Risk magazine
ETFs under the microscope
Under the microscope
Sponsored Q&A: Moody's Analytics
Stress-testing scrutiny – The leading edge in risk management
Esma: making time for ETFs
The July 2012 issue of ETF Risk covers regulation, liquidity risk and tracking error
Data: ETF top providers and products
Data on top providers and products by assets, and asset growth by replication method
ETF tracking error conundrum
Tracking error conundrum
Windhaven puts focus on ETFs
Betting on beta
The ETF liquidity mirage
Smoke and mirrors
Libor manipulation lawsuits could cost banks ‘tens of billions’
Barclays' $450m settlement gives lawyers smoking gun evidence of attempts to tamper with benchmark rates
China ETFs look offshore
Looking across borders
BAML reshuffles European risk roles
Bank of America Merrill Lynch's European CRO to co-head counterparty credit in New York
Extraterritoriality remains a major issue, says FSA’s Lawton
Resolving issues around the extraterritorial application of derivatives regulation is a major outstanding issue that needs to be addressed, says FSA’s acting director of markets
BIS calls for European banking union and urgent fiscal reform in developed nations
Urgent fiscal reform and genuine efforts to create a banking union in Europe are vital to breaking the viscous linkage between banking and sovereign stress, says BIS
Bank of England to post collateral in OTC derivatives trades
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Risk & Return Canada: CBA slams ‘regulatory risk’
Policy head at Canadian Bankers Association expresses fears about side-effects of regulation; other speakers complain about "alphabet soup" of new rules
Sponsored webinar: Regulation
ETF Risk: Industry anticipates Esma
Risk & Return Canada: CCPs won’t stop future crises, says academic
Central counterparties a ‘Maginot line’ that won’t prevent financial breakdown, argues Queen’s University at Kingston assistant professor
JP Morgan combines FX and rates management
Troy Rohrbaugh is to relocate to New York to head up rates and FX, while Chris Willcox moves to asset management
Banks hope for CCP capital concessions at Basel meeting
Banks and CCPs are pressing for changes to method of calculating default fund capital
Volcker rule could hurt liquidity in FX spot market, participants warn
Foreign exchange swaps and forwards should be exempted from the Dodd-Frank ban on prop trading, or else liquidity in the spot market could suffer, industry participants say
US senator calls for VAR overhaul
Speaking to Risk after JP Morgan boss testifies on $2 billion loss, US Senate banking committee member Kay Hagan says risk modelling and reporting need overhaul
JP Morgan loss was bungled attempt to cut Basel III RWAs, says Dimon
Loss-making unit's RWAs would have tripled under Basel III, JP Morgan chief executive says - but attempting to cut capital burden made its hedges more complex
OpRisk Europe: No race to the bottom on derivatives, says CFTC’s Chilton
CFTC due to release interpretive guidance note within a week, which aims to clarify extraterritorial application of its rules
Risk.net poll: Industry divided over plan to scrap VAR
Poll on Basel Committee proposal to ditch VAR attracts close to 1,000 votes - with a narrow victory for critics of the metric
Securitisation market seeks SPV clearing carve-out
Securitisation would be "a lot less viable" if SPVs do not qualify for clearing exemption, says Isda