Matthew Crabbe
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Articles by Matthew Crabbe
Incorporating model risk management as a core discipline
Content provided by IBM and Risk.net
Risk reaches 25-year anniversary
In celebration of our 25th anniversary this year, Risk re-publishes a landmark article by Fischer Black, offering a critique of the Black-Scholes model
Structured Products Americas: SEC will turn up the heat on the market, says leading lawyer
The US SEC is highly sceptical of the structured products market and higher regulatory standards are on their way, says lawyer
Isda AGM: Early warning system for systemic risk a 'huge challenge', says panel
The Office of Financial Research is charged with supplying data to help US regulators assess potential risks to the financial system, but Isda panellists express scepticism over what data should be used
Isda AGM: Esma committed to G-20 clearing deadline, says Maijoor
New authority will conduct cost-benefit analysis to decide which derivatives should be cleared - but G-20 deadline is not negotiable, says Esma chair in first public speech
Isda AGM: regulators must work together to avoid fragmented market, warns Credit Suisse’s Rohner
Institutions will be weaker and markets will be riskier if new rules vary between jurisdictions, Credit Suisse vice-chair warns