Risk magazine - Volume 24/ Number 7
Articles in this issue
More guidance needed from regulators on clearing
Clear guidance?
TD Bank looks to build market share
A consistent culture
GRC special report: editor's letter
How to sell GRC
Push for machine-readable contracts poses problems
Rise of the machines
Basel Committee takes tiered capital approach to Sifis
Systemically important solutions
Mission impossible for ratings
Mission impossible for ratings
Goldman Sachs tops list of firms that met CFTC
Access all areas
Marking systemic portfolio risk with the Merton model
Marking systemic portfolio risk with the Merton model
Random grids
Random grids
Repricing the cross smile: an analytic joint density
Repricing the cross smile: an analytic joint density
CVA charge will hit sovereign exposures
Adjusting to change
Deconstructing Emir
Deconstructing Emir
Bair bids bye-bye to FDIC
Bair bids bye-bye
Concern over accuracy of RWAs grows
A weight on their minds
Banks call for equity to be counted in LCR
A taste for diversification
Client clearing poses acute liquidity risks
Margin jump risk
Libor fix?
At least 12 lawsuits alleging manipulation of Libor have been filed since April, and six different authorities – including the US Department of Justice – are investigating. But how would manipulation work in practice, and is there any evidence of it so…
Assessing the arguments against shorting
Assessing the arguments against shorting
Cutting edge introduction
Be discrete
The complexity of client clearing
Client clearing complexity
