Opinion
Trust in clusters: a new approach to stress testing
Search for plausible stress scenarios leads Natixis risk managers in a new direction
Blockchain, Brexit and Libor
The week on Risk.net, May 13–19, 2016
Leverage puts hedge funds in the systemic-risk spotlight
Regulatory attention shifting to hedge fund users of derivatives
Smart beta evolves
Commanding the ground between active and passive strategies, smart beta looks set for expansion
BoE: Libor reform needs swaps market support
“The dependence on term Libor fixings remains an unnecessary vulnerability,” writes BoE’s Salmon
CCPs, loss absorption and yen Libor
The week on Risk.net, May 6–12, 2016
Bringing order to op risk and the duck-billed platypus
Industry co-operation on operational risk taxonomies might yield a valuable tool
Nine years later, RMBS woes still haunt banks
Megan van Ooyen from SAS rounds up the top five operational risk losses for April 2016
Bank equities, CCAR and a CVA surprise
The week on Risk.net, April 29–May 5, 2016
A Brexit stress test for the buy side
Markets are betting 2–1 the UK will remain in the EU but securities will tumble if they're wrong
Accounting – a quant's job?
Quants have a new interest - developing accounting frameworks
Sympathy for the Dimon
A lack of confidence is hobbling bank stocks – and the implications go beyond valuations
Leverage, credit risk and algorithmic trading
The week on Risk.net, April 22–28, 2016
Transparency may be hazardous to your health
Esma should fine-tune Mifid II disclosure rules before they wreck markets
Getting in shape for the FRTB has to start now
Many banks are lagging behind when it comes to ensuring they are fit for the new trading book regime
After Milan: how Italian law treats muni swaps
Dealers in Italy run risk of “unpredictable legal conflicts”, warn lawyers at Norton Rose
In operational risk, the future ain’t what it used to be
Just because we can't measure op risk accurately doesn't mean we should give up, argues Peter Sime
US fiduciary duty rules: a Labored delivery
Seismic changes rattle the market, but structured products could stand to gain
Central clearing, XVAs and the US gas market
The week on Risk.net, April 15–21, 2016
Basel plans would weaken leverage ratio
Adoption of 'risk-sensitive' SA-CCR will allow more leverage, argues FDIC vice-chair
MetLife judgement demands more than a change of process
Court decision to overturn Sifi status reopens debate on vulnerability of insurers
Operational excellence is what the public deserves
Public sector institutions must learn from best practice in the private sector
Climate change is the fattest tail risk of them all
Casting doubt on science is an unwise risk management strategy
Risk managing structured products in a falling market
Capital-at-risk products with European-style barriers inherently more vulnerable in a downturn