Risk magazine
Investor pull to replace regulator push on CoCos: Credit Suisse’s Ervin
A new pull for CoCos
Europe in a ratings wonderland
Europe in wonderland
Perverse capital
Perverse capital
Capital One: banking on banking
Capital gains
Sovereign volatility puts Basel III CVA charge in spotlight
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Hedge funds not systemically risky, but UK regulator issues caveats
UK FSA's Hedge Fund survey and Hedge Fund as Counterparty survey find systemic risk low, but it does offer limited warnings
Comment: Mario Draghi, governor of the Bank of Italy
Incoming president of the European Central Bank warns against pressure to water down regulatory reform, in this edited version of a foreward to a new Risk book
RBS handed Fed cease-and-desist order over risk failings
Deficiencies in corporate governance and risk stretch back two years
Dealers struggle to develop metrics to spot prop trading
Banks considering a variety of measures to identify proprietary trading and so meet the requirements of the Volcker rule, but none is foolproof, say dealers
Robert Mundell: How to save the euro
Nobel laureate Robert Mundell says eurozone can be saved with three-pronged policy solution, ‘for the short run, intermediate run and long run’
Anshu Jain made co-chief executive at Deutsche Bank
Josef Ackermann to be replaced in 2012 by Deutsche's investment banking head and Risk lifetime achievement award winner
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
Counterparty risk capital and CVA
Counterparty risk capital and CVA
Greece’s second bail-out met with relief
Traders and strategists believe latest rescue package is a positive development, but expect further pain ahead as it is implemented
Morgan Stanley Tips bet 'made sense', dealers say
Big curve flattening bet attributed to Morgan Stanley was reasonable, traders say - one rival exited similar position just in time
Fed aims for summer Sifi regulations
Bernanke says Fed expects to issue proposed rules on Sifi oversight this summer; also 'on schedule' to implement Basel III
EC's CRD IV says dealers can ignore portability risks
While Basel Committee deliberates, EC proposes 'value of zero' for contingent risks associated with clearing portability
Risk.net poll: Orderly restructuring most likely scenario for Greece
Almost half of poll respondents believe Greece will undergo an orderly restructuring in the short term, perhaps leading to a selective default
Iranian public votes on currency reform
Preliminary results show name of currency will change and four zeros will be removed from value
FX Week USA: Niche services rather than volume set to dominate FX
Conference speakers discuss the changing nature of the foreign exchange market, and agree successful providers in future are likely to be those that can offer a range of niche services rather than those with the highest volumes
Icap closing credit hybrids business
Closure of quanto and contingent CDS desk triggers departures
Fannie Mae says FHFA's margin rules would drive up hedging costs
US mortgage giant says segregating variation margin will hurt FHFA- and FCA-regulated entities, and create new funding obligations for swap dealers
BIS must continue to evolve: Caruana
General manager, Jaime Caruana, says BIS must continue to adapt to a changing world and work to incorporate emerging economies effectively
FX Week USA: Recovery has taken a nose dive, IMF warns
Monetary and capital markets deputy director Christopher Towe tells conference delegates that ongoing vulnerabilities could sow the seeds of the next crisis