Opinion
Lookback: FCA reviews RDR implementation
UK regulator checks 'independent' status of IFAs
Editor's letter: All eyes on the US Federal Reserve taper
Political upheaval from the Ukraine-Russia standoff fails to disturb the Vix
Commodity trading houses have banks on the ropes: so what?
Trading houses are definitely on the rise, but risk fears are overdone
Fair value accounting's blind spot
Market prices ignore time-to-liquidation, says David Rowe
Basel III battleground for primes
Consolidation predicted among prime brokers following regulatory shakeout
Insch: the more equity markets fall, the better
A systematic, trend-following currency program can serve as a hedge against falling equity markets
US state and federal insurance regulators are squaring up
US state regulators are worried the Federal Insurance Office is exceeding its remit
Ukraine crisis renews importance of KYC
Sanctions and transaction reporting grow in prominence
Risk managers should learn from the mistakes of others
Early warning signs can provide vital clues to firms with ‘feet of clay’
Renewables and power markets must be brought together
Collective price determination should have an impact on renewable subsidies
Long-delayed settlements complicate op risk capital models
Delayed impact of 2008 crash means higher capital demands
European underlyings finding favour with Asia investors
A three-year avoidance of European-linked structures at an end
Learning to share the swap market
Asset managers, hedge funds and proprietary trading shops all want access to platforms that currently serve dealers only - a test for rules on impartial access and, potentially, the start of a long-awaited revolution in over-the-counter markets. By…
Trust is critical for operational risk loss databases
Data-sharing consortiums depend on trust, but individual firms face a prisoner's dilemma whereby providing false information can sometimes be beneficial
Commodities investing is still fundamentally sound
Commodity investors may have had a bad year, but putting money into commodities of finite supply continues to makes sense
High hopes for Brazil's onshore structured products market
Editor's letter
Banks have done too little, for too long on counterparty data
Regulators recently published the findings of a study of counterparty risk data at the world’s largest banks – it makes for depressing reading, says David Rowe, and is symptomatic of deeper problems plaguing the field of enterprise risk management.
Solvency II’s level 2 is the next battleground
Insurers have concerns about European Commission's unofficial Level 2 text
Questions over prime broker/depository discharge
Game of blame
GLG: coaching corrects behavioural biases
Coaching correction
The problems of explaining AMA volatility
A simple model highlights how AMA capital requirements can change dramatically
Small managers lagging on AIFMD compliance
Size matters
Emerging markets volatility lucrative for discerning investors
Lucrative volatility
Data loss is the price you pay for transparency: editorial
In praise of cyber risk