Risk magazine
Sponsored forum: US inflation derivatives
Developments in the US inflation derivatives market
Dealers confident on Volcker exemptions
Exceptions to the rule
Back to the drawing board for trading book rules
Throwing the book
Pension funds worried about CCP margin
Margin hunters
Inflation
Inflation special report
Deutsche Bank bolsters inflation team
Salas to join as global co-head of inflation trading
Correlations in asynchronous markets
Correlations in asynchronous markets
Post-shock short-rate pricing
Post-shock short-rate pricing
Inflation options popular as investors look for protection
Popular protection
Asset swaps continue to support inflation market
Linking to new sources of inflation
Cranking up inflation supply
Issuance assured
Shining a light on the flash crash
Flash cordons
The future of the Fed letter commitments
Changing commitments
Balancing the benefits and costs of GPUs
Speed is the key
Dealers anticipate further Eonia volatility
Fasten your seat belts
Whither the Office of Financial Research?
Whither the Office of Financial Research?
Fixing UBS’s risk management problems
Lofts' conversion
Sigtarp criticises Treasury's bailout accounting
AIG investment cut from $45 billion loss to $5 billion loss following accounting change, report claims
Buy-side favours low-cost clearing, says UBS
Findings of UBS equity analysts stoke fears of race to the bottom among over-the-counter derivatives clearing firms
Cash variation margin requirements worry pension funds
Having to post cash as variation margin to central counterparties (CCPs) will cause substantial yield losses for pension funds that conduct liability-driven investment (LDI) strategies, according to fund managers.
Homogeneous regulations could contribute to risk, says former Brazil central bank chief
Arminio Fraga warns about the use of globally standardised methodologies for regulatory capital, as well as the dangers of multiple central counterparties
EPC chairman 'shocked' at Brussels' 'competing' Sepa schemes
European Payments Council chair slams European Commission's willingness to allow operation of multiple, national Sepa schemes; says plan would thwart aims of Sepa
BlueCrest Ucits fund to be liquidated due to tracking error
Sources say Ucits constraints prevent the fund from properly tracking new opportunities in bonds and commodities
Minor RMBS losses anticipated as foreclosure freeze wears off
Tranche holders likely to avoid large losses, but legal action threatens servicers