The magazine for risk management, derivatives, regulation
Top stories
Downgrade doomsday: utilities fear swap dealer shortage
Source: Risk magazine
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 – and potentially be stripped of...
Bill to rein in CFTC's Sef proposals runs into trouble
Source: Risk magazine
A bipartisan attempt to clarify the scope of the Dodd-Frank Act – and limit the US Commodity...
Source: Risk magazine
Credit Suisse’s recent move to suspend issuance of a popular exchange-traded note (ETN) caused...
- No improvement in porting since Lehman, CCPs say
- Coutte leaves SG CIB
- UK utilities face swap counterparty shortage
- Banks consider OTF aggregation in response to Mifid
- No more Fed letter commitments expected, says Dudley
- Cyprus presidency fears add urgency to CRD IV talks
- JP Morgan's 'London whale' losses spark VAR debate
Latest issue highlights
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk
The financial crisis has thrown up numerous opportunities to study the relationship between volatility and liquidity – from the...
Basel III takes a bite out of aircraft and shipping finance
Aircraft and shipping firms are finding it harder to obtain bank loans – in part because of Basel III. Funds and other non-bank...
Dealer platforms weigh up life under Mifid
The Markets in Financial Instruments Directive creates a new type of trading venue for the execution of over-the-counter derivatives...
Editor's 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 – but it is already...
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 to clear. But...
Mongolia: First steppes
Mongolia’s derivatives market is in its infancy – but the promise of future returns is luring international banks to Ulan Bator. By Viren Vaghela
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USA, 25 May 2012
Special reports
Clearing certainty
Isda 27th Annual General Meeting Chicago 2012
Bank capital
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
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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