Risk magazine - Volume 23/Number9
Articles in this issue
Basel Committee to rethink CVA capital charge
Regulators might adapt the bond-equivalent approach amid claims the methodology will lead to perverse incentives
Pensions face RPI-CPI basis risk
Pension pricing peril
CVA and the equivalent bond
CVA and the equivalent bond
The challenges of central clearing
The challenges of central clearing
Open source reaches risk analytics
Free for all
Sovereign CDSs as a risk indicator
Sovereign CDSs as a risk indicator
Spanish debt office in negotiations on credit support annex thresholds
Government agency looks to alleviate funding costs for bank counterparties in swaps transactions.
Middle East maelstrom
Middle East maelstrom
A crucial month for Basel III calibration
Implementing change
ETFs under the spotlight amid high correlation
All together now
BP: lessons learned
BP: lessons learned
Basel Committee under time pressure
Time is on the slide
New projections on economic impact of Basel III at odds with IIF estimate
Analysis by the Macroeconomic Assessment Group shows a smaller impact from higher capital ratios than an earlier industry report.
US municipalities wary of two-way CSAa
Cornered on collateral
EC prepares new consultation on structured products
A widened scope
'An explosion of sovereign debt'
'An explosion of sovereign debt'
The battle for retail depositors
The battle for depositors
Liquidity regulation forces transfer pricing models rethink
The cost of building liquidity buffers will ultimately flow through to clients.
HFT quote bombardment blamed for flash crash in May
High-frequency trading firms accused of attempting to overwhelm market infrastructure.
People moves
People
Structured products
Special report
Banks struggle with Basel 2.5
Challenging change
Axa IM to lend funds secured by ABS
The essential ABS
Exchanges and clearing
Special report
Market awaits details on SEFs
Keeping on top of the swaps
Regulators to finalise living will proposals
Live and let die
Risk interdealer rankings 2010: Dealers
A game-changing year
Risk interdealer rankings 2010: Brokers
States of flux
Precious metals sponsored forum
Worth its weight
Sponsored statement: Controlling volatility to reduce uncertainty
Controlling volatility to reduce uncertainty
