Opinion
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
Commodities may be a sweet spot for blockchain
Some aspects of commodity markets make them a natural fit for distributed ledger technology
When governments invent new markets, expect trouble
US ethanol credits debacle highlights problems with fiat markets
The missing piece in operational risk appetite
Setting an op risk appetite is illogical without reference to reward, argues Ariane Chapelle
AIG hit by $230 million settlement over MedPartners
Megan van Ooyen from SAS rounds up the top five op risk losses for August
Risk managers take note: Brexit was not a black swan
Protecting yourself against true black swans is the art of the possible, not the probable
Hiring, regulatory uncertainty and crisis management
The week on Risk.net, September 2–8, 2016
A tale of two worlds: performance and risk
Performance and risk offer two complementary views of investment management. It’s time to swap some DNA
No quants need apply: new trends in risk hiring
Soft skills are growing more important in the recruitment of risk managers
Margin D-day, US repo and CTAs go OTC
The week on Risk.net, August 26–September 1, 2016
Can US money funds rely on French banks for repo liquidity?
Foreign dealers may be here today, gone tomorrow
When time is of the essence, shortcuts are still handy
‘New age’ quants might not like it, but speed can be traded for accuracy in spotting investment opportunities
No subordination: Aviva’s clever matching adjustment repack
Insurer's repack vehicle issued only single senior note