Risk magazine - Volume 24/ Number 9
Articles in this issue
Cost of control: balancing risk and expense
Cost of control
Q&A: Myron Scholes on LTCM, crisis lessons and the value of intermediation
Quants' golden age
CVA hedging: a false sense of security
Quo vadis, CVA?
All together now: the tech challenges of Sef aggregation
All together now
Basel III liquidity rules shaking up the corporate deposit market
Deposit(ive) thinking
Obstacles facing dealers' dream of a global OTC data repository
The database race
LCH to become more commercially driven, says Axe
Commercially driven
CPM functions go back to basics
Old-school value
The push to a new CSA standard
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets – has pushed the industry to develop a new…
Foreign regulators leave US isolated on uncleared margin rules
The extraterritorial application of US uncleared margin proposals will make it tough for US banks to compete with their foreign counterparts unless the proposals are copied by regulators elsewhere
NYSE Liffe: one pot to rule them all
One pot to rule them all
Risk interdealer rankings 2011: Dealers
Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and risk aversion. For the third year in a row, Deutsche…
People: Citi ramps up listed and OTC clearing
Citi ramps up listed and over-the-counter clearing
CVA's cousin: Dealers try to value early termination clauses
Adjustment anxiety
Risk interdealer rankings 2011: Brokers
Talk, don't talk
Deutsche-Ille ruling changes sales practices for German dealers
Accentuate the negative
Standard CSA: Industry's solution to novation bottleneck gets nearer
New CSA, new challenge
Turning Points: Craig Breslau, SG CIB's managing director, commodities trading
SG CIB’s Houston-based managing director, commodities trading, Craig Breslau, speaks about his journey through the energy and commodities sector
OTC flash crash: Dealers consider risks of HFT invasion
The fixed-income flash crash
A trust deficit: why regulators need to rely on each other
Trust, but verify
Cutting edge introduction
A popular copula
A new breed of copulas for risk and portfolio management
A new breed of copulas for risk and portfolio management
Bayesian lessons for payout structuring
Bayesian lessons for payout structuring
Sponsored educational feature: UBS
Risk management tools for the buy side
Sponsored statement: RBS
Solvency II – Capitalising on market distortions
Volatility of volatility spike drives options liquidity squeeze
Volatility of volatility spike drives options liquidity squeeze
