Opinion
Ring-fencing, Brexit and Chinese commodity markets
The week on Risk.net, October 6-12, 2017
Mifid’s great race to the bottom
If rules are unclear, regulators cannot prevent banks adopting the softest interpretations
Monthly credit data review: UK corporates’ post-Brexit slide
UK financials show steady post-Brexit decline in credit quality
A common interest in common law
Losing UK court judgement recognition in EU would not dim enthusiasm for English law contracts
Monthly op risk losses: Equifax breach sparks regulatory review
Breakdown of top five loss events, plus spotlight on Sweden’s largest ever phishing attack. Data by ORX News
Emerging Asian markets question one-size-fits-all bank rules
Nations such as the Philippines seek a more proportionate approach to level the playing field with global lenders
Monthly swaps data review: basis swaps galore
Data shows how less well-traded OTC instruments performed through September
CFTC need not walk the talk on swap data harmonisation
Global compatibility of data fields may be an unnecessary burden to put on an already-stretched industry
Benchmarks, NSFR and the Senior Managers Regime
The week on Risk.net, September 29–October 5, 2017
Monitoring failure: limited progress for commodities firms
Majority of market participants unprepared for position limits regime
Credit where it's due
IFRS 9 sweeps away centuries-old accounting conventions; banks look to frontload capital hit
Basel’s capital commitment, cross-border EU banking, euro swaps fix
The week on Risk.net, September 22–28, 2017
Mifid, repo volume and capital requirements
The week on Risk.net, September 15–21, 2017
Unskewed incentives: making governance work
EIB model head explains a four-step process for putting risk at the centre of governance efforts
Monthly op risk losses: Aequitas faces $192m loan settlement
Breakdown of top five loss events, plus ECB’s Ireland fine and mortgage losses in Spain. Data by ORX News
Don’t leave margining till the last minute
Institutions in Asia have a narrowing window to plan for initial margin regime
Replacing Libor, FSB and haircut models
The week on Risk.net, September 8–14 2017
Regulators struggle to balance global and local
Global banks merit global rules, but local banks can end up as collateral damage
A silver lining to the repo clouds
Central clearing of buy-side trades could further buttress the repo market
Keeping global regulatory co-ordination alive
WEF council members call for consistent implementation of current and upcoming rules
The bald truth about collateral haircut modelling
HSBC’s Wujiang Lou says parametric modelling of haircuts has many advantages over historical VAR
Why no one can handle technology risk
IT missteps can destroy banks – boards need to take them seriously, argues author Patrick McConnell
Mifid, agent-based modelling and Basel in Asia
The week on Risk.net, September 1–7, 2017
Energy and commodities voice broking will never die
OTC markets may be under siege, but they won’t disappear, writes Mark Earthey