Risk magazine - Volume 25/ Number 2
Articles in this issue
Wells Fargo: late entrant to the OTC clearing race
A credible competitor
Bank models are built on foundations of sand
Foundations of sand
No nosedive: markets could defy doom-mongers
Challenging the doom-mongers
Need for speed: banks explore FPGAs for portfolio modelling
The gate array way
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Reconsidering the LCR
Reconsidering the LCR
Hybrid correlation matrices
Hybrid correlation matrices
Cutting Edge introduction: risky contributions
Risky contributions
People: SG CIB promotes Mianné and Fields
Mianné lands the deputy CEO role at SG CIB, with Fields replacing him as head of global markets - but the bank loses David Knott; JP Morgan's Zubrow gets regulatory affairs post; Jotwani leaves Nomura, with Ashley and Assi promoted
Dealers tackle euro redenomination risks
Back to the drachma?
Risk and Energy Risk commodity rankings 2012: metals
Hard times for metals markets
Risk and Energy Risk commodity rankings 2012: energy
Finding value in energy volatility
Sponsored forum: OTC derivatives
Addressing the challenges of central clearing for the buy side
Esma: questions grow as Emir deadline looms
Esma under pressure
Basel 2.5: US ratings workaround criticised
Workaround woes
New Prime Finance panel could tackle debt crisis disputes
An arbitration panel set up to tackle derivatives disputes could also tackle eurozone debt crisis issues, says Jeffrey Golden, architect of the Isda master agreement
Sponsored survey: Oracle
Managing emerging risks and macro-prudential regulation
European capital rules could squash CVA feedback loop
European capital rules could squash CVA feedback loop
Eurozone scenario analysis goes microscopic
Familiarity breeds content
