Risk magazine
Bank models are built on foundations of sand
Foundations of sand
Cutting Edge introduction: risky contributions
Risky contributions
Wells Fargo: late entrant to the OTC clearing race
A credible competitor
Top CROs worry about Basel III consistency
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
Sponsored survey: Oracle
Managing emerging risks and macro-prudential regulation
Former MF Global CRO Stockman a 'yes man', Congress charges
Stockman hired after Roseman dismissed for raising liquidity risk concerns, a congressional committee hears
Czech central bank concerned over Esma's power
National supervisors should be responsible for their domestic institutions, says Czech National Bank
EC right to block Deutsche Börse-NYSE Euronext deal – Icap's Spencer
Allowing the German and US exchanges to merge would have created a monopoly in European futures markets, says Icap’s chief executive – who also criticises CME Group's dominance of US futures
Sponsored forum: The future of e-trading for bonds
Regulators are keen for a wider universe of cash and derivatives instruments to trade on electronic platforms. A panel of experts discuss some of the challenges
Former Thomson Reuters risk business on the lookout for acquisitions, says CEO
Thomson Reuters completes the sale of its trade and risk management business to Vista Equity Partners, and the new company – called Turaz – already has its eye on acquisitions, says chief executive Bret Bolin
Sponsored forum: OTC derivatives
Addressing the challenges of central clearing for the buy side
Basel guidance on settlement risk delayed until June
Updated guidance on foreign exchange settlement risk from the Basel Committee and CPSS was originally expected by the end of 2011, but now has an expanded remit
Basel Committee considers use of credit ratings in LCR shake-up
The scrapping of the level 1 and level 2 distinction for liquid assets is also discussed as the committee reviews the liquidity coverage ratio
Hybrid correlation matrices
Hybrid correlation matrices
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Swaps push-out a 'vast overreaction', says OCC's Walsh
Section 716 of the Dodd-Frank Act is based on a misperception of OTC derivatives, says acting OCC head - who also acknowledged criticism of US uncleared margin proposals
Icap's Spencer: 'not a prayer' of UK agreeing to FTT
Proposed EU trading tax would be vetoed by UK, says Icap's Spencer - if not, the broker will move its London HQ to New York
ECB in talks with dealers on buying inflation-linked bonds
Dealers will present their case as to why the ECB should buy linkers as well as nominal bonds in a conference call today
Use of OECD ratings in US market risk proposals questioned
Country risk classifications "are not sovereign ratings" says OECD. US regulators last month proposed using them as an alternative to external credit ratings
Risk.net poll: Basel rules make client clearing uneconomical
Fifty-four per cent of respondents say new capital rules for bank exposures to central counterparty default funds makes it unattractive to offer client clearing services
CIBC hires Citadel's Siddique
Nadim Siddique joins CIBC World Markets as head of equity derivatives trading
FX swap cost could rise from €279 to €2,779 under EU tax, warns Oliver Wyman
Research published today on behalf of the GFMA global foreign exchange division highlights the potentially punitive impact of the financial transaction tax on the forex industry
Risk managers complain about Fed stress test workload
Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
CCPs should have last word on OTC clearing, says FOA
Supervisors should not be able to force clearing houses to accept certain classes of OTC derivative, says FOA's Belchambers