Risk magazine - Volume 23/Number 10
Articles in this issue
Analysing correlations under stress
Analysing correlations under stress
Tackling section 165 of the Dodd-Frank Act
Tackling section 165
Middleware at fault for Barclays clearing break
Middleware at fault for Barclays clearing break
Demand for downside puts keeps skew high
The turn of the skew
Basel Committee deals with political reality
Quick change
Banks gear up for client clearing
A clear choice
EC naked sovereign CDS rules met with relief by traders
Murky on transparency
Banks take early steps to computer clouds
Cloud control
Lehman's legacy
Lehman's legacy
Shortfall factor contributions
Shortfall factor contributions
Breaking correlation breaks
Breaking correlation breaks
Cross-asset correlations pose opportunities - and threats
Opportunities and threats
Equity investors struggle with high correlation
Dealing with a break-up
Ban on rehypothecation could increase derivatives costs
A number of hedge funds are now insisting margin posted on derivatives trades is not rehypothecated – a trend that could drive up costs
CPM desks split on whether to reap windfall on hedges
The value of hedge books was hugely volatile during the crisis, forcing loan portfolio managers to think carefully about whether to monetise their gains. Those who chose not to saw windfall profits wiped out in a matter of weeks – but there’s still…
FSB prepares for push to clearing
Not so clear
In praise of higher capital
In praise of higher capital
South Africa plays catch-up on clearing
Playing catch-up
Lookback: Bidding farewell to sovereign crisis
Investors are now more interested in market fundamentals rather than the potential for further bad news about European sovereigns, according to Barclays Capital's fourth quarter outlook
Basel's new 7% equity capital minimum met with relief
Basel's new 7% equity capital minimum met with relief
Rehypothecation dilemma
Rehypothecation dilemma
Equity derivatives
Equity derivatives special report
Credit derivatives
Credit special report
South Africa
South Africa special report
Eurex move ignites multiple CCP debate
Eurex move ignites multiple CCP debate
Faith shaky as market awaits flash crash report
Mutual funds pulling money out of US stocks amid fears of gaming by HFT investors
People
BNP Paribas splits GECD group into four
Is VAR a useful tool in volatile markets?
Is VAR a useful tool in volatile markets?
Sponsored statement: Absa Capital’s equities franchise and equities trading in South Africa
Absa Capital’s equities franchise and equities trading in South Africa
Sponsored forum: Evaluated pricing, operational frameworks, governance and technology tools
Stepping up to the plate
Sponsored statement: Using options to improve portfolio risk/returns
Using options to improve portfolio risk/returns
Sponsored educational feature: Counterparty credit risk in portfolio risk management
Counterparty credit risk in portfolio risk management
