Risk magazine
An easy-to-hedge covariance swap
An easy-to-hedge covariance swap
Market reaction to price changes and fat-tailed returns
Market reaction to price changes and fat-tailed returns
Optimal design of volatility-driven algo-alpha trading strategies
Optimal design of volatility-driven algo-alpha trading strategies
US farm lenders fear clearing will trip leverage ratio
Posted collateral cannot be used to offset liabilities when calculating farm credit banks' leverage ratio
Global inconsistency remains a challenge for would-be Sefs
An ongoing lack of clarity and the potential for extraterritoriality in swap execution facility rules is creating a bumpy ride towards registration, according to three putative Sefs
Dealers pitch loan format for swaps as CVA dodge
Banks are offering to replicate the economics of OTC swaps in loan format - avoiding new capital and clearing rules
Credit Risk USA: Direct buy-side clearing 'not feasible'
Added cost and mutualised risk will discourage direct clearing participation, panel concludes
Credit Risk USA: Real estate, rates and bank competition a concern, says OCC
Deputy comptroller gives sneak-preview of possible systemic threats that will be highlighted in a forthcoming OCC report
Deposit flight threatens banks' eurozone ALM efforts
Attempts to match assets and liabilities on a country-by-country basis could be threatened if Greece exits eurozone, lenders fear
NY Fed's Dudley fears CCP capital 'cliff effect'
Supervisors should ensure the capital regime for cleared trades avoids a sudden leap in risk weights, says New York Fed president
HFT adds value to the forex market, says Bank of England
The effects of high-frequency trading activity should continue to be monitored, but the practice adds value to the forex market, argues a senior Bank of England official
Alternative Fund Administration Survey 2012
External factors in an exceptional year
Custody Risk summer 2012
Read the summer 2012 issue of Custody Risk
Custody Risk Americas Awards 2012
Custody Risk is pleased to unveil the winners for the Custody Risk Americas Awards 2012
Custody Risk Americas Awards 2012 – Derivatives Valuation Services Provider of the Year: JP Morgan
Derivatives Valuation Services Provider of the Year: JP Morgan
Custody Risk Americas Awards 2012 – Fund Administrator of the Year, US: BNP Paribas
Fund Administrator of the Year, US: BNP Paribas
Custody Risk Americas Awards 2012 – Securities Services Technology Provider of the Year: Omgeo
Securities Services Technology Provider of the Year: Omgeo
Custody Risk Americas Awards 2012 – Custodian of the Year, Canada and Fund Administrator of the Year, Canada: RBC Dexia Investor Services
Custodian of the Year, Canada and Fund Administrator of the Year, Canada: RBC Dexia Investor Services
Custody Risk Americas Awards 2012 – Securities Lender of the Year: eSecLending
Securities Lender of the Year: eSecLending
Custody Risk Americas Awards 2012 – Broker/Dealer Custody & Clearing Provider of the Year: JP Morgan
Broker/Dealer Custody & Clearing Provider of the Year: JP Morgan
The last word: Collateral and CCPs
The leading question
Custody Risk Americas Awards 2012 – Custodian of the Year, US: JP Morgan
Custodian of the Year, US: JP Morgan
Custody Risk Americas Awards 2012 – Private Equity Fund Administrator of the Year: JP Morgan
Private Equity Fund Administrator of the Year: JP Morgan
Sponsored roundtable: Focus on Ucits IV
Luxembourg ahead of the game on Ucits IV