Risk magazine
Pimco: Cleared for take-off
Pimco: Cleared for take-off
Impact-adjusted valuation and the criticality of leverage
Impact-adjusted valuation and the criticality of leverage
The basis goes stochastic
The basis goes stochastic
Member revolt forces SwapClear to revamp margin model
CCP is not collecting enough collateral, member firms say. New model is being reviewed by FSA
White paper: How to use compliance as a competitive advantage in banking
We're at a critical turning point for risk, finance and compliance functions in the banking sector. Faced with the dual pressure of increased regulatory activity and ongoing economic pressures, organisations are looking to transform the role of these…
New standard CSA to launch before end of the year
New standard CSA aims to reduce valuation disputes by eliminating the embedded optionality that exists in the current document
Banks plan to relaunch off-balance-sheet derivatives units
At least six banks are talking to lawyers and rating agencies about reviving derivatives product companies, although AAA ratings may now be off the table
Sponsored educational feature: UBS Delta
Next-generation credit curves
Sponsored statement: IBM
Advanced simulation techniques to address the inflation challenge and gold-based investments
France warns on use of derivatives to evade new transaction tax
Tax adviser to the French finance minister tells Risk the country's authorities will act on "tax evasion through synthetic instruments" if necessary, as cash equity volumes fall
Lack of inflation clearing could hit LDI community
A different track
Sponsored video: Regulatory impact on collateral
New regulation will require more derivatives participants to post more collateral than ever before. In this video interview, David Little of Calypso discusses some of the implications
Deutsche creates Fic division under Amrolia and Felson
Zar Amrolia and Wayne Felson have been appointed co-heads of a new fixed income and currencies division at Deutsche Bank
Margin for longer-dated uncleared FX would be unpopular, FSA official admits
While the idea behind a maturity threshold for forex collateral requirements makes sense to regulators, FSA speaker at FX Week Europe recognises the industry's opposition
Risk launches iPad app
Risk magazine app launched today, which can be downloaded from the Apple store
Uncleared FX not necessarily more risky, says BoE’s Cross
Proposed rules could result in relatively vanilla forex products attracting disproportionate margin and capital requirements, says BoE FX division head
Risk Italia Rankings 2012
Super Marios
Industry turns out for the Custody Risk European Awards 2012
The winners of the Custody Risk European Awards 2012 were unveiled at an awards ceremony in central London on November 20
Raft of changes could shrink Basel III liquidity buffers
Basel Committee estimates liquid asset shortfall could be cut by 14% if a menu of potential changes is adopted
BIS’s Caruana warns of low interest rates risk
Jaime Caruana says low interest rates have created a ‘first-mover disadvantage’ that prevents rates rising and could fuel financial instability
Confirmation of US Treasury FX exemption brings relief to FX dealers
After two years of consideration, the US Treasury confirmed its decision to exempt forex swaps and forwards from mandatory clearing and exchange trading on Friday evening
Risk USA: Citi hopes to revive crisis derivatives product as ETF
Liquidity hedge plan was shelved after Risk article generated criticism. Now it's back, but as an exchange-traded fund
European Parliament poised to defend corporate CVA exemption
The European Parliament is poised to defend a CVA exemption for trades with corporate and sovereign entities, as negotiations enter the final stages
Risk USA: Cross-border conflicts could leave firms unable to comply
Hedge fund CQS warns US persons definition will make compliance more difficult - or even impossible