Open articles
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
FRTB, machine learning and swap transparency
The week in Risk.net, March 31–April 6, 2017
New execution algos show complexity is not to be feared
Quants develop method to include both market impact and limit orders in optimal trade execution
Tools and techniques for safeguarding fixed-income portfolios
Sponsored webinar: FactSet
Monthly swaps data review: Libor dominance challenged
There are more sources of over-the-counter derivatives data available today than at any point in the market’s history
Feet of Clayton
New SEC chairman split between presidential deregulation agenda and filling holes in existing rules
White paper: Operational failures of regulatory risk management
White paper: Intralinks
FRTB Special Report 2017
Confronting the challenges of FRTB in P&L attribution, non-modellable risk factors and technology
People moves: Nomura’s Ashley takes on sole wholesale role
BGC Partners’ chief exec resigns; Barclays’ Kotecha moves to UBS; new liquidity role taken at JP Morgan; and more
Seizing the opportunity of transformational change
Sponsored Q&A: CompatibL, Murex and Numerix
Fast and accurate KVA using AAD
Sponsored feature: CompatibL
Mifid, VM mismatch and Japanese CVA
The week in Risk.net, March 24–30 2017
Solving the FRTB puzzle
Sponsored FRTB forum: IHS Markit
People moves: UBS nabs Barclays’ former Asia equity head
Plus: new equity head for HSBC; ANZ adds rates strategist; Jones leaves LME; and others
The spirit is willing, but the drafting is weak
Asking firms to operate in the spirit of the law will not solve Mifid trading venue confusion
Brexit, oil mergers and US regulatory divergence
The week in Risk.net, March 17–23 2017
Audio webinar: The state of intraday power trading in Europe
Sponsored webinar: FIS
White paper: The financial paradigm shift
White paper: FactSet
Webinar: Maximising operational risk efficiency
Sponsored webinar: SAI Global
Mifid, machine learning and swaps compression
The week on Risk.net, March 10–16, 2017