Feature
Hedge funds grapple with Solvency II look-through test
Clear and present data
Uncertainty stokes demand for rates 'tasting menu'
Interesting times
Hedge fund fees are in the spotlight
Costly strains
Energy firms increasingly using stress tests to cope with regulatory change
Utilities and other energy firms are working hard to refine and enhance the scenarios they use for stress testing. Given recent market events, the impact of regulatory change and large-scale liquidity crises are taking on an increasingly important role…
Bridging the gap: Solvency II phase-in troubles insurers
Proposed interim measures hope to bring some regulatory consistency across Europe in the period prior to Solvency II’s eventual implementation, but supervisors are still seeking their own solutions, while insurers warn that any interim measures must not…
Applied risk management series: OTC commodity swaps valuation, hedging and trading
OTC commodity swaps valuation, hedging and trading
Risk & Energy Risk commodity rankings 2013: Metals
Losing bearings
Risk & Energy Risk commodity rankings 2013: Energy
Kinetic energy
Uncertainty remains over post-FSA regulatory structure
Acts of reform
Insurers deal with delays to Solvency II rules
Out of focus
High-stakes settlement and execution risks at BNY Mellon
Custodians of risk
Regulatory reform and data management: problems and benefits
Regulators' demands for more transparency are loading a heavy burden on to compliance, IT and operational risk teams at financial institutions. But collecting the data could have unforeseen benefits too. Alison Ebbage reports
No exit: The problems facing UBS in its fixed income retreat
The stress of unwinding
OTC market faces up to CCP-dependent pricing
Spot the differentials
Ice-NYSE Euronext: Good or bad for margin offsets?
Merger margins
Human resources: the first defence against insider fraud risk
HR departments are key in preventing internal fraud - and in dealing with the consequences, Nick Kochan finds
Australian CPDO judgment reveals S&P and ABN Amro's errors
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of a triple-A rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lukas Becker reports
Basel III blues: US politicians push for new QIS
Basel III is losing traction. Already hit by implementation delays and a loss of support from senior policy-makers, some US politicians are now calling for a national impact study – mirroring developments that saw Basel II grind to a halt. Michael Watt…
Risks and opportunities of social media
The rapid growth of social media over the past decade has left regulators and financial institutions lagging behind as they attempt to deal with the risks it poses. While the industry has made progress in dealing with potential risks, industry experts…
Cheyne Capital continues to find opportunities and performance in five asset classes
Opportunistic collaborators
State regulators clash over US life reserving principles
The NAIC’s proposals for a principles-based approach to reserving for life products has largely been met with agreement from most US states. But with the New York and California state regulators dissenting, the NAIC has a fight on its hands before the…
VA providers seek regulatory boost to products in Asia
Variable probabilities
Exchanges woo insurers with futures alternative to OTC swaps
With the price of over-the-counter swaps predicted to increase as new derivatives rules take effect, futures are being touted as an efficient alternative hedging tool, but are they a perfect fit? Blake Evans-Pritchard reports