Risk magazine - Volume 25/ Number 5
Articles in this issue
A crisis of identity, part two
A crisis of identity, part two
CoRep and FinRep: a "Frankenstein's monster" of reporting
Mind the language gap
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk
An Arch economist
Bill to rein in CFTC's Sef proposals runs into trouble
The voice of reason?
Push, ping or hub: industry tackles risk of clearing fails
Push, ping or hub
UBS: Sef aggregation 1.0
Pin money
Basel III takes a bite out of aircraft and shipping finance
On the scrapheap
The ETN that grew too fast
The ETN that grew too fast
Downgrade doomsday: utilities fear swap dealer shortage
Downgrade doomsday
Stress test struggle: separating liquidity and market risks
Stress test struggle
People: Mianné and Valet ring the changes at SG CIB
New deputy chief risk officer - and new business line, to be headed by Sindzingre - at SG CIB; clearing musical chairs as Huszar leaves Morgan Stanley, Allen leaves BAML for Deutsche, and Page becomes latest to leave RBS; Langley and McGrath promoted at…
Cutting edge introduction: perturbing the smile
Perturbing the smile
Clearing certainty
In depth: clearing certainty introduction
Dealer platforms weigh up life under Mifid
Weighing up life under Mifid
New ratings paradigm requires careful handling
The rate escape
Stochastic volatility’s orderly smiles
Stochastic volatility’s orderly smiles
Quanto adjustments in the presence of stochastic volatility
Quanto adjustments in the presence of stochastic volatility
Mongolia: First steppes
First steppes
