Risk magazine - Volume 26/ Number 2
Articles in this issue
LCR changes result from regulatory high-wire act
The recent easing of the Basel III liquidity coverage ratio is welcome, but highlights the difficult – perhaps impossible – regulatory challenge of striking the right balance in a world of too-big-to-fail banks, writes David Rowe
ESRB narrows its macro-prudential tools
The European Systemic Risk Board is about to announce a slimmed-down list of potential macro-prudential tools, but who has the power to use them is still the subject of debate. By Michael Watt
Dutch counsel confident of success as S&P faces new CPDO case
The fine handed out by an Australian court last year to ABN Amro and Standard & Poor’s was a rare success for post-crisis litigants in structured credit cases. The victors are hoping to repeat the trick in Europe – but what are their chances? Lukas…
Ice-NYSE Euronext: Good or bad for margin offsets?
Merger margins
Macro-prudential supervision: the case against
The financial crisis could have been averted if regulators had been allowed to prick the credit bubble as it was inflating – or so claim advocates of macro-prudential supervision. But not everyone agrees. By Laurie Carver
Cutting Edge introduction: Goodwill for DVA
Goodwill blunting
Basel III blues: US politicians push for new QIS
Basel III is losing traction. Already hit by implementation delays and a loss of support from senior policy-makers, some US politicians are now calling for a national impact study – mirroring developments that saw Basel II grind to a halt. Michael Watt…
"Deceptive and negligent": How the first CPDO got its AAA rating
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of an AAA rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lukas Becker reports
People: Morgan Stanley announces cuts in equity and forex
Morgan Stanley cuts equity and forex derivatives staff
No exit: The problems facing UBS in its fixed income retreat
The stress of unwinding
OTC market faces up to CCP-dependent pricing
Spot the differentials
UBS gears up for slow getaway
A slow getaway
Algomi: Former UBS platform guru pushes aggregation
The matchmaker
Risk & Energy Risk commodity rankings 2013: Energy
Kinetic energy
Risk & Energy Risk commodity rankings 2013: Metals
Losing bearings
