Skip to main content

Risk magazine

Cebs publishes guidelines on liquidity buffers

Financial institutions must hold substantial buffers of liquid assets such as cash to enable them to get through a period of at least one month of liquidity stress, according to new guidelines published by the Committee of European Banking Supervisors …

Q&A: Ceiops' secretary-general supports EC reforms

In an interview with Risk , Carlos Montalvo Rebuelta, secretary-general of the Committee of European Insurance and Occupational Pensions Supervisors (Ceiops), backed the European Commission's plans to replace it with a new supervisory authority that…

EU derivatives plan welcomed, but lacks detail

Market participants have expressed support for the European Commission's communication on over-the-counter derivatives, published on July 3, but called for more solid research on some of the policy proposals in the report.

UBS merges quant group

UBS has merged its fixed income, currencies and commodities (FICC) and equity quantitative analysis teams, bringing them under the umbrella of the newly created investment banking (IB) quantitative analysis group, according to a leaked internal memo.

CMBS re-Remics could make Talf obsolete

A wave of downgrades to highly rated commercial mortgage-backed securities (CMBS) is threatening plans by the US Federal Reserve to rehabilitate the market for existing deals. But a recent trend towards restructuring the transactions could render the…

Forex realignment

Many company treasury departments were slow to respond to rising volatility in the foreign exchange market, along with a shift in the direction of the US dollar last year. Are corporates changing their hedging policies in response? By Peter Madigan

Get connected

Regulatory demands for the derivatives industry to improve operational efficiency have become increasingly stringent in the past year. To meet the targets, dealers say interoperability between technology platforms is vital. But in the competitive vendor…

Trade set and match

The ultimate objective of regulators and participants in the derivatives business is to see submission and matching on the date of trade. How far is the industry from reaching this goal? By Ryan Davidson

Carry in favour?

Long popular among hedge funds, the financial crisis battered the carry trade towards the end of 2008. But despite massive losses stemming from the trade, there is evidence market participants are putting it on again. By Mark Pengelly

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here