Risk.net
Latest
Swaps market off pace for IM rules – Isda survey
Participants want to see more standardisation in collateral and custodial contracts
BoE creates volatility adjustment ‘stepping stone’ for insurers
Dynamic VA may be used for assets that fail to qualify for matching adjustment, say experts
UBS warns of 6% increase in credit RWAs in 2018
The bank's credit RWAs continue upward trend
Latest
Risk Quantum
Data insights, delivered daily
Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Editors' choice
Bridge to nowhere: gaps in Treasury G-Sib bankruptcy plan
US bankruptcy-first approach needs more thought on emergency liquidity, say experts
Big Figure
Goldman’s back
Goldman Sachs shook off some of the capital-sapping effects of last year’s tax reforms in the first quarter of the year, increasing its internal model-calculated common equity Tier 1 (CET1) capital ratio by 40 basis points.
Read the full article
7 days in 60 seconds
Swaptions basis secrets, risk capital changes and forex hedges
The week on Risk.net, 14-20 April, 2018
Receive this by email
Comment
Watch out for commodity vol products
How banks should organise themselves for FRTB
Podcast: Fries on Monte Carlo, Greeks and the future of AAD
Monthly op risk losses: China’s Anbang faces huge fraud hit
Our Take
Why Asia should hold fire on replicating EU holdco rules
How not to control trading behaviour
From prophets to ‘parasites’
ECL regimes a volatile brew of risk and accounting