Risk magazine
Bill to rein in CFTC's Sef proposals runs into trouble
The voice of reason?
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk
An Arch economist
Clearing certainty
In depth: clearing certainty introduction
Push, ping or hub: industry tackles risk of clearing fails
Push, ping or hub
The ETN that grew too fast
The ETN that grew too fast
Dealer platforms weigh up life under Mifid
Weighing up life under Mifid
Mongolia: First steppes
First steppes
Stress test struggle: separating liquidity and market risks
Stress test struggle
CoRep and FinRep: a "Frankenstein's monster" of reporting
Mind the language gap
A crisis of identity, part two
A crisis of identity, part two
Cutting edge introduction: perturbing the smile
Perturbing the smile
UBS: Sef aggregation 1.0
Pin money
Basel Committee proposes scrapping VAR
Review recommends switch to expected shortfall, postpones CVA charge overhaul, and retains split between banking and trading books
Isda AGM: Gensler confident clearing location requirements will not be imposed
Regulators are unlikely to insist local currency trades be cleared domestically, says CFTC chair
Isda AGM: No need for Sef Clarification Act, says CFTC's Gensler
Dodd-Frank requires transparency for derivatives trading, CFTC chair says - and final Sef rules will reflect that
Isda AGM: CCPs invited to join determinations committees
Central counterparties have been invited to join the Isda credit determinations committees – but they will not have a vote
Quanto adjustments in the presence of stochastic volatility
Quanto adjustments in the presence of stochastic volatility
Stochastic volatility’s orderly smiles
Stochastic volatility’s orderly smiles
Isda AGM: CCPs fear clearing stampede
Market participants now have months, rather than years, until the Dodd-Frank clearing mandate takes effect - and CCPs are worrying about a last-minute rush
Isda AGM: Margin regime ups liquidity risk, buy-side firms warned
Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
Isda AGM: Euro crisis drives up collateral, finds survey
Trouble in the eurozone is increasing collateral in over-the-counter derivatives market, according to Isda
Isda AGM: Deadline for global uncleared margin proposals likely to be met, says panellist
A Federal Reserve deputy associate director says he is confident regulators will meet a June deadline to draw up a consultation paper on global margin standards for uncleared trades
Isda AGM: Early warning system for systemic risk a 'huge challenge', says panel
The Office of Financial Research is charged with supplying data to help US regulators assess potential risks to the financial system, but Isda panellists express scepticism over what data should be used