Risk magazine
Into Africa: Building a sub-Saharan OTC market
Building a sub-Saharan OTC market
The beta stochastic volatility model
The beta stochastic volatility model
Fat tails via utility-based entropy
Fat tails via utility-based entropy
The FVA debate continues: Hull and White respond to their critics
The FVA debate continues
Standard docs may not prevent clearing contract crunch
Preventing a clearing contract crunch
Client clearing: Soaring volumes disguise scary workload
Not clear yet
Personal criminal liability works
Personal criminal liability works, like it or not
Cutting Edge introduction: Tales of tails
Tales of tails
Gazprom Marketing & Trading: Powering up for clearing
Powering up for clearing
Ivan Ritossa to leave Barclays
Barclays' global head of foreign exchange of more than 10 years will leave the bank at the end of this year as part of a major reorganisation
Deutsches Risk Rankings 2012
Deutsche Bank weathers the storm
Final Esma clearing rules too rigid, CCPs say
Regulator has not given clearing houses enough freedom to calculate margin requirements, critics say - and Europe's CCPs may have to charge more for futures than their US rivals
Risk technology rankings 2012 - PLEASE VOTE
Have your say in this year's Risk technology survey - vote for the top providers of risk management and derivatives trading systems
Court ruling may be death of CFTC’s position limits
Experts say appeal is unlikely – and CFTC must prove commodity market speculation before re-proposing limits
Responding to the eurozone crisis
The cutting crew
Ice move from swaps to futures unlikely to be last, says O’Malia
The decision by Ice to speed up the transition of its cleared OTC energy contracts to futures reflects regulatory uncertainty, and is likely to be replicated by other exchanges, says CFTC commissioner
Esma backtracks on indirect clearing
Final rules remove two controversial proposals, but revive regulators' concerns about access to clearing for small firms
ALM Europe: Basel right to rein in capital models, says EIB exec
Regulators should be more intuitive in their approach to capital levels, EIB treasury risk head tells conference
Sponsored forum: Collateral management
Scope for more efficient collateral movement
Custody Risk autumn 2012
Welcome to the autumn 2012 edition of Custody Risk.
Sponsored webinar: Ernst & Young
Basel III and liquidity – Going all the way
Indirect clearing to be overhauled in final Esma rules
Indirect clearing will not be compulsory, sources say – and a controversial 30-day guarantee for indirect clients will also be removed
ALM Europe: Banks could issue more sub debt to cut bail-in risk, says BoI capital head
Banks could issue more subordinated debt to protect senior creditors from the threat of a bail-in – in theory. But Bank of Ireland capital head says the market is too thin
ALM Europe: ‘Economic case’ for Basel III delay, says SG economist
Sequencing of the reforms is wrong, Société Générale's chief European economist tells conference