Opinion
And so, farewell: David Rowe's final risk analysis column
After 16 years as our risk analysis columnist, David Rowe looks back at a recurring challenge
Obsession with competition isn't healthy for exchanges
Market operators should focus on customer needs
Why multi-asset investing calls for 3G factor models
Factor models can be helpful in identifying unseen risks in investor portfolios
Note to Brussels: energy firms are not banks
Extending capital requirements to commodities firms is a mistake
'Have your cake and eat it': efficient op risk reporting
Cakes and candles can help risk managers get flavour right, argues Ariane Chapelle
Potential for catastrophe lurks in complex systems
Human failings can subvert well-intentioned efforts to avoid disaster
Reining in capital models is bad for risk management
AMA's likely demise is latest sign of worrying trend in bank capital rules
Data quality: improving to survive
Wipro's Sukant Paikray offers advice on how firms can better address the increasing demand for higher data quality
Quant ideas: Strategic versus tactical risk management
The susceptibility of enterprise risk tools to poor quality data is a major issue
In-depth introduction: US extraterritoriality
Confusion over Commodity Futures Trading Commission approach to cross-border supervision
Specialist subject: Asia Risk refocuses editorial offering
News and analysis from Asia Risk team brought into line with Risk.net desk model
HFT's Treasury market penetration a clear concern
Dominance of opaque shops poses concentration risks
End-user hedging: FMC’s natural gas hedges show benefits of OTC trading
Exchange-traded futures are costlier and less effective, professors argue
Expected shortfall’s silver lining
Despite continuing to insist that replacing value-at-risk with expected shortfall in the Basel Capital accord is wrongheaded and potentially dangerous, David Rowe argues that the shift may have an important silver lining
Riskology: Did markets overreact to China sell-offs?
Analysis shows markets can be overly sensitive to single-factor events
A key risk indicator approach to mitigating rogue trading behaviour
KRIs for rogue trading are vital defence against multi-billion-dollar losses from unauthorised trading
Index investing paper shows gap between theory and reality
Yale duo’s theories have little in common with experience of real investors
FVA – what's wrong, and how to fix it
Albanese and Andersen elaborate on controversial Risk article
How cultural 'bleed' across banks could reinforce op risks
Common cultural practices may span the divides between financial institutions – promoting common operational risks
A vision of the future to put insurers on edge
Shareholders have shown how sensitive they are to solvency ratios
BNY Mellon highlights dangers of unknown Sifis
Outsourcing and concentration could create inadvertent keystone companies
Winds of change will continue to roar for energy markets
Financial crisis and shale revolution show nothing is certain - Kaminski
Increased legal entity identifier issuance improves reporting
Growing LEI issuance has improved reporting, but what comes next?
Risk Interdealer Rankings 2015: Competition heats up
Rankings tell a story of increasing competition