Risk magazine
South Africa
South Africa special report
FSB prepares for push to clearing
Not so clear
South Africa plays catch-up on clearing
Playing catch-up
Is VAR a useful tool in volatile markets?
Is VAR a useful tool in volatile markets?
Credit derivatives
Credit special report
EC naked sovereign CDS rules met with relief by traders
Murky on transparency
CPM desks split on whether to reap windfall on hedges
The value of hedge books was hugely volatile during the crisis, forcing loan portfolio managers to think carefully about whether to monetise their gains. Those who chose not to saw windfall profits wiped out in a matter of weeks – but there’s still…
Equity derivatives
Equity derivatives special report
Equity investors struggle with high correlation
Dealing with a break-up
Demand for downside puts keeps skew high
The turn of the skew
Banks gear up for client clearing
A clear choice
Basel Committee deals with political reality
Quick change
People
BNP Paribas splits GECD group into four
Cross-asset correlations pose opportunities - and threats
Opportunities and threats
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Faith shaky as market awaits flash crash report
Mutual funds pulling money out of US stocks amid fears of gaming by HFT investors
Eurex move ignites multiple CCP debate
Eurex move ignites multiple CCP debate
Basel's new 7% equity capital minimum met with relief
Basel's new 7% equity capital minimum met with relief
Ban on rehypothecation could increase derivatives costs
A number of hedge funds are now insisting margin posted on derivatives trades is not rehypothecated – a trend that could drive up costs
Rehypothecation dilemma
Rehypothecation dilemma
Basel liquidity rules hit fresh objections
A reworking of part of the liquidity coverage ratio is rejected by the Basel Committee
CFTC resurrects CCP ownership limits
Proposed limits on CCP ownership aimed at reducing conflicts of interest