Risk magazine
Mortgage lenders fret over FASB hedging proposals
Popular risk mitigation strategies could be sunk by new rules on the designation of hedges
CFTC commissioner questions Senate ban on support for swaps
CFTC commissioner says Lincoln's proposal to ban federal support for swaps might not fly
Brazil leads booming sovereign CDS trade
Sovereign CDS transactions eclipsed corporate protection volume in past nine months.
Plane sailing for EADS
Jean-Baptiste Pons, head of corporate finance and treasury at EADS, talks to Alexander Campbell
Cut derivatives volumes down to size, says European Parliament report
European Parliament committee calls for a smaller derivatives market, citing "distorting" effect.
Germany cuts euro and equity derivatives ban
Germany narrows shorting ban
ECB warns of carry trade and deficit risks
Yield curve traders and crowding out remain major threats to European finances, the ECB said in its financial stability report yesterday.
Eurozone sovereign CDS blow out after Spain ratings downgrade
Wider sovereign debt insurance costs follow Spanish ratings downgrade and falling equity prices
CDS spreads tighten for eurozone debt crisis countries
Fall in cost of insuring eurozone sovereign debt follows a volatile week
Vol and correlation cause equity derivatives pain
Hedge funds and dealers reported to suffer losses from recent equity derivatives moves
Valukas' findings challenged by Lehman lawsuit against JP Morgan
Intra-day credit debate re-surfaces as Lehman Brothers Holdings (Inc) (LBHI) accuses JP Morgan of coercing it into agreements that allowed JP Morgan to get hands on collateral
Goldman CDO suit throws focus on collateral manager conflicts
Goldman Sachs fraud allegations show portfolio managers credit selection interests are often not aligned with benefiting CDO note-holders, say lawyers.
Risk Europe: euro volatility and regulatory uncertainty biggest concerns, say CROs
Buy-side chief risk officers voice their concerns about the effects of regulatory inconsistency on volatility.
Quiet morning trading on the CDS market after dramatic moves
CDS spreads' volatility earlier in the week over for now
Risk Europe: Changes to liquidity ratios likely, say regulators
Bank supervisors may look to recalibrate liquidity proposals under Basel III following industry comment.
Risk Europe: Industry should stop fighting Basel III and focus on transition
Senior Basel Committee member tells banks to get involved in negotiations over the phase-in period for Basel II reforms
Risk Europe: EU supervision package could be delayed
Creation of new European supervisory authorities is hampered by disagreements between EU parliament and council
German short sell ban snares long euro FX derivatives
Long euro derivatives positions caught up in proposed legislation, while doubts remain over the exemption of market-makers
Banks starting to think local after crisis, BIS finds
Banks around the world are slowly shifting to rely on local retail funding, says the Bank for International Settlements
Risk Europe: Don't be blindsided by politicians, risk managers warned
Sovereign interventions are sacrificing market efficiency in order to deliver price stability, according to the former US Treasury attaché to the European Union
CDS spreads tighten marginally across the eurozone
Eurozone sovereign debt insurance cheapens
Brough: Europe could ultimately benefit from euro collapse
Schroders’ Andy Brough believes an eventual collapse of the euro would not be the Doomsday event many fear and could be the best scenario for many nations on the Continent.
Risk Europe: ECB insists eurozone bonds decision was its own
Political pressure played no part in ECB decision to buy bonds, says board member
Sovereign CDSs cause systemic concern
Increased protection selling on sovereigns raises fears about systemic risk