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Commodity broker of the year: OTC Global Holdings
Energy Risk Awards 2017: OTC Global Holdings expands and penetrates
Exchange of the year: Nodal Exchange
Energy Risk Awards 2017: Nodal's clearing services set standard
Consultancy of the year: PwC
Energy Risk Awards 2017: PwC's world-class capabilities felt across commodities
Commodity finance house of the year: Societe Generale
Energy Risk Awards 2017: French bank shows breadth of strengths across energies
Technology advisory house of the year: Accenture
Energy Risk Awards 2017: Global advisory proves CTRM capabilities
Trump’s Basel stance is key for Asian banks
Donald Trump may have strengthened ties with the region, but the true impact of his administration on Asia remains to be seen
People moves: Citi promotes Bacon to Apac investments head
Also: Natixis adds Kenneth Lee; Yin joins HSBC Private Bank; JP Morgan nabs three from Goldmans for Aus/NZ; and others
CVA, fraud and settlement risk
April 28–May 4, 2017
European banks tire of CVA guessing game
Continued political wrangling over Europe’s CVA exemption increases uncertainty for dealers
Time to talk about settlement risk
Quants are proposing netting or the use of CLS Bank to remove Herstatt risk in margined trades
People moves: EBS makes switches in electronic forex
Citadel hires SEC director as general counsel; MUFG’s new leveraged finance head; Nomura changes India chief; and more
Robo-traders and robo-labour
Banks and buy-siders are starting to harvest the benefits of machine learning beyond the front office
The Volcker rule, CCP resolution and systemic risk measures
April 21–27, 2017
Monthly swaps data review: ETD vs OTC margin totals
New disclosures from big CCPs show listed market consumes more margin than cleared swaps
Monthly credit data review: gloomier than spreads suggest
David Carruthers of Credit Benchmark looks at banks’ credit risk data
US shale fluffing its feathers in mating dance with banks
Cash-addicted producers are making greater use of hedging to attract loans
What to do about Libor?
Darrell Duffie explains why transition from Ibor-based benchmarks is necessary and feasible
Volcker, FRTB and dual netting sets
The week on Risk.net, April 14–20 2017
Using cloud-based solutions to improve risk modelling
Content provided by IBM and Risk.net
Emerging issues in Solvency II: Cloud solutions and model risk governance
Content provided by IBM and Risk.net
FVA: the story so far
How Risk.net has covered key developments in funding valuation adjustment
Nickel-and-Dimon: why bank CEOs loathe op risk capital
JP Morgan’s Jamie Dimon and ex-StanChart CEO Peter Sands are no fans of the RWA approach
Operational Risk Awards 2017: call for entries
Practitioners, vendors and service providers invited to enter by the end of April
Moving beyond the boundaries of traditional operational risk management
Sponsored webinar: MetricStream