Risk magazine
Clearing house of the year: LCH.Clearnet
Risk awards 2011
In-house system of the year: Advanced Repo Curves, Barclays Capital
Risk awards 2011
Corporate risk manager of the year: BMW
Risk awards 2011
Law firm of the year: Davis Polk & Wardwell
Risk awards 2011
Trading system of the year: Hummingbird, Royal Bank of Scotland
Risk awards 2011
Markit bows CDS index volumes data
New numbers sourced from DTCC scrubbed to reflect real levels of risk-taking in the market
Icap to launch decimalised pricing on majors in February
Interdealer broker Icap will launch decimalised pricing on major currency pairs on EBS Spot on February 14, the broker told FX Week.
IMF in bid to strengthen governance of cross-border capital flows
IMF executive directors support greater Fund role in surveillance of cross-border capital flows and creation of rules for capital account policies
The quant delusion
The quant delusion
The power of defunct economists
The power of defunct economists
Hu takes leave of the SEC
The Fin man
New highs for CDS spreads on Ireland and Belgium
The cost of insuring against Irish and Belgian state defaults reaches unprecedented levels
Regulation to be ‘primary driver’ for reference data investment in 2011
Financial services firms say client data is a critical area for development, driven by US Office of Financial Research
The CMS triangle arbitrage
The CMS triangle arbitrage
Choice of collateral currency
Choice of collateral currency
Canada may establish domestic OTC clearing house
Regulators seek feedback on pros and cons of Canadian CCP as consultation draws to close
Brussels sets the stage for senior debt haircuts
Internal markets directorate publishes consultation paper calling for senior bondholder haircuts in resolution regimes; analysts worry move could further disrupt funding for troubled banks
Haircut fears push up bank CDS prices
Spreads on the credit index for senior European financials widen as EU releases burden-sharing consultation paper
SNB rejects Irish debt as collateral
Swiss National Bank excludes Irish sovereign debt and that of some Irish banks from list of collateral eligible for open market operations
Bank of Ireland CDSs rise sharply
The cost of insuring against a default by the Bank of Ireland rose today, as the Swiss central bank stopped accepting the bonds of Irish banks as collateral
Seed capital for hedge funds set to hit $5 billion in 2011
Blackstone, Skybridge Capital, NewAlpha Asset Management and Revere Capital are all raising funds
Brazil’s Tombini sets out inflation fighting credentials with calls for lower target
Central Bank of Brazil governor says country’s inflation target should be similar to those of other leading emerging market economies
Debt protection cost on Irish financials increases over holidays
CDS spreads for Irish banks widen over holiday period, while peripheral EU states remain steady