Risk magazine - July 2015
Articles in this issue
Simon Puleston-Jones: Calling time on futures reporting
Regulators get "no meaningful data" from reports, argues FIA Europe head
Agility vs transparency: a false fight
Bank information systems are hobbled by an old trade-off
Counterparty calamity: inside Basel's new standard charge
Capital for modelling banks could jump by half if 75% floor is applied to SA-CCR
Bond-CDS basis trades have 'stopped working', hedge funds say
Arbitrageurs have exited trades, leaving basis structurally higher
EU urged to go it alone on capital for securitisations
Basel group split over how to reflect European plans for 'simple' securitisations
Q&A: SRB’s Elke König on resolution regimes
Chair of Europe's new bank resolution board says derivatives are not "sacrosanct"
BoE on Lehman's lessons for bank booking structure
Complex booking practices result in "worse oversight", say BoE officials
Risk institutional investor rankings 2015: JP Morgan takes the crown
US bank topples Barclays as overall top choice
Cash is not king: unwelcome depositors seek new homes
Companies face more liquidity risk as Basel III prompts banks to reject excess cash
Moody's swaps bail-in bet splits banks and buy side
Asset managers wary of assumptions that make swap counterparts look stronger
People: FCA bolsters oversight with new hires
IIF's Barbara Frohn to lead risk and compliance oversight
Why Europe’s QE resembles a CDS trade
Minenna of Italy's market regulator warns of serious unintended consequences
Standardised approaches pile up capital and data woes
Banks round on one-size-fits-all rules for market, credit and op risk
Bail-in: why derivatives are in scope, but out of bounds
Analysing early termination costs - and the risks of contagion - will be tough
FX volatility – An evolutionary story
Sponsored feature: Commerzbank
Standardised approaches: the risks of reform
Comparing modelled and standardised capital may raise more questions than it answers
