Risk magazine
Risk Middle East: banks will go "back to basics," regulators warn
"You can't leave the monkeys in charge of the bananas," supervisor argues on opening day of conference.
Quant Congress Europe: Credit models linked to 'vicious circles'
Model risk comes from overuse of credit measures, as well as poorly constructed models, conference hears
Concern over scarcity of high-quality assets forces CCPs to broaden eligible collateral
Ice Clear Europe accepts gold for margin, while LCH.Clearnet is also working on extending eligible collateral
Quant Congress Europe: Basel III CVA charge political, says Swiss regulator
Finma official hits back at industry criticisms of counterparty risk charge, but concedes political pressure to hurt OTC market is undeniable
Barclays Capital’s VXX is bleeding volatility, analysts claim
An upwardly sloping term structure of volatility is dragging on the performance of the popular exchange-traded note.
Gregory joins Solum Financial
Former BarCap credit quant joins capital markets consultancy
MF Global appoints Mike Blomfield as Asia-Pacific head
MF Global Holdings has announced the appointment of Mike Blomfield as managing director of its Asia-Pacific operations.
Risk USA: Paulson refused to save Lehman over 'bailout guy' characterisation
Former White House economist details civil war between Bush administration and US Treasury
Risk USA: Futures clearing model not secure, says Prager
Futures clearing model less secure for over-the-counter derivatives than bilateral trading, says BlackRock trading head
Risk USA: Multiple trade repositories will hamper ability to spot systemic risk build-up
More transparency in OTC derivatives is crucial – but regulators need the right kind of data, say conference speakers.
Dealer concern over proposed change to client margin segregation
Ice Trust estimates it might have to increase initial margin by 63% to cover risk.
Risk USA: Basel Committee considers capital charges on bank exposures to CCP default funds
A new capital charge on bank exposures to CCP default funds could be introduced in December, says Osfi's White.
Risk USA: Some relationships remain broken in derivatives market
Two years after the Lehman Brothers collapse, OTC market fundamentals still highly dysfunctional
Risk USA: Pay bigger than politics, says former Treasury adviser
Risk managers need to look closely at compensation, declares former US Treasury adviser
Risk USA: EC likely to follow a US clearing exemption for FX swaps and forwards
Push for global convergence in over-the-counter derivatives regulations means any US exemption is likely to be followed in other jurisdictions, says the EC’s Pearson
Morgan Stanley adds SG’s Mehrez to EQD team
Morgan Stanley has continued its recent spate of equity derivatives hires and appointed Selim Mehrez as global head of financial engineering.
Jasper leaves Primus Guaranty
CFO succeeds founder of credit protection specialist
European Parliament sets up future Basel III flashpoints
European Parliament sets up future Basel III flashpoints
Hong Kong hoping for LCR work-around, says HKMA’s Kemp
Liquidity coverage ratio as it stands will cause problems for Hong Kong banks, says head of banking policy at the Hong Kong Monetary Authority
Deutsche Bank bolsters inflation team
Deutsche Bank bolsters inflation team
Are there enough liquid assets to satisfy regulations?
Grease is the word
Regulators struggle to tackle pro-cyclicality
Tackling pro-cyclicality
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