Risk magazine - Volume 24/ Number 3
Articles in this issue
The end of the risk-free rate
The risk-free myth
The Nava-gator
Safe-keeping
Multi-currency CSA chaos behind push to standardised CSA
The evolution of swap pricing
Deal-contingent trades see pick up in activity
The deal hunters
Proposals on balance-sheet netting spark worries about leverage ratios
Called to account
Concerns over CFTC funding cuts
Rough rules
Sovereigns wrestle with debt impact of CSAs
Kiss of debt
Voluntary commitments take back seat to Dodd-Frank
Losing commitment
Banks seek technology answers for Basel III
An uphill struggle
UK DMO stresses need for consistency
Consistency rules
Multi-currency CSA pricing issue needs to be resolved
Pricing post-crisis
LBHI administrators push for settlement of derivatives claims
Vexed by valuations
Risky funding with counterparty and liquidity charges
Risky funding with counterparty and liquidity charges
Volatility interpolation
Volatility interpolation
Market-driven transparency
Market-driven transparency
People moves
Armes leaves Morgan Stanley for Brevan Howard
Sponsored statement: MetLife
MetLife: A global innovator in variable annuity risk management
South Africa
South Africa special report
Sponsored statement: Capitects
Multi-period portfolio optimisation for structured investment strategies
Climbing the modernisation mountain
Climbing the modernisation mountain
The myths and truths about Basel II cyclicality
The myths and truths about Basel II cyclicality
Behind the curve
Behind the curve
