Opinion
Quant Ideas: How VAR can add value to energy market analysis
Alessandro Mauro shows how using value-at-risk can improve market risk analysis in the energy sector
Managing XVAs: from whack-a-mole to Mortal Kombat
Joined-up effort to tackle XVAs reflects growing impact of derivatives valuation adjustments
DVA, energy trading and auto-quoting
The week on Risk.net, February 19–25, 2016
DVA shift a net positive for structured notes
Most structured note businesses likely to welcome accounting change
Why feedback loops could tie regulators in knots
Growing awareness of endogenous risk raises difficult questions about too-big-to-fail approach
Liquidity, data quality, and benchmarks
The week on Risk.net, February 12–18, 2016
Tensions at for-profit CCPs could put them at risk
Demutualised CCPs must find a way to keep clearing members engaged in risk management
Why we should all long The Big Short
Hit film will allow more people to have an informed dialogue on regulation, free markets, finance and opportunity
Bank of England and Vickers clash on capital rules
ICB and BoE proposals are actually not all that different
CFTC does the right thing on trade reporting
US regulator finally moves to clean up its own swap data mess
Conduct risk: a useful way to carve through chaos?
Conduct risk is a hazy idea, whose success will depend on its effectiveness in managing risk
To assess liquidity risk, one must ask the right questions
A mathematician’s insight during World War II can help guide risk managers today
The swaps market, Euribor and Mifid II
The week on Risk.net, February 5–11, 2016
Putting a price on long-term life insurance business
Allianz's Thomas Wilson re-examines how firms measure the value of capital-intensive products
What credit auction friction says about the OTC market
Benefits of risk bifurcation threatened by collateral conflicts
All you need to know about op risk in four letters
Processes, people, systems and external events are fundamental to operational risk management, says Ariane Chapelle
How many ways to win in swaps?
Citadel's success – and talk of swap desk spin-offs – suggest era of greater diversity
Why Isins are not fit-for-purpose OTC derivatives identifiers
SocGen’s Bill Stenning says draft Mifid II regulatory technical standards should be amended
The case for levying an Eiopa 'tax'
Chair is hopeful European Commission may address structural problem of funding regulator
Liquidity, XVA and the Libor transition
The week on Risk.net, January 29–February 4, 2016
FVA sceptics lose ground in valuation debate
Market needs to move on from theoretical argument and focus on numbers
Bank market-making is more limited, but also more robust
Liquidity is a concern, but lower capital requirements are not the answer, writes SNB's Rime
Libor, ring-fencing and the Risk Awards
The week on Risk.net, January 22–28, 2016
Quant Ideas: market-making, risk and information in commodities
High volatility and noisy data sets have profound implications on risk management in commodity markets