Risk magazine
Q&A: the Bundesbank’s Andreas Dombret on small banks, big banks and shadow banks
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
Pressure builds on CFTC to outlaw post-trade name give-up
Controversial practice will not ‘go away’ without action from regulators
Bundesbank's Dombret: shadow banking oversight is “miles away”
Regulators may never be able to fully monitor risks created by shadow banking
Putting FVA in a cage
If banks can't standardise funding charges, accountants or regulators should step in
The black art of FVA, part III: a $4 billion mistake?
Quants argue banks are inflating FVA; Crédit Agricole among those weighing new approach
FVA: How six smaller banks do it
From ING to Danske Bank, regional players are taking part in the FVA debate, but practices are mixed
Caceis dominates European depository market for real assets
Five mandate wins this year build on a dozen racked up in 2014
Risk Books: The Role of Currency in Institutional Portfolios
Momtchil Pojarliev talks about his book, The Role of Currency in Institutional Portolios, currency investing and the potential role of currencies in institutional portfolios.
Robert Litterman: lessons from the quant quake
Ex-Goldman partner says size, crowding and equity risk are bad for quant funds
O’Malia: Swap data fix requires global library
Frustrating, costly, inefficient – but swap reporting can be fixed, says Isda CEO
In-depth introduction: Clearing incentives
Price hikes at Goldman Sachs show how much pressure FCMs are under
Cutting edge introduction: Funding holes in Black-Scholes
HSBC quant builds funding costs and haircuts into Black-Scholes option pricing formula
Time to see models and shocks for what they are
Market shocks are earthquakes, not a game of roulette
Quantized calibration in local volatility
Quantization is applied to price vanilla and barrier options
Dark pools and platforms vie to fix credit markets
A side-effect of tough bank capital rules could be the rise of dark pools for credit trading
UK stress tests to cover trading book illiquidity and FVA
Bank of England to apply price shocks based on unwind periods
Too many questions in Basel floor plans, industry claims
While standardised rules are being revised, banks say they can't make a call on floors
Profile: Citadel's Hamill on the fight for swaps market share
New entrant is making prices - and hedging - electronically
Nouy: Europe should keep 3% leverage ratio
SSM chair also wants to end rule opt-outs that make banks "look stronger than they really are"
Collateral makes the world go round
Sponsored feature: Clearstream
Full capital structures allow revival of synthetic CDOs
Managed deals could be next, but market's potential is expected to be limited
Basel scraps plans for final trading book QIS
Banks fear regulators will not have enough data to draw up sound rules by year-end
Q&A: Finansinspektionen's Uldis Cerps on capital floors and too-big-to-fail
Floors framework should not overstate risk, says Sweden's bank supervision chief
Capital floors could spur risk-taking – Swedish FSA
"Very careful" calibration needed to avoid bad incentives, says senior supervisor