Opinion
Mis-selling, Libor and HFT systemic risk
The week on Risk.net, October 21–28, 2016
Why did the crisis cause such large op risk losses?
Huge losses from the 2008 crisis can be seen as a short option position
Can the AMA be reborn?
Regulators could rescue op risk modelling through Pillar 2, writes former supervisor
From Russian roulette to overcautious decision-making
Risk-taking ought to be judged by its necessity, not likely outcomes, says Ariane Chapelle
Margin calls, euro clearing and money-market funds
The week on Risk.net,October 14-20, 2016
Eight months needed for smooth Asia variation margin roll-out
The alternative is an unprecedented repapering exercise, writes Isda's Scott O'Malia
Hidden risks for corporates in renewable energy PPAs
Buyers face load, covariance and basis risks in typical agreements
Wells Fargo pays the price for ‘ghost account’ fraud
Megan van Ooyen from SAS rounds up the top five op risk losses for September
Position vacant: unpicking energy’s hidden contract risks
Complex, long-term supply deals present job opportunity for risk managers
Non-cleared IM, Priips and the plummeting pound
The week on Risk.net, October 7–14, 2016
Taking aim at efficient market theory
Winton founder David Harding slams ‘weak’ theoretical basis for alternative beta
Why re-correlation matters in alternative premia investing
Understanding key risk can be difference between success and failure
Down to luck: why today’s hedge funds can’t rely on just skill
Have hedge funds got so good at investing that luck now dominates the field?
Deutsche Bank, FRTB and the Asia Risk Awards
The week on Risk.net, September 30–October 6, 2016
Swaps market mutation could replace managed change
Banks are finding it harder to control the future of the swaps market – that's no bad thing
Taking the FRTB plunge
Banks entering chilly FRTB waters for first time facing fresh challenges
FRTB, margin financing and fintech
The week on Risk.net, September 23-29, 2016
A conflict resolution strategy for capital allocation?
A recently proposed method for capital allocation has the potential to resolve internal disputes
Blockchain: a solution looking for a problem
While new financial technologies show considerable promise, many proposed applications are either naive or miss the mark outright
Why Europe's insurers can't stop buying bonds
Solvency II has pushed firms to run positive duration gaps
FRTB: a work in progress
Banks cannot wait for clarification but must forge ahead
Margin problems, liquidity tests and passporting
The week on Risk.net, September 16–22, 2016
Dependence on collateral raises vital research questions
Areas of focus should include collateral supply, reuse and circulation
Margin reform, uses for blockchain and interdealer survival
The week on Risk.net, September 9–15, 2016