Risk magazine - Volume 24/ Number 10
Articles in this issue
Dangerous adaptation: the evolution of risk
Dangerous adaptation: the evolution of risk
CCIL: The benefits of fragmentation
Fragmentation benefits
Profile: Credit Suisse's algo team on automating OTC markets
Automating OTC
Profile: Daniel Gros on political risk and Europe's debt crisis
Time for a European Monetary Fund
CFTC and SEC facing legal anxiety over cost-benefit analyses
Cost-benefit paralysis
Right Laplace, right time
Right Laplace, right time
Margin models converge as CCPs battle for dealer support
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates clearers have begun to converge. Matt Cameron reports
Corporates fear CVA charge will make hedging too expensive
Crunch time for corporates
Eurozone debt crisis: facing up to the risks of political uncertainty
The risks of political uncertainty
Market-consistent equity risk premiums
Market-consistent equity risk premiums
ICB report: banks face higher costs, lower ratings
Ring-fence furore
South African tax ruling may just be stay of execution, brokers warned
Stay of execution?
Dealers tout dividends despite slide
The recent collapse in the value of dividends is a reminder of painful 2008 losses for dealers – but the industry says long positions will make money in any scenario short of catastrophe. Mark Pengelly reports
Profile: Standard Bank CRO on rogue trading, liquidity and lending
“We do not have a liquidity issue”
Basel 2.5: regulators still wrestling with Dodd-Frank clash
Barriers to Basel
CCP contest starting to heat up
Give CCPs a chance
South African banks grumble over credit pricing discrepancies
To charge, or not to charge?
Sponsored statement: Murex
Trust is good, control is better – Complex model validation
Sponsored statement: Absa Capital
The new paradigm for hedge funds
Sponsored statement: MarketAxess
Fixed income e-trading trends: The ripple effect of new financial markets regulation
Sponsored statement: Royal Bank of Scotland
Potential impact of Solvency II on equity derivatives markets
