Risk magazine - Volume 25/ Number 9
Articles in this issue
In favour of macro-prudential regulation
In favour of macro-prudential regulation
Debt mutualisation: Lessons from the US
Debt mutualisation lessons from the US
Unclear on clearing in Germany
Unclear on clearing
Knight Capital losses spur focus on algo risk management
A dark Knight for algos
What will clearing cost?
What will clearing cost?
Forex options traders count the cost of stressed VAR
Costing stressed VAR
The agent-principal dilemma
The agent-principal dilemma
Fingerprint, aggregation fears hit swap dealer countdown
Prints and be damned
In defence of FVA – a response to Hull and White
In defence of FVA
Traders close ranks against FVA critics
Traders v. theorists
Risk interdealer rankings 2012: Dealers
Humps, back-downs and whales
Risk interdealer rankings 2012: Brokers
Calm before the storm
Neal Wolkoff: OTC market faces break-up blues
Break-up blues
People: Nomura hires Cottle as EMEA fixed income chief
Latest in series of fixed income moves at Nomura as Cottle joins to head up European fixed income; new Barclays chief executive is retail banker; UBS creates CRO job for Asia-Pacific investment banking; new fixed income and credit heads for the Americas…
Cutting Edge introduction: Computation, computation, computation
Computation, computation, computation
Putting the fun in funding valuation adjustment
The fun of FVA
