Risk magazine - September 2014
Articles in this issue
The House of Lords: looking for gaps in EU financial reform
Chair of Lords subcommittee says UK neglect of Europe is "criminal"
Cyber security – another reason for data storage to go modular
Relational databases are hard to protect; modular storage allows encryption
Black box blues: Fed starts model validation row
"They all fall short," says one expert, as banks try to vet vendor models
How to hedge CVA without being hurt
A new product could smoothe the gap between capital and accounting rules
South Africa still unsure about onshore CCP
Long-awaited proposals do not address market's hottest debate
No arbitrage: New rules make markets 'less efficient'
Indexes may be less effective hedges in absence of arbitrageurs
Fix and FpML: a friendly war
Swap reforms see messaging standards collide
Defections give new life to revolving-door debate
Matherat to Deutsche, O'Malia to Isda - regulatory moves worry some
Q&A: Benoît Coeuré, ECB, on securitisation and clearing risks
Revamped ABS market will need state support if it is to be a game-changer for Europe
People: Citi names new equity derivatives head
Boyle chosen as replacement for Yates
Robot risk managers excite swap market-makers
Banks hope auto-hedging algorithms will cut costs, boost volumes
Regulatory costs break risk neutrality
Regulations impose idiosyncratic capital and funding costs for holding derivatives. Idiosyncratic costs mean that no single measure makes derivatives martingales for all market participants. Chris Kenyon and Andrew Green demonstrate that regulatory…
Central banks ready to break swap market's Libor habit
Powell says Fed will "make sure" move happens in coordinated fashion
Eskom: the struggle to keep South Africa's lights on
Debt has jumped fifty-fold at Eskom as it races to build new power stations
Credit exposure models backtesting for Basel III
The Basel Committee on Banking Supervision has introduced strict regulatory guidance on how to validate and backtest internal model methods for credit exposure. Fabrizio Anfuso, Dimitrios Karyampas and Andreas Nawroth incorporate these guidelines into a…
Interdealer broker rankings 2014: Sef questions piling up
Icap takes the top spot as brokers struggle with Sef switch-on
Bank rankings 2014: a question of scale
Questions raised over market vulnerability when rates finally rise
Sympathy for the arbitrageur
Life has become more difficult for arbitrageurs - and other market participants should care
Custody Risk European Awards nominations open
Friday, September 26 entry deadline
