Risk magazine - Volume 24/ Number 4
Articles in this issue
Preparing for Solvency II
Solvency II: insuring for change
Jeopardy and the future of risk management
Jeopardy and the future of risk management
Clearing back-loading provision removed from latest EU Council text
Council removes back-loading provision in Emir proposal
Dealers resigned to CCP competition in Asia
Gaining interest
SAAS touted as an option for smaller firms
At your service
Sovereign risk weights under threat
Weight gain
A practical challenge for collateral optimisation
Collateral conundrum
Short volatility exposures pose risks
A dangerous game
Capturing credit correlation between counterparty and underlying
Capturing credit correlation between counterparty and underlying
Reducing approximation errors in LPI swaps
Reducing approximation errors in LPI swaps
EBA’s Huertas: credible stress-test is first task
Taking the strain
New equity derivatives definitions imminent
Next step for equities
Unlevel playing field for CCP members concerns banks
Under the bar, over the top?
Stressed in Monte Carlo
Stressed in Monte Carlo
European legislators squabble over Emir
The derivatives catch-all
MF Global looks to take more risk
"We're not taking enough risk"
European politicians row over scope of Emir
Challenging Emir
Equity derivatives
Special report
Regulators may keep it simple for Sifi selection
Regulators may keep the rules simple for Sifi selection process
CDO ratings arbitrage “reasonable and justifiable”, UK court finds
CDO ratings arbitrage ‘reasonable and justifiable’, finds UK court
Sovereign debt managers criticise ban on naked CDSs
Sovereign debt managers criticise ban on naked credit default swaps
Sponsored statement: Royal Bank of Scotland
Basel III and IFRS 9: A tightening of the regulations
Sponsored statement: Trilemma
Recalibration machine
Sponsored statement: LCH.Clearnet
Tested model proves the clear choice in Europe and the US
People moves
Equities team reshuffle at Morgan Stanley
