing a cross-currency swap between Greece and Goldman Sachs in 2001 that had helped the Hellenic Republic...
People moves
Peter Hancock has been named executive vice-president in charge of finance, risk and investments at American International Group (AIG). In a newly created...
Loan loss calculation conundrum
Replacing the incurred loss provisioning model remains high on the agenda of accountants, bankers and regulators. The challenge is to find a way to...
Upcoming conferences
Credit Institute
UK, 23 Mar 2010
OpRisk USA
USA, 23rd - 25th Mar 2010
Risk&Return Russia
Russia, 22 Apr 2010
Training courses
Managing Liquidity Risk
Austria, 24th - 25th Mar 2010
Managing Liquidity Risk
USA, 30th - 31st Mar 2010
Understanding developments to market risk frameworks in the trading book
UK, 19th - 20th Apr 2010
Special reports
Technical papers
Bilateral counterparty risk with application to CDSs
Previous research on credit valuation adjustments (CVAs) with correlation between underlying and counterparty default, including volatilities of both...
Individual names in top-down CDO pricing models
The Gaussian copula collapsed as a means of pricing collateralised debt obligations in the crisis of 2008, as to match prices and deltas nonsensical...
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...
Updating your subscription status 
Advertisement
Latest Whitepapers
Weekly poll
Email alerts
Sign up for Risk.net email alerts
Register for regular alerts to receive up to date news directly into your inbox
Related jobs
Advertisement
