Risk magazine
Deutsche creates cross-asset platforms business under Amrolia
Deutsche Bank's Zar Amrolia runs a new business focused on electronic platforms across fixed income, while Kevin Rodgers has stepped up to become global head of FX
Beware attempts to reduce tail-risk hedge costs, says Rattray
The cost of systematic tail-risk hedging strategies may be high, but market participants should be wary of trying to reduce the costs by adding discretionary positions, says Vix co-inventor
Knight Capital losses spur focus on algo risk management
A dark Knight for algos
Unclear on clearing in Germany
Unclear on clearing
Fingerprint, aggregation fears hit swap dealer countdown
Prints and be damned
Forex options traders count the cost of stressed VAR
Costing stressed VAR
In defence of FVA – a response to Hull and White
In defence of FVA
The agent-principal dilemma
The agent-principal dilemma
Traders close ranks against FVA critics
Traders v. theorists
What will clearing cost?
What will clearing cost?
People: Nomura hires Cottle as EMEA fixed income chief
Latest in series of fixed income moves at Nomura as Cottle joins to head up European fixed income; new Barclays chief executive is retail banker; UBS creates CRO job for Asia-Pacific investment banking; new fixed income and credit heads for the Americas…
Debt mutualisation: Lessons from the US
Debt mutualisation lessons from the US
Cutting Edge introduction: Computation, computation, computation
Computation, computation, computation
Neal Wolkoff: OTC market faces break-up blues
Break-up blues
Putting the fun in funding valuation adjustment
The fun of FVA
Regulation to hit bank profitability - Risk survey
Dealers expect new rules to hit the profitability of their business, but fewer expect to be able to pass the costs along – and more are anticipating a big drop in OTC trading volumes
In favour of macro-prudential regulation
In favour of macro-prudential regulation
Sefs hit by Dodd-Frank disclosure rules
New trading platforms must enable dealers to make pre-trade disclosures – but industry doesn't know what information needs to be provided
Quadratic Gaussian inflation
Quadratic Gaussian inflation
Adjoint Greeks made easy
Adjoint Greeks made easy
Industry split over Basel trading book review
Comment period ends on September 7, but banks are struggling to find common ground