Risk magazine
Mifid’s tough line on investor protection worries dealers
A sense of propriety
Criticism of Basel III liquidity ratios continues
Rationalising ratios
SEC has flexibility on Dodd-Frank implementation, says Schapiro
Collaborating for change
Tri-party repo reforms pose new challenges
Three's a crowd
Shift to clearing presents CCP system challenges
A clear challenge
Asia’s LCR challenge
Asia’s LCR challenge
$20 million capital hike for major swap participants
All MSPs and swap dealers to hold minimum $20 million under CFTC proposals
Splits emerge in CFTC and SEC swap product definition rules
Agencies largely aligned, but conflicts remain after 10-month negotiation
Citi’s Gerspach: $12.7 billion accounting switch was legit
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO
Banks rail against FASB netting proposals
Dealers say gross figures over-inflate balance sheet and misrepresent risk
General short-rate analytics
General short-rate analytics
Video: Market risk reporting requires standardisation, says Risk Europe keynote speaker
A plethora of methodologies for reporting market risk in annual reports makes transparency impossible, says Sanjay Sharma at Risk Europe in Brussels
Higher collateral demands have reduced hedge fund systemic risk, say Risk Europe panellists
Panellists at Risk Europe, held in early April in Brussels, claim banks are demanding much higher levels of collateral from hedge funds today, reducing a source of systemic risk
Isda's Pickel addresses friction between rules and commitments
Speaking in a video interview, Isda executive vice-chairman Robert Pickel said regulators are aware that inconsistencies could emerge between legislative requirements and Fed letter commitments
Banks will pass on regulatory costs of derivatives transactions to clients, says Shirvani
Outgoing Isda chairman Eraj Shirvani spoke to Risk's deputy editor Duncan Wood about how derivatives operations, and end-users, will have to adapt to the impact of new rules
Volcker rule still months away as CFTC prepares latest Dodd-Frank proposals
Prop trading ban delayed by inter-agency discussions and implementation challenges
An analytical framework for credit portfolio risk measures
An analytical framework for credit portfolio risk measures
New York Fed RMBS sales go smoothly
Auctions of AIG legacy portfolio delivering a solid result for the Fed
Video: Industry executives consider future of derivatives market
Isda's Conrad Voldstad, along with Credit Suisse's Eraj Shirvani and Stephen O'Connor of Morgan Stanley discuss the near future for the derivatives industry
CFTC and SEC could diverge on rules, says Schapiro
SEC chair says Dodd-Frank Act should be adapted to fit markets
Eiopa's Bernardino: stress tests are Solvency II trial run
New regime will introduce regular capital tests - insurance industry doesn't have credibility problem, Eiopa chair says
Collection of videos from the Risk Europe 2011 conference
A selection of videos from the Risk Europe 2011 conference on April 5 & 6 in Brussels, Belgium
Video: Defining and communicating risk appetite a tricky task
Chief risk officers at Risk Europe's session on risk attitude and discipline discussed the difficulties they face in building a risk culture in their organisation
Video: Belgium's finance minister lays out European financial reform challenges
At Risk Europe in Brussels, Belgium's Didier Reynders speaks frankly about the sovereign debt crisis, financial sector reform and tensions between European institutions