Risk magazine
Short volatility exposures pose risks
A dangerous game
EBA’s Huertas: credible stress-test is first task
Taking the strain
SAAS touted as an option for smaller firms
At your service
Triple threat to sovereign default-risk-free status
European policymakers and regulators are considering dramatic changes to the capital treatment for government bonds
Jeopardy and the future of risk management
Jeopardy and the future of risk management
MF Global looks to take more risk
"We're not taking enough risk"
Sponsored statement: LCH.Clearnet
Tested model proves the clear choice in Europe and the US
Sponsored statement: Trilemma
Recalibration machine
Sponsored statement: Royal Bank of Scotland
Basel III and IFRS 9: A tightening of the regulations
Thai linker issue pushed back to end of June
Mandate may be awarded to mix of foreign and local banks, PDMO official says
HSBC's new global custody head talks Japan and priorities for 2011
John van Verre, HSBC's head of global custody at HSBC Securities Services, has told ICFA there has been little impact to its business in Japan following the devastating earthquake and tsunami.
US regulators propose standards to give securitisers skin in the game
Regulators release risk retention rule; publish a specific loan-to-value ratio for those mortgages that will be exempted
Polish OTC clearer aims for 2012 launch as Europe fragments
Another central counterparty plans to launch in Europe, starting with zloty-denominated interest rate swaps
Tepco spreads tighten as nationalisation rumours grow
Credit default spreads narrow on Fukushima plant operator and Japanese sovereign while BP widens on manslaughter charge reports
CFTC urged to raise bar for CCP stress tests
Market participants say CFTC proposals should be more detailed, more prescriptive
Stressed in Monte Carlo
Stressed in Monte Carlo
CDS spreads widen on Tokyo Electric Power Company
Ongoing radiation risk at Fukushima nuclear plant pushes up risk perceptions on Japanese power company
EU Council leans towards special treatment for FX
Industry's concerns starting to be reflected in legislation proposals
CDS spreads on Japanese financials stabilise after earthquake
Risk perceptions start to steady on banks and insurance companies as Japan counts economic cost of natural disaster
Global events fail to rock dispersion trades
Recent global events have not dented the popularity of dispersion trades among hedge funds, claim bankers
Capturing credit correlation between counterparty and underlying
Capturing credit correlation between counterparty and underlying
Reducing approximation errors in LPI swaps
Reducing approximation errors in LPI swaps
Portuguese CDS spreads climb after austerity measures voted down
The EU prepares itself for another sovereign bail-out after Portuguese parliament rejects tax rises and budget cuts
OpRisk North America: Dodd-Frank clouds Basel III implementation
Requirement to remove credit ratings causing a headache for regulators