Risk magazine
Modelling by the rules: Risk’s technical articles in 2014
A round-up of the year’s topics, trends and citations in Risk's technical articles
Banking book rate risk project splits in two
Regulators working on Pillar II guidance as well as fixed capital regime
FVA, correlation, wrong-way risk: EU stress test’s hidden gems
How much margin is missing in sovereign swaps? The stress test had the answer
EU corporates ready for a fight over CVA exemption
Findings of EBA review to be discussed on December 5
Risk technology rankings 2014: Doing more, for less
Vendors are using new technology to squeeze more out of their systems
Latest developments in the European derivatives markets
Sponsored video: Tradeweb
GCSA Capital: the CCP underwriter
A consortium of 25 insurers is offering to cover CCP tail risk
Bafin blocked Deutsche Bank correlation exit, funds claim
EU stress tests showed €34.5 billion notional legacy book
Indos: unexpected conflicts of interest emerging from AIFMD
Are depo-lite standalone administrators independent enough?
CDS clearing – The looming mandate
Sponsored Q&A: LCH Clearnet
Compression to save the swaps business, dealers predict
Banks believe they can cut the notional value of their swaps books in half by the end of next year
DTCC and Regis-TR blamed for low futures matching rates
Repositories will change stance next year following intervention by Esma
‘Last look’ practice hurts profits, say tech vendors
The age-old practice is set to be the focus of regulators
Custody Risk European Awards 2014: Real Estate Fund Administrator of the Year
Sponsored feature: RBC Investor & Treasury Services
Sponsored video interview: Multifonds' Keith Hale
Multifonds talks to Custody Risk on being nominated for the Post-Trade Technology Vendor of the Year at the Custody Risk Awards 2014
First wave of EU client clearing to catch estimated 400 firms
Two of the 30 firms contacted by Risk say they will fall into Emir’s crucial category two
Custody Risk European Awards 2014: Post-trade Technology Vendor of the Year
Sponsored feature: Multifonds
FCA to probe possible conflicts in barrier options
Some buy-side firms avoid illiquid underlyings over manipulation risks
BIS says central banks should prepare for market-making in crises
Central banks could consider direct interventions in critical markets
SwapClear hopes to crush notionals by $600trn
New approach to compression could help swaps escape leverage ratio pressure
We all suffer if derivatives are treated like drugs
Regulators are clamping down on complexity, but risk harming innovation
Expected shortfall: end of the back-test quest?
Quants propose three ways to back-test expected shortfall – each more efficient than the regulatory version
Lawyers tout fixes for CLO risk-retention woes
Affiliates and warehouses could satisfy both US and EU risk-retention rules, lawyers claim
What the leverage ratio means for clearing fees – Citi analysis
The future of swap clearing depends on the finer details of the supplementary leverage ratio