Risk magazine - Volume 25/ Number 11
Articles in this issue
The false promise of expected shortfall
The false promise of expected shortfall
Negative rates: Dealers struggle to price 0% floors
Going negative
Banks look for tech solution to collateral crunch
Crunch solutions
CFTC rules could force European funds to break the law
Breaking the rules
Bundle in the jungle: Cut-price OTC clearing threatens competition
Bundle in the jungle
Physics versus finance: Science strikes back
Science strikes back
CFTC facing struggle to revive commodity position limits
Limited appeal
What Libor reform will change – and what it won’t
What Libor reform will change – and what it won’t
Saving structured finance: Dealers vie for SPV replacement swaps
The SPV swap replacement game
Optimising retail deposit pricing
Optimising retail deposit pricing
Clearing members fear $5 billion intra-day funding burden
The intra-day funding burden
DVA: a 'shameful scam'
DVA: a ‘shameful scam’
Segregation clash could stop European firms using US CCPs
Segregation clash
The CFTC's to-do list: 14 rules to go, from Sefs to Volcker
The CFTC’s to-do list from Sefs to Volcker
Going vertical: Dealers mimic futures exchanges
Vertical rush
Libor 2.0: The runners and riders
Libor 2.0: the runners and riders
People: UBS to cut 10,000 in investment banking retreat
UBS to chop Sfr90 billion from investment bank RWAs as it refocuses on capital-light businesses; Ivan Ritossa to leave Barclays - Bommensath steps up; Loh Boon Chye lands top Asia-Pacific markets role at BAML; former JP Morgan CRO Zubrow to retire
KDPW_CCP: Trying to find a niche in OTC clearing
Finding a niche
