Banks struggling to price the risk that downgrade triggers may be exercised, leading to calls for regulators to prohibit their use in derivatives documentation
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Lack of renewables data means an increasingly vital part of the market is being excluded, say traders
Just over half of dealer respondents to a Risk survey believe post-crisis rules are constraining their ability to make markets
Investment advisers accused of lack of preparation in face of Sandy
US insurer's op risk head Kay Rahardjo discusses solvency regulations and the lessons learned from 2012's superstorm
Dealers are looking to consolidate desks that manage adjustments for credit, debit and funding valuation
Firms cherry-pick opportunities as they step in to fill the hole opened by capital-strapped banks
A preliminary protocol to enable four-way FX prime brokerage involving agency desks has been agreed ‘in principle’ and could allow agencies to scale up their activities, having been largely redu...
Proposed revisions appear to catch back-to-back trades that are used to get exposure into European CCPs
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
UK supervisor needs extended powers to fulfil FSB attributes for resolution of systemic institutions
The loss of service at one of the biggest US exchanges emphasises the risk of a failure at key service providers
Margin rules proposed after the collapse of MF Global could dramatically raise the cost of hedging, complain market participants
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