Risk magazine
Clearing of Chilean NDFs hampered by netting uncertainty
The Central Bank of Chile has the authority to stop financial institutions netting down their transactions, which participants fear might prevent central counterparties from being able to clear contracts denominated in the Chilean peso
EBA stress test: €3.4 billion error in BPCE's derivatives exposure to France
Owner of Natixis overstated derivatives exposure to France by €3.4 billion after mixing up notional and mark-to-market numbers
Lloyds and RBS CDS spreads steady despite downgrade
The decision by Moody’s to downgrade Lloyds and RBS fails to spark surge in CDS spreads, while other European banks finish more or less unchanged on the week despite continuing woes in the eurozone
Eurozone crisis boosts September spot volumes
Falling confidence in the eurozone and the flight to and from commodities-based currencies has resulted in record volumes, platforms report
Risk South Africa rankings 2011
Everything is connected
Trichet bows out with new bond purchase scheme
Jean-Claude Trichet unveils a new covered bond purchase scheme; ECB governing council also agreed to hold interest rates and support Jörg Asmussen for governing council post
BoE injects £75 billion to save stalling economy
Bank of England Monetary Policy Committee votes for further round of quantitative easing; increases size of asset purchase programme to £275 billion
US regulators ask DOE lab to study flash-crash forecasting tool
US regulators enlist Department of Energy computing power to analyse metric that aims to predict catastrophic market events
Allianz CRO: Industry and regulators 'in denial' over solvency levels
Allianz's Tom Wilson warns liquidity premium in discount rates is disguising effect of current market turmoil on life insurance balance sheets
Financial Stability Board finalises Sifi measures
FSB settles on plan to tackle the 'too big to fail' problems posed by systemically important financial institutions; measures will be sent to G-20 summit in November
Delayed Basel trading book review will be broad, say supervisors
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change
Risk technology rankings 2011 - PLEASE VOTE
Have your say in this year's Risk technology survey - vote for the top providers of risk management and derivatives trading systems
CME and IDCG revalue swaps using OIS discounting
Switch to OIS comes a year after SwapClear revalued parts of its portfolio
CCP contest starting to heat up
Give CCPs a chance
Margin models converge as CCPs battle for dealer support
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates clearers have begun to converge. Matt Cameron reports
Basel 2.5: regulators still wrestling with Dodd-Frank clash
Barriers to Basel
Sponsored statement: Royal Bank of Scotland
Potential impact of Solvency II on equity derivatives markets
Dealers tout dividends despite slide
The recent collapse in the value of dividends is a reminder of painful 2008 losses for dealers – but the industry says long positions will make money in any scenario short of catastrophe. Mark Pengelly reports
Sponsored statement: Murex
Trust is good, control is better – Complex model validation
Corporates fear CVA charge will make hedging too expensive
Crunch time for corporates
Sponsored statement: MarketAxess
Fixed income e-trading trends: The ripple effect of new financial markets regulation
Profile: Daniel Gros on political risk and Europe's debt crisis
Time for a European Monetary Fund
Eurozone debt crisis: facing up to the risks of political uncertainty
The risks of political uncertainty