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Analysis on risk management, derivatives and regulation |
Latest news
Downgrade doomsday: utilities fear swap dealer shortage
Tough ratings criteria for utility securitisations mean they could be left short of swap counterparties. Utilities are worried they could face downgrades as a result –...
Bill to rein in CFTC's Sef proposals runs into trouble
A bipartisan attempt to clarify the scope of the Dodd-Frank Act – and limit the US Commodity...
Credit Suisse’s recent move to suspend issuance of a popular exchange-traded note (ETN) caused...
- US farm lenders fear clearing will trip leverage ratio
- Global inconsistency remains a challenge for would-be Sefs
- Dealers pitch loan format for swaps as CVA dodge
- Credit Risk USA: Direct buy-side clearing 'not feasible'
- Credit Risk USA: Real estate, rates and bank competition a concern, says OCC
- Deposit flight threatens banks' eurozone ALM efforts
- NY Fed's Dudley fears CCP capital 'cliff effect'
LATEST ISSUE HIGHLIGHTS
Upcoming conferences
Custody Risk Awards
Custody Risk hosts two events, one in America and one in Europe. Our Awards aim to reward merit in an extremely important sector where it is truly deserved....
Date: 1st - 1st Nov 2012
Location: London, UK
Risk & Return Brasil
As revistas Risk e Structured Products têm o prazer de anunciar a segunda conferência Risk & Return Brasil em 2012. Além de reunir CROs, CIOs e CEOs...
Date: 30 May 2012
Location: Sao Paulo, Brazil
Training courses
Operational Risk Management for Energy Companies
Energy Risk Magazine is delighted to present this thought provoking two day training course on operational risk management tailored to the needs of energy...
Date: 29th - 30th May 2012
Location: London, UK
Editors choice
Q&A: Alastair Clark on the challenges facing the Bank of England's FPC
The Bank of England’s new macro-prudential regulatory body has met a grand total of four times and currently has no actual power...
Push, ping or hub: industry tackles risk of clearing fails
An industry working group is about to publish principles on how to ensure swaps that are subject to a clearing mandate can be guaranteed...
Mongolia’s derivatives market is in its infancy – but the promise of future returns is luring international banks to Ulan Bator...
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Media centre
Challenges and opportunities for Isda in 2012
The International Swaps and Derivatives Association has had an eventful 12 months, having instigated legal action against the Commodity Futures Trading...
Tentative on G-20 timelines for OTC derivatives clearing
The end-2012 deadline for all standardised over-the-counter derivatives to clear through a central counterparty is fast approaching, but there is some...
In this audio seminar, a panel of experts discusses the challenges faced by firms in implementing Basel III
Euro crisis could cause full EU break-up, warns ex-BoE official
John Gieve, former deputy governor for financial stability at the Bank of England, warns of an "explosion" waiting to happen in the EU
Risk Annual Summit: Corporate clearing exemption vital, say panellists
Corporate treasurers call for a broad clearing exemption within European rules – and say they might stop using derivatives without it
Risk Annual Summit: Deutsche credit risk head questions CRD IV timeline
Banks have nine months until elements of Basel III are due to come into force, but details of implementing legislation are still being debated
Special reports
Clearing certainty
It doesn’t seem a lot to ask – when entering into a trade that is legally required to clear, it would be nice to know that the counterparty has access...
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Technical papers
Cutting edge introduction: perturbing the smile
There has been a long history of interaction between physics and quantitative finance. Now a technique for finding the effects of small fluctuations...
Quanto adjustments in the presence of stochastic volatility
It is well known that the quanto adjustment in the drift of the underlying has a significant impact on the prices of quanto options. Alexander Giese...
Awards & rankings
Vote now in the 2012 Deutsches Risk derivatives survey
Make your voice heard in this year's Deutsches Risk rankings by voting now!
Risk Espana rankings 2012
An injection of liquidity from the European Central Bank has eased funding risks for Spanish banks, but derivatives market participants still have to...
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