Risk magazine
The controversy over position limits
Compromising positions
Fears over consistency of Basel III implementation
The power of peer pressure
The art of securitising CVA
Securitising CVA
A clash over CCP membership
Caps in hand?
Confusion over CCP default fund charge
CCP charge confusion
One-way CSAs pile up funding risk for banks
A call for collateral
Deutsche Bank plans 500-strong risk management institute
Berlin institute will study real-time risk modelling
Banks respond to iPad revolution
The mobile revolution
Withholding versus withdrawing
Withholding versus withdrawing
Risk and Energy Risk commodity rankings 2011: Energy
All shook up
BIS reviews macroprudential literature
Literature review published by the Bank for International Settlements finds gaps in assessing the effectiveness of macroprudential tools, studying interaction with monetary policy
Sponsored statement: Bank of New York Mellon
Regulatory reform – The shape of things to come
Sponsored statement: Royal Bank of Scotland
Liquidity – a new asset class? New opportunities for insurance and pension funds
Danish regulators push for more flexible Basel III liquidity rules
Shortage of high quality liquid assets prompts Danish regulators to push for changes to the liquidity coverage ratio within the European Union capital requirements directive
Fair-value accounting for CVA, part two
Fair-value accounting for CVA
Risk and Energy Risk commodity rankings 2011: Metals
Precious gains
Mean reversion pays, but costs
Mean reversion pays, but costs
Event risk modelling for equities
Event risk modelling for equities
Irish credit rating downgraded while CDS spreads fall across eurozone
Meanwhile, Egyptian spreads narrow despite ongoing political turmoil
Dealers argue position limits for cash-settled contracts 'dangerous'
Cash contracts have “no impact on supply and demand”
Accounting change prompts rethink of US leverage ratios
Proposal for convergence on derivatives netting could force an adjustment of US bank leverage ratios, says regulator
KfW now using two-way CSAs, dealers claim
Several sovereigns, supranationals and agencies are considering following Portugal’s lead and posting collateral to derivatives counterparties, say dealers