Opinion
Book review: trend following with managed futures
Seven centuries of data shows average return of 13% with volatility of just 11%
How to kill a zombie - before regulators step in
What to do with funds holding illiquid assets past their original maturity date
UK power grid needs investment to keep lights on in future
Capacity crunch looms due to uncertainty and congestion, warns Genscape’s Dale
Australian corporates turn to Tarns
Dollar weakening has seen corporates reassess their FX hedging strategies
What links Schumpeter, market structure and Basel III?
Regulators are hoping higher capital levels will translate into healthier markets
Eurozone cannot survive on a diet of fudge
Greek political upheaval sets up a lose-lose confrontation for the eurozone
CCP debate needs to go beyond skin in the game
Discussion needs to move on to how to keep markets functioning in a default
Big plans for derivatives termination stays – the BoE view
Stays will extend to buy-side, repo, and securities lending, says BoE’s Gracie
Life in the Solvency II spotlight
Analysts will want to look beyond transitional measures
Changing face of stock-lending and repo
New entrants eyeing opportunities
Energy stirs political passions around the globe
Keystone XL, Russia, position limits and the ‘big six’ draw strong views
Call for user-owned utilities to lower central clearing cost
But monopoly or duopoly inefficient, BNY Mellon says
Volatility and correlation don’t measure what you think
Two ubiquitous risk analytics are easily and often misunderstood
Traders and politicians can learn from dead pilots
Trading portfolios are easily mishandled, as are Europe's economies
Collateral damage: what HSBC's troubles mean for AMA
HSBC affair highlights a problem with modelling op risk capital
Beware the pitfalls of averaging in structured products
Practice is useful for dampening volatility in valuations but carries risks
Cutting edge introduction: FVA out of balance
Some quants are arguing FVA should not be part of earnings
Is reputation risk overstated?
Operational incidents do not always give firms a bad name
The invisible incentives of clearing
Leverage ratio is making life difficult for clearing's gatekeepers
An idea whose time has come?
Discussions about whether to break up Sifis have hit the mainstream
Asia Risk marks 20th anniversary
Asia's capital markets have evolved over the last two decades - and so has Asia Risk
Risk assessment warning for medium-term investment horizons
Such hedge funds cannot be assessed just by data
One in 12 alternative firms to face SEC action
In 2013 SEC increased formal orders of investigations by 20%
Primes re-pricing and exiting their tails
Start-ups struggling to establish multiple PB relationships