Libor
Top 10 operational risks for 2013
OpRisk looks again at the primary concerns for operational risk managers in the New Year
Regulator will directly oversee calculation of benchmark rate
Capital and liquidity consumption now comes with a cost, and that started to make itself felt this year. Risk staff look back at a selection of the year’s big stories
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Libor articles
The basis goes stochastic
The one-curve world of pre-crisis modelling is long gone – now derivatives desks need to use a variety of fixings depending on the product traded. Here, Fabio Mercurio and Zhenqiu Xie show how a stochastic multi-curve world can be modelled excluding...
New standard CSA to launch before end of the year
New standard CSA aims to reduce valuation disputes by eliminating the embedded optionality that exists in the current document
Jurors told to focus on the facts and not jargon in Adoboli trial
Judge continues summing up in UBS rogue-trading trial
Sponsored video – OIS discounting for derivatives
Calypso’s David Kelly talks about some of the challenges posed by the OIS discounting of derivatives transactions
In-depth introduction: Libor
Risk first wrote about suspicions that Libor rates were being rigged in January 2008 – three months before the Wall Street Journal article that is widely credited with breaking the story (Risk January 2008, pages 74–76). The key elements were all...
What Libor reform will change – and what it won’t
The Wheatley Review of Libor succeeds in shoring up the interest rate benchmark without destabilising the derivatives market, traders say. But there are some hidden complexities. By Laurie Carver
Libor 2.0: The runners and riders
From home loans to bonds and interest rate swaps, a host of very different markets are linked to Libor, which makes it difficult to replace the damaged benchmark. A number of alternatives are available, but disparate products may be better served by disparate...
Using market and credit risk analytics to strengthen performance
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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