Risk magazine - Volume 25/ Number 10
Articles in this issue
Personal criminal liability works
Personal criminal liability works, like it or not
Into Africa: Building a sub-Saharan OTC market
Building a sub-Saharan OTC market
JP Morgan and the CRM: How Basel 2.5 beached the London Whale
It’s the untold story of JP Morgan’s credit trading losses – how traders were able to reduce risk-weighted assets while loading up on risk, and the part played by Basel 2.5. Michael Watt reports
The power behind the throne: CME and the fight for futures market supremacy
It’s the biggest futures exchange in the world, so CME Group naturally has both friends and enemies. Some of its friends are very well connected – and some of its enemies claim this influence has been used to stifle competition, allowing the exchange to…
Gazprom Marketing & Trading: Powering up for clearing
Powering up for clearing
RIP OTC: Swap futures gaining buy-side fans
RIP OTC: Swap futures gaining buy-side fans
Responding to the eurozone crisis
The cutting crew
Section 716: The do-nothing approach
The do-nothing approach
Cutting Edge introduction: Tales of tails
Tales of tails
The FVA debate continues: Hull and White respond to their critics
The FVA debate continues
Standard docs may not prevent clearing contract crunch
Preventing a clearing contract crunch
Client clearing: Soaring volumes disguise scary workload
Not clear yet
Fat tails via utility-based entropy
Fat tails via utility-based entropy
The beta stochastic volatility model
The beta stochastic volatility model
People: New roles for Amrolia and Rodgers in Deutsche reshuffle
Markets group at Deutsche gets new cross-asset electronic trading unit, led by Zar Amrolia; Knight Capital responds to rogue algo loss by naming new CRO; listed derivatives co-head leaves Morgan Stanley; Nomura loses Fares, names Downey sole head of…
Indirect clearing: The capital conundrum
Draft European Securities and Markets Authority rules on indirect clearing caused uproar when they appeared in June. The regulator removed the most controversial elements in its final text, but dealers are still in the dark about the capital treatment…
