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What causes forex correlation swaps to be mispriced?
UBS quants show prices can differ by up to 25 correlation points if products modelled accurately
Vix panic, op risk models and forex option clearing
The week on Risk.net, February 3–9, 2018
A long-term approach – Expanding and serving a global client base
Custody Risk Global Awards 2017 | BNP Paribas
Breaking the collateral silos – Navigating regulation with a strategic alternative
Emmanuel Denis, head of tri‑party services at BNP Paribas Securities Services, discusses why financial institutions must rethink old practices of collateral management and instead adopt a tri-party approach, with which equities can be managed as…
BAML hires new US head, Ice names model risk head, and more
Latest job changes across the industry
Conduct risk, CCP defaults and bitcoin futures
The week on Risk.net, January 27-February 2, 2018
How energy players are reaching the limits of hedging
Commodities firms face lasting changes in 2018
FRTB: Delivering on the promise of data-driven insights
Content provided by IBM
Banks wrestle with conduct risk capital add-ons
Conduct risk-related additions to Pillar 2 capital raise questions over scope of UK’s Senior Managers Regime
Regulatory constraints – How increased requirements are evolving CPM
Amnon Levy, managing director and head of portfolio and balance sheet research at Moody’s Analytics, discusses the evolving expectations of institutions for credit portfolio management, as well as how it is being altered and adapted amid greater impact…
Forex delays, Mifid confusion and EU movement on CCPs
The week on Risk.net, January 20-26, 2018
Podcast: Brigo on derivatives, AI, machine learning and more
Genuine artificial intelligence remains "very, very far away", says Imperial College's Brigo
Asia Risk Congress 2017: The new XVA challenge
Video interview: Fabio Mercurio, Bloomberg
Asia moves: StanChart’s China head, new chief for Bank of China HK
Latest job changes across the industry
Basel output floors, VM rules and taper talk
The week on Risk.net, January 13-19, 2018
Credit data: the Trump effect on PDs
The war on coal is over, according to the US president – and the effect can be seen in banks' default estimates
Sefs, CVA rules and new US mortgage fears
The week on Risk.net, January 6-12, 2018
People news: SocGen promotes Garnier to head sales
Plus: Citi's Chen joins Deutsche; Mizuho hires corporate derivatives head; and more
Reducing noise is as important as radical change
Quants study ways to reduce noise in XVA Greeks calculations
FHLBs: safe as houses?
Health of huge bank funder rests on home loans and money market funds
Bracing for impact – Facing the challenges posed by IRRBB
Content provided by IBM
A communicative approach to innovative business growth
James Rausch, head of Canadian client coverage and global head of banks, brokers and exchanges at RBC Investor & Treasury Services, discusses how the organisation works alongside clients, leveraging resources and expertise from its other businesses and…
The DIY approach to China bond investing
Lack of international ratings means foreign investors will need research resources of their own