Risk magazine - Volume 24/ Number 5
Articles in this issue
Asia’s LCR challenge
Asia’s LCR challenge
CFTC proposals render TriOptima rates repository unfit for purpose
Industry launches new process to select rate derivatives repository, after CFTC proposals far exceed tasks TriOptima’s repository was asked to perform by dealers and bank regulators
Non-US sovereigns should collateralise swaps, say US bank regulators
Progress towards sovereign collateral posting has been slow. Now, US regulators are proposing to make it mandatory - for all non-US entities
Shift to clearing presents CCP system challenges
A clear challenge
Darkest before the dawn?
Darkest before the dawn?
Criticism of Basel III liquidity ratios continues
Rationalising ratios
Sefs threaten dealer-client relationship
Execution fears
Recovery sparks spate of distressed asset sales
Making good on bad assets
Volatility products hit by negative roll yield
Getting a grip on volatility
Stress ahead for European insurers
Ready for the roll-out
An analytical framework for credit portfolio risk measures
An analytical framework for credit portfolio risk measures
General short-rate analytics
General short-rate analytics
Collateral: look, but don’t touch
Collateral: look, but don’t touch
Quants continue to criticise counterparty risk measures
Adjusting the adjustments
Dodd-Frank: the story so far
In on the Act
Supervisors on the tracks of shadow banks
Chasing shadows
Mifid’s tough line on investor protection worries dealers
A sense of propriety
Inconsistency could lead to arbitrage
Consistency is key
Structured products
Special report
Tri-party repo reforms pose new challenges
Three's a crowd
SEC has flexibility on Dodd-Frank implementation, says Schapiro
Collaborating for change
People moves
Stephen O’Connor named as new Isda chairman
Basel open to liquidity rule changes
Basel open to liquidity rule changes
Sponsored statement: Royal Bank of Scotland
The Inflation Vortex: Growth versus inflation – what path lies ahead?
