News / Risk magazine
Banks hope for leverage exposure relief after interest rate swap clearer fixes clash with CFTC rules
Asset managers call on regulators to amend Ucits rules
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More News / Risk magazine articles
The winners of the Custody Risk European Awards 2013 were unveiled at an awards ceremony in central London on November 20
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number b...
Ongoing investigations into manipulation of forex benchmarks have led to calls for changes to the way the WM/Reuters exchange rates are used
Sefs "have to come into compliance" with Dodd-Frank rules requiring platforms to provide impartial access, says CFTC chairman
Esma responds to EC's 'intended rejection' of one-year postponement
Clients aren’t expected to be subject to a clearing mandate until 2015, according to a Risk.net poll
Banca d'Italia proposes to allow its banks to ignore some government bond volatility
Speaking at Sifma AGM, former US president says OTC market should have been forced into collateralised regime before 2008 crisis
Despite an overseas person exemption that allows recognition of CFTC-approved swap execution facilities in the UK, Sefs could face significant delays before they can legally operate in other non-US ...
Mandatory trade reporting for all asset classes will begin on February 12, but the forex industry is still grappling with the challenges of dual reporting
Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
US regulatory concerns about liquidity of government securities collateral could be resolved by access to the Fed’s discount window, CCP officials say
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.