Risk magazine
Basel Committee to rethink CVA capital charge
Regulators might adapt the bond-equivalent approach amid claims the methodology will lead to perverse incentives
Regulators tout new impact studies as proof of Basel III’s viability
Basel Committee and FSB studies play down the economic impact of Basel III - proof, regulators say, that the reforms are fit for purpose.
Sizeable portion of banks not planning to become clearing members
Battle for client clearing business set to heat up, reveals Risk interdealer poll
UK investment managers prepare for Fatca ahead of 2013
New US-based requirements will increase the reporting burden for international firms
BNP Paribas makes senior US appointments
Changes at top level of New York derivatives business
Risk awards 2011: guidelines for submission
Risk magazine will publish its annual awards in January. Find out how to enter
HSBC on global hiring spree
HSBC has made a series of hires across foreign exchange trading and sales in Asia and Europe, it confirmed today (August 17).
Spanish bank borrowing from ECB continues to balloon
Spanish banks continue to depend on European Central Bank after stress tests exposed capital shortfalls
Interview: Donald Kohn
Blair Baker talked to Donald Kohn on 9 July about his career at the Federal Reserve, monetary policy, the crisis and the future of financial regulation.
‘Bail-in’ rather than bailout, says European markets group
Association for Financial Markets in Europe proposes regulator-enforced version of contingent capital to replace state-funded bailouts; proposals still troublesome, Goodhart says
Hedging costs to soar for UK pension funds
Best of RPI and CPI exposure will cost up to 100 basis points to hedge, as well as increase the size of liabilities, say participants
Lloyds TSB appoints head of risk solutions
Polyakov leaves Barclays Capital.
Global pension funds on the hunt for new custodians
Requests for proposals from continental Europe soar says JP Morgan pensions expert
FOMC pledges to maintain scale of asset purchases
Federal Reserve fails to announce additional quantitative easing but pledges to keep size of purchases at current levels; calls for more easing spurred by weak jobs data
FTSE100 market values dwarfed by scheme deficits
For three firms, pension liabilities are more than double their equity market value
TradingScreen launches corporate bond platform in Europe
TradingScreen has created a multilateral trading platform to streamline the process of corporate bond transactions by centralising the buying and selling of corporate bonds in Europe.
Flash crash lessons learned: Interview with Bannert-Thurner
Now that the dust has settled after the extraordinary May 6 ‘Flash Crash’, Victor Anderson catches up with FTEN’s Valerie Bannert-Thurner to discuss how technology can help guard against future crises
Adding value through risk management
Ahmed Adam, senior consultant, market and liquidity risk management, at Thomson Reuters, speaks about the challenges facing the risk management function today
Basel Committee sets out plans for completion of Basel III
Regulators announce a longer transition period and changes to CVA charge
The rise of multi-currency options
Adrian Campbell-Smith (RBS Currency Options Trading) and Ben Hamdani (RBS Currency Structuring) examine the realm of multi-currency options and explain some of the reasons behind their increasing popularity
Bank results suffer after May volatility
Short volatility positions contribute to poor equity derivatives results
Regulators to present living wills proposals to G-20
Banks asked to draw up blueprints for resolution as part of a pilot scheme