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IFRS 9 versus IAS 39: Opportunities in changes to hedge accounting
With financial reporting in a state of flux amid the introduction of several new accounting standards, many corporates may feel overburdened by the need to ensure accounting compliance to take full advantage of IFRS 9 from the point of adoption. Robert…
LCH cancellation notices, Eurex incentives and prop trader rules
The week on Risk.net, September 29 – October 5, 2018
Transitioning beyond Libor: Some key considerations
Liang Wu, vice-president of financial engineering and head of CrossAsset product management at Numerix, explores the transition to Libor alternative rates and the impact on curve construction practices
Margin rules, resolution and the end of QE
The week on Risk.net, September 22–28, 2018
Is Libor going away?
Amid widespread expectation that Libor will soon be discontinued, questions are being asked around whether the transitioning towards risk-free rates will prove too onerous to achieve. Christopher Dias, principal, advisory, at KPMG, explores whether the…
Risk.net podcast: DTCC’s Lind on FRTB, data pooling and NMRFs
As many as 70 banks globally could adopt internal model approach for market risk capital
Ibor transition valuation and risk management considerations
The impending move from interbank offered rates to alternate reference rates will require important changes to many valuation and risk management processes and infrastructure. EY Financial Services’ Shankar Mukherjee, Michael Sheptin and John Boyle…
RFR valuation challenges
A new system of interest rate benchmarks for all major currencies is emerging. These new benchmarks will replace interbank funding rates with risk-free rates (RFR). This article by LPA focuses on valuation challenges during the transitional period to new…
CCPs, handling default, and cyber risk
The week on Risk.net, September 15–21, 2018
Strange steps down from NZX, and more
Latest job changes across the industry
The foreshocks of Brexit
As Brexit chaos continues, energy firms and traders are upping sticks and leaving the UK
Asia Risk Awards 2018: The winners
High achievers in the fields of risk management and derivatives across Asia
No fast buck for global banks moving into China
New entrants must not think majority stake in JV will pay immediate dividends
Asia Risk Technology Rankings 2018: The winners
Murex, Finastra, FIS take top spots in this year’s rankings
Asia Risk Corporate & Institutional Rankings 2018: The winners
Standard Chartered and HSBC top the tables
CCP resolution, margin and Libor’s modelling threat
The week on Risk.net, September 8-14, 2018
Interest rate derivatives house of the year: Standard Chartered
Asia Risk Awards 2018
Quant house of the year: UBS
Asia Risk Awards 2018
House of the year, Singapore: OCBC
Asia Risk Awards 2018
Structured products house of the year: Societe Generale
Asia Risk Awards 2018
Clearing bank of the year: Citi
Asia Risk Awards 2018
House of the year, Vietnam: BIDV
Asia Risk Awards 2018
House of the year, Indonesia: CIMB Niaga
Asia Risk Awards 2018