Cover story
Moody's swaps bail-in bet splits banks and buy side
Asset managers wary of assumptions that make swap counterparts look stronger
Q&A: Avinash Persaud on the structural risk in Solvency II
Directive will herd insurers into 'safe' investments that turn out to be risky, says writer and academic
'Dark age' hedge funds have antique fees, says Albourne’s Ruddick
New boss at consultant, John Claisse, to focus on liquid alts research
CCP stress-test rifts emerge as review gets underway
Banks, clearing houses and regulators all divided on question of standardised tests
CFTC steps up enforcement of data reporting violations
Agency “much more aggressive” in fining firms for reporting errors, say lawyers
How banks handle and model emerging operational risks
Spreading the net wide enough to catch as many data sources as possible is key to tackling emerging risks
Questions remain about China banks' TLAC exemption
China is one of only two Asian countries with G-Sibs – but unlike Japan its banks can sidestep TLAC
Why insurance regulators are split on sovereign risk
North-south divide as some say Eiopa approach is wrong
PRA's Pillar 2A consultation may point way ahead for AMA
PRA capital methodology will change rules for modelling
InfraHedge assets rise as other MAPs stagnate
State Street says managed accounts rise due to stripped-back, cut-price service
Could TLAC kill the structured notes business?
FSB proposals exclude structured notes from banks’ bail-in debt buffers
The Lincoln assassination: the strange tale of the swaps push-out
Insiders tell the story of the 'zombie' bill everyone hated, but no-one could kill
Thai structured product market hampered by regulatory barriers
Tax and local underwriting issues dog structurers
UK life firms rethink forex hedging after PRA note
Matching adjustment applicants using forex forwards have little time to adjust
K2 addresses Ucits liquidity with manager portfolio data
Three levels of corporate oversight deployed over positions
Oil collapse fails to dent zeal for hub-based gas pricing
European utilities remain eager to move away from oil indexation
Basel Committee faces hard choices in op risk modelling reform
Reducing model diversity may endanger AMA's risk management benefits
All change as investors favour ETFs over futures
High roll costs and inefficient tracking spark shift
The black art of FVA, part III: a $4 billion mistake?
Quants argue banks are inflating FVA; Crédit Agricole among those weighing new approach
Multi-issuer platforms face off for Asia structured product market
Four platforms are now fighting for private bank business
Standard formula: how different is too different?
Insurers must demonstrate standard formula is appropriate. But what this means is sometimes unclear
Deutsche Bank places faith in ‘structurally changed’ CTAs
Outperformance no short-term trend, as industry has seen “fundamental changes”
Banks fear ill-aligned op risk capital under new simple method
Proposals for revised standardised approach receive mixed response
Aussie dollar decline puts FX hedging strategies in the spotlight
The rapid slide of the Australian dollar has refocused attention on currency risk by local firms