Opinion
Basel III, bond market liquidity and the Risk awards
The week on Risk.net, December 2–8, 2017
NSFR problems, LEI delays and how to fix op risk
The week on Risk.net, 25 November - 1 December, 2017
How to save op risk modelling
Drop loss categories and correlations and adopt simple loss distribution, advises AMA expert
Variation margin, ETFs and the costs of European Isins
The week on Risk.net, November 17–24, 2017
Russian crypto-currency will threaten AML efforts
Targeting individuals and companies could be impossible with digital currency, write academics
Credit data: reasons to like Europe and G-Sibs
Bank estimates offer alternative view on probability of default risk
Swaps data: CCP and Sef volumes still growing
First three quarters show strong growth in interest rate swaps, forex NDFs and index CDSs
Quantitative finance still needs mathematicians
Quants develop model that fixes a longstanding problem with pricing American options
VM change, Libor fallback and DTCC blockchain
The week on Risk.net, November 10-16, 2017
So, we made some predictions five years ago...
Risk30: looking back at Risk25's 'firms of the future'
Sifi snafu: Deutsche's cautionary tale
Subjecting big firms to tougher regulation is sensible in principle but difficult in practice
Esma navigates a Brexit maze over equivalence
Regulator offers share-trading reprieve for EU firms without relaxing rules for UK
Asian regulators need to step up to swaps challenge
Markets on the cusp of change require new supervisory capabilities
Margin savings, research and Fed’s Powell on Libor and clearing
The week on Risk.net, November 3-9, 2017
Monthly op risk losses: Aussie banks settle rate rigging claims
Breakdown of top five loss events, plus insight on $7bn US consumer protection fines. Data by ORX News
The future of risk in 10 interviews: volatility, liquidity and tech
Fed’s Powell, JP Morgan CRO, Bridgewater co-CEO all feature in upcoming profiles
Resolving swaps, early warnings and the three lines of defence
The week on Risk.net, October 27–November 2 2017
Curing the eurozone: how to fix the ESM
Bailout fund should guarantee all EU government debts but charge a protection fee, writes Marcello Minenna
Jumping on the smart beta bandwagon
An increase in sustainable investing and institutional investors are promoting smart beta investment strategies in Asia
Disjointed regulation, CCP support and the future of swaps trading
The week on Risk.net, October 20–26 2017
Are failure indexes fair play?
Regulators must clarify stance on trading off big-data forecasts of outages, writes energy consultant
AIG, US Treasury reforms and a Brexit deadline
The week on Risk.net, October 13–19, 2017
Insurers want clarity not compromise on G-Sii list
Insurance regulators must be clear about rut into which global supervision has slid
Machine learning could solve optimal execution problem
Reinforcement learning can be used to optimally execute order flows