Open articles
BCBS 239: Data harmonisation heaven?
Sponsored webinar: Wolters Kluwer
Operational risk modelling – finally?
Sponsored feature: Elseware
FRTB – a timeline
Milestones in the development of the Fundamental Review of the Trading Book
Brexit margin calls, SwapAgent and the roots of op risk losses
The week on Risk.net, October 27–November 2, 2016
See the error of your VARs
Commonly-used VAR estimation method shown to underestimate risk
A referendum on clearing
Brexit margin calls show swaps CCPs are relying on funding strength of a handful of banks
Blueprint for FRTB: Building a future-state business strategy
Sponsored feature: Numerix
Regulators struggle to conjure the right leverage ratio
Too low, and it has no effect; too high, and liquidity suffers. Time for flexibility?
Audio webinar: Implementing and capturing value from BCBS 239
Sponsored by Intralinks
Mis-selling, Libor and HFT systemic risk
The week on Risk.net, October 21–28, 2016
People: Ramambason joins StanChart as head of XVA
Head of financial markets leaves StanChart; SocGen management shuffle; Lake leaves HSBC
Margin calls, euro clearing and money-market funds
The week on Risk.net,October 14-20, 2016
People: JP Morgan names equity co-heads to replace Throsby
Leung and Sippel new equity co-heads; BNY Mellon's new Apac chairman; StanChart's commodities head; and more
Turning uncertainty into innovation in the energy industry
Sponsored webinar: FIS
Using FX algos: Towards smarter execution
Sponsored feature: HSBC
Non-cleared IM, Priips and the plummeting pound
The week on Risk.net, October 7–14, 2016
Taking aim at efficient market theory
Winton founder David Harding slams ‘weak’ theoretical basis for alternative beta
Time is tight: Implementing the IFRS 9 three-stage approach
Sponsored interview: Oracle
Deutsche Bank, FRTB and the Asia Risk Awards
The week on Risk.net, September 30–October 6, 2016
Risk Chartis Market Report: IFRS 9
Sponsored by Oracle, Moody's Analytics and AxiomSL
Asia Risk Congress 2016: Driving growth in indexes
Sponsored video: MSCI and Singapore Exchange
Asia Risk Congress 2016: The new risk management landscape
Sponsored video: MSCI
Making sense of Market Abuse Regulation
Sponsored feature: Rimes Technologies
Swaps market mutation could replace managed change
Banks are finding it harder to control the future of the swaps market – that's no bad thing