Risk magazine
Multi-curve hedge accounting models
Multi-curve hedge accounting models
The forgotten pillars of Basel II
Forgotten pillars
Cutting Edge introduction: SABR rattling
SABR rattling
MexDer: The Mexican swaps wave
The Mexican swaps wave
Banks told they will not benefit from LCR delay
National supervisors tell banks not to lower liquidity buffers, with market forces also pushing banks towards 100% compliance with measure
Sponsored forum: Sub-custody
Drivers and growth for the sub-custodian
Custody Risk European Awards 2012: Asset Servicing Technology Vendor of the Year
DST Global Solutions
Addition of equities and mortgage bonds to LCR sparks criticism
Liquidity rules 'ruined' as regulators perform U-turn on equities, and also allow banks to include mortgage securities
Closing out DVA
Closing out DVA
Expanded forward volatility
Expanded forward volatility
OCC denies swaps push-out protection to non-US banks
Foreign banks have until July to push out derivatives activities after OCC guidance repeats Dodd-Frank drafting mistake
ABN Amro and S&P could face European CPDO suit
European banks and pension funds are seeking redress over CPDO ratings, and claims against issuers of other structured credit products could follow
Collateral clawback fears leave US pension funds unable to clear
Banks and pension plans are waiting for the US Department of Labor to clarify whether initial margin counts as plan assets
Italian budget vote brings equity derivatives tax closer
Watered down proposals include equity derivatives to avoid creating loophole, experts say
Replacing VAR, OIS discounting and the future of quant finance – the top stories of 2012
The Basel Committee’s proposal to scrap VAR and the move to OIS discounting struck a chord with Risk.net readers in 2012
BoE will consult dealers over CCP risk standards
The Bank of England will listen to the views of the dealer community and other participants on CCP risk standards, says Schooling Latter
Derivatives traders optimistic for 2013, according to Risk.net poll
Nearly two-thirds of respondents to a Risk.net survey think they’ll make more money from derivatives trading in 2013
Custody Risk Winter 2012/2013
Welcome to the 2012/2013 winter issue of Custody Risk
People moves: Winter 2012/213
The latest people moves in the securities services industry
Mandate watch: BNY Mellon wins four mandates from Touchstone
Touchstone appoints BNY Mellon to four more funds as the year ends with a steady stream of securities services mandates