Risk magazine - Volume 24/ Number 12
Articles in this issue
Profile: OCC's Walsh on Volcker rule leaks, Dodd-Frank divergence and bank capital
From the ridiculous to the sublime
Risk software survey 2011
Compliance is key
Corporates complain about transparency of unwinds
Wound up by unwinds
CDSs: lubricant or landmine?
Credit default swaps have allowed banks and investors to improve the management of their credit risk, but they may represent a lurking source of contagion in a crisis, argues David Rowe
MF Global collapse should prompt rethink of CFTC rule on CCP membership, say dealers
The bankruptcy of MF Global should prompt the CFTC to reconsider the $50 million cap on minimum capital requirements set by CCPs on clearing members, say bankers
JSCC still keen on CCP interoperability
A plea for CCPs
Risk technology rankings 2011
The regulatory push
Cutting Edge: the year of CVA
The year of CVA
Middleware vendors face turf war with Sefs
Cutting out the middleware?
G14 dealer group adds two members
Nomura joined the group at the end of August, while Crédit Agricole is expected to join in the first quarter next year - in part a response to regulator criticisms that the group had become too exclusive
Close-out convention tensions
Close-out convention tensions
A historical-parametric hybrid VAR
A historical-parametric hybrid VAR
Eksportfinans faces collateral questions following downgrade
Junk-rated export lender says it has enough reserve liquidity to meet obligations while it is being wound up - but dealers are not convinced
Mifid II sets up clash between voice trading and transparency
Voice in the wilderness?
Repeal of Dodd-Frank's swaps push-out seen as unlikely to pass Congress
Despite positive vote by House subcommittee, lawyers say a bill repealing section 716 of Dodd-Frank will not pass
Cutting Edge introduction: clarity needed on credit adjustments
Credit and credibility
Change to Japan clearing mandate ends LCH-JSCC talks
A decision to limit the scope of Japan's clearing mandate has torpedoed months of partnership talks between LCH.Clearnet and the Japan Securities Clearing Corporation
Review of 2011: collateral, capital and chaos
Collateral, capital and chaos
MF Global: non-US clients caught in cross-border collateral trap
Omnibus structure meant clearing clients of MF Global outside the US were asked to double up on collateral payments. Use of the structure for OTC markets is now in doubt
Sponsored forum: US inflation derivatives
Encouraging growth in the US inflation derivatives market
Risk research: tech spending to rise in 2012
Tech spending on the rise
