Opinion
Feet of Clayton
New SEC chairman split between presidential deregulation agenda and filling holes in existing rules
FRTB: a Sisyphean labour
Banks continue to struggle with ever-shifting regulatory parameters
Mifid, VM mismatch and Japanese CVA
The week in Risk.net, March 24–30 2017
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
The covered interest parity conundrum
Darrell Duffie explains why it’s difficult to arbitrage direct and swap-implied funding rates
Brexit, oil mergers and US regulatory divergence
The week in Risk.net, March 17–23 2017
Draghi’s euro-exit redenomination hedge
Marcello Minenna says new ECB policy effectively hedges QE bond purchases
Mifid, machine learning and swaps compression
The week on Risk.net, March 10–16, 2017
Beware simulation sins
Aspect Capital’s Stephen Wood picks out the most common pitfalls in simulations of quantitative investment strategies
Opec learns to love hedge funds
Net long position weakens after cartel announces change in attitude to price drivers
Blockbuster banks eye Netflix success
Incumbents have big ideas – but lots of baggage
Top five op risk losses: Mortgage fines continue to plague banks
Megan van Ooyen from SAS rounds up the top five operational risk losses for February 2017
‘Significant exposure’, Swiss rates and SIs
The week on Risk.net, March 3–9, 2017
Fintech and wholesale banking: why nothing has changed
Staff turnover, regulation among five factors holding banks back
Emerging cyber threats share a familiar root cause
Whether in banking or energy, most cyber breaches start with human error
What is the economic value of FVA?
To end the funding valuation adjustment debate, this key question needs to be answered
Brexit and financial regulation: a delicate negotiation
The UK needs access, the EU needs regulatory data, but a mutually beneficial deal could be elusive
The hazards of toothless transparency requirements
Giving management the freedom to do what it wants may not improve the energy industry's reputation
Variation margin, the SLR and the transatlantic insurance deal
The week on Risk.net, February 24-March 2, 2017
Integrating cyber risk into an operational risk framework
Risk managers should feed each level of the company only the risk information it needs
XVA, variation margin and the Mifir deadline
The week on Risk.net, February 17-23 2017
Monthly swaps data review: volumes rise, CCP switches spike
In the first of a new series of articles, Amir Khwaja of Clarus FT looks at the most recent batch of swaps data
Duffie: CCPs should prep to quash Sifi swap termination stays
Clearing houses need criteria for overriding stays on swap terminations, writes Darrell Duffie
State aid, Brexit’s impact on Mifid, and the Fed embattled
The week in Risk.net, February 10-16 2017