Risk magazine
Cash is not king: unwelcome depositors seek new homes
Companies face more liquidity risk as Basel III prompts banks to reject excess cash
Cutting edge introduction: Adjoints - maintaining the legacy
Quants at UBS show how to speed up the calculation of sensitivities without tearing up legacy code
Q&A: SRB’s Elke König on resolution regimes
Chair of Europe's new bank resolution board says derivatives are not "sacrosanct"
Risk institutional investor rankings 2015: JP Morgan takes the crown
US bank topples Barclays as overall top choice
Agility vs transparency: a false fight
Bank information systems are hobbled by an old trade-off
CFTC casts margin net to catch US banks’ affiliates
Agency redefines ‘guarantee’, but lawyers caution it may not stick
Derivatives 'not untouchable' for bail-in, warns SRB's König
Rating agencies "might be wrong" to see swaps as safer, says eurozone resolution chief
FX volatility – An evolutionary story
Sponsored feature: Commerzbank
American options: time-critical pricing
Time constraints can be binding for ‘heavy’ Monte Carlo calculations of risk analytics – value-at-risk, potential future exposure, credit valuation adjustment – in intraday risk monitoring, so fast approximations are sometimes preferred. Vladislav…
Banks' NDF withdrawal hits emerging markets currency trading
Banks pull back from warehousing risk ahead of Volcker rule completion
More central banks should oversee financial stability – Zeti
Malaysia central bank chief urges giving peers greater regulatory powers
Non-financials may be caught by shadow bank rules
Banks warn of "massive" impact from EBA proposals, which would limit credit lines
Greeks with continuous adjoints: fast to code, fast to run
Marzio Sala and Vincent Thiery show the derivation of the continuous adjoint problem for PDEs
Counterparty calamity: inside Basel's new standard charge
Capital for modelling banks could jump by half if 75% floor is applied to SA-CCR
EU urged to go it alone on capital for securitisations
Basel group split over how to reflect European plans for 'simple' securitisations
US rules on foreign banks criticised by SRB’s König
Local holding companies are a “step in the wrong direction”, says European resolution chief
Bond-CDS basis trades have 'stopped working', hedge funds say
Arbitrageurs have exited trades, leaving basis structurally higher
Clearers challenge Massad over EU client protections
Affiliate and client positions not commingled, they argue
Forex Sefs face uncertain future amid regulatory delays
NDFs unlikely to migrate before 2019
Forex platforms seek new ways to curb last look abuse
Limiting response time for market-makers may become outdated method
Depositors feeling the pinch as banks bow to Basel III
Seven firms say deposit business is being complicated by LCR and leverage rules
Central banks must be 'market-makers of last resort' – IMF
Monetary policy and regulation have amplified illiquidity, says IMF official
CME-LCH basis to persist, say dealers
Banks not convinced by CME plans to lure dealers from LCH.Clearnet