Beyond the big three
Weighing up geopolitical risk
Back to the drachma?
Reconsidering the LCR
Surveying the future of natural gas
A different ball game
Fast and furious
Comparing delta-hedging strategies
Inspiration from above
Rather than rushing to increase regulation and potentially creating compliance costs and regulatory risks, authorities should be getting involved at the ground level to improve supervision, says Lars Hansen, Swedish insurer SEB Life’s chief risk officer
Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian banks have raised concerns about the dominant role given to the US...
The CVA-CDS feedback loop