Risk magazine
Giancarlo: scrap CFTC Sef rules and start over
Commissioner proposes wholesale replacement of year-old regime
Buy-side firms reject market-making role
Client mandates and compliance mean dealers cannot be replaced like-for-like
FVA accounting, risk management and collateral trading
Albanese, Andersen and Iabichino present a method for accounting and risk managing FVAs
How are family offices using derivatives?
Q&A: Societe Generale
CME and LCH.Clearnet prep buy-side repo clearing
New clearing services could offer cross-margining benefits
Big banks expect to miss Basel risk data deadline
Markit study and Basel progress report find industry is lagging
CCPs confront the difficult maths of default management
The next time a big dealer defaults, it will hit a host of swap clearing houses simultaneously
Q&A: Stefan Ingves, Basel Committee, on Europe, the NSFR and capital floors
Governor of Swedish central bank discusses the quest for Basel III consistency
Barclays attempted to cancel Swiss franc trades
British bank tried to renege on counterparty trades, sources say
Basel floors must be below 75% to preserve models, banks say
Regulators plan to floor modelled capital at a percentage of standardised approaches
Morgan Stanley takes $468m FVA loss
US bank takes one-off charge to reflect cost of uncollateralised receivables
Ingves: ‘no doubts’ about post-crisis regulation
Market fragility fears outweighed by benefits of new rules, says Basel chairman
Goldman client margin soared $4.5bn during wild October
Biggest one-month margin jump of 2014 triggers speculation among rivals
Ingves: Europe facing peer pressure on Basel III
Other jurisdictions will push EU to fix gaps in rules, says Basel chair
Swiss corporates suspend hedging after Sfr spike
Treasurers taking time out following removal of €/Sfr cap
EBA 'abolishing' two-pillar Basel framework, critics say
New guidelines prescribe make-up of Pillar II capital add-ons for first time
Dealers waiting for answers in CFTC cross-border conundrum
Contingency plans to relocate US staff remain on ice
BAML takes $497m FVA loss
US bank becomes thirteenth to reflect cost of uncollateralised trades
BCBS 239 – Principles for effective risk data aggregation and reporting
Sponsored forum: Risk data aggregation and risk reporting
People: BAML appoints co-heads of global Ficc trading
Michele Foresti officially resigns from role after failing to receive regulatory approval
West Wheelock Capital: removing rollover risk
Hedge fund seeking to broker long-dated collateral trades
First shots fired in new EU battle over CVA
EBA says "not a viable option" to ignore charge; MEP Ferber warns on business impact
End of the bumping grind?
In quest for processing power, banks are choosing 'unnatural' calculus over fancy chips
AAD vs GPUs: banks turn to maths trick as chips lose appeal
A maths trick is taking on – and beating – fancy chips as banks try to boost their computing power