Risk magazine - May 2014
Articles in this issue
Pension funds weary of interest rates high-wire act
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
US regional banks prepare for rising rates
With regulators watching closely, US banks are reining in the duration of bond portfolios
Hedge funds see appeal in inflation anomalies
Market has become less efficient and less self-correcting, funds say
CME Clearing Europe: Scale will count, says Betsill
New chief exec prepares for "intense" European clearing fight
Banks will need a decade to meet Basel's data challenge
Supervisors have given large banks three years for root-and-branch reform
SEC probes retail hedge fund liquidity
So-called multi-alternatives are growing rapidly - too rapidly for some sceptics
US end-users are losers in swaps liquidity split
US participants "are not able to access" full breadth of liquidity, says Tradeweb CEO
Growing P2P lenders confront "profound" risks
UK platforms worry about rogue rival services with weak credit controls
NSFR opens up new front in war on repo
Banks estimate a 60bp hike in the cost of even simple trades
Tarf trouble in Taiwan: Sliding renminbi threatens heavy losses
Taiwan's regulator warns banks about structured hedges
"Worst trade of all time" pits Santander against Portuguese client
Interest rate swap with €79 million notional is nearly half a billion euros underwater
Stress tests prompt NPL rethink
Banks expected to sell NPLs to improve stress-test resilience
Ridiculous, flawed, too diverse: op risk models under fire
Regulators want more consistency - and some are questioning AMA
Scott O'Malia, it's your fault
Swaps markets have fragmented, and the CFTC commissioner accepts regulation is to blame
In-depth introduction: Interest rate risk
Banks, insurers and others all share a problem: anticipating rising rates
