Feature
Executive disorder: little threat to Dodd-Frank from Trump memos
Order to scrap two rules for each new one cannot capture bank regulators or repeal legislation
Autocall hedging set to push Euro Stoxx volatility higher
Rising index likely to trigger increased volatility, say dealers
Forex swap margin treatment uncertain ahead of VM deadline
With one month to go, market participants are still unsure how to treat foreign exchange derivatives
Banks seek to pry open CCP black boxes
Clarity on model inputs may have averted Brexit chaos, FCMs claim
Crowd trouble: the FRTB’s war on basis risk
FRTB will lead to build-up of risks around liquid benchmarks, dealers warn
Cramped by cramdowns: national hurdles for EU insolvency plan
Proposal to harmonise rules on debt stays and holdout creditors touches on sensitive issues
Energy firms assess costs of cyber attacks
Analytics are considered key to cyber risk management
Trump casts a shadow over US swap stays legislation
Changes to agency heads could delay or derail a vital part of bank resolution rules
EC gold-plating of FRTB raises risk of global divergence
Some interpret draft CRR II changes to NMRF framework as raising the bar for compliance
‘Great rotation’ highlights clash over unseen risks in factor investing
Gaps in performance of apparently similar products rekindle debate on index construction
Top 10 operational risks for 2017
Risk.net presents the top 10 operational risks of 2017, as chosen by risk practitioners
Energy Risk commodity rankings 2017: a return to risk management
Committed dealers reap the benefits of increased interest in hedging and investing
Insurers forced to choose between imperfect inflation hedges
Inflation is predicted to rise but hedges against it are getting harder to put in place
Questions remain after EC publishes position limits rules
Market participants raise concerns about extraterritoriality and hedge exemptions, while regulators are tipped to struggle
Soft numbers: quant firms look for signals in ‘squishy’ data
Environmental, social and governance information nebulous but valuable, managers say
EU commodities regulation: outlook for 2017
Key regulatory matters for energy firms in the months ahead
Buy-siders weigh virtues of P2P repo
Tradition's platform is attracting interest, but obstacles remain to peer-to-peer repo
Risk technology rankings 2016: no bank is an island
Murex, FIS and Calypso take the top spots in this year’s rankings, as banks’ technology needs inspire more collaborative approaches
Pricing in the dark: how dealers lost their information edge
Asset managers may have an information advantage over dealers in bond pricing
IFRS 9 poses credit risk model dilemma for Asian banks
New accounting standard requires tough data upgrade, but capital incentives are weakening
EC umbrella plan dismays foreign banks
EU intermediate holding company proposal complicates legal entity structures and Brexit planning
Bank CDSs straining under TLAC
UK and Swiss bank Opco CDSs losing relevance as a hedging tool, experts warn
China M&A boom presents unique hedging headaches
Crackdown on ‘fake’ deals adds to risk in contingent hedges
Review of 2016: turn and face the strange
Post-crisis reform has caused upheaval, but gave recent years a sense of direction; in 2016, that was missing