Opinion
Commodity position reporting: XML, email, or fax?
Asymmetry in European regulator tech abilities could add to market’s workload
Cross-border clarity, US position limits and MMF repo trades
The week on Risk.net, August 25–31, 2017
Monthly swaps data review: credit volumes peak in June
Global cleared credit derivatives volumes reached $1 trillion before ebbing in July
Monthly credit data review: energy sector firing on all cylinders
Bank-sourced credit data shows rising confidence about oil and gas firms
Variation margin, CCP investment problems and Russian courts
The week on Risk.net, August 18–24 2017
Libor, Mifid and risk margins
The week on Risk.net, August 11–17, 2017
Libor replacement, model risk and stress testing
The week on Risk.net, August 4–10, 2017
Mixed motives threaten messy outcome in euro clearing row
Stability, oversight, Parisian ambition, repo haircuts: LCH is under attack from all sides
CCP stress testing gets real
Quants propose technique to generate effective, plausible CCP stress-testing scenarios
Cyber risk, Libor replacement and dangers of low rates
The week on Risk.net, July 28-August 3, 2017
Modelling cyber risk: FAIR’s fair?
Proponents say factor analysis can be applied to cyber risk; detractors retort results are still guesswork
Monthly credit data review: the Amazon effect and a rising Russian state
David Carruthers of Credit Benchmark looks at bank, sovereign and corporate credit risk data
Adjusting to the P&L attribution test in FRTB
Consultants offer tips on eligibility framework for new internal models approach
Monthly swaps data review: analysing CCP and Sef volumes
Data shows strong growth at LCH and JSCC, while OIS products surge
Addressing the eurozone’s ‘lemons’ problem for NPLs
State-aided securitisation of riskiest tranches could prompt purchases of loans, write ECB staffers
CCP bailouts, liquidity risk and machine learning
The week on Risk.net, July 21-27 2017
Repeal CEM; reform SA-CCR
Capital framework hurts clearing resilience, Citi execs argue
Stress testing, cyber risk modelling and machine vision
The week on Risk.net, July 14–20, 2017
What the ‘tech wreck’ doesn’t tell us about systematic investing
June sell-off might reveal more about discretionary investors watching factors
SMA, swaps data and EU bank bailouts
The week in Risk.net, July 7–13 2017
Op risk capital fight a limp political thriller
Battle to replace AMA with non-models approach was beset by nationalistic squabbles
CSA discounting, problems with backtesting and cyber insurance
The week on Risk.net, June 30–July 6, 2017
What the ambitions of China’s banks mean for Hong Kong
Political war of words over former colony means little; it’s the appetite of mainland banks for local dominance rivals should watch
SMA, cyber threats and Mifid
The week on Risk.net, June 23–29 2017