Risk magazine
Banks say multiple-point-of-entry firms gain TLAC advantage
No equivalent cap on aggregate buffer for G-Sibs that face resolution as single group
Carney: leverage ratio could limit clearing benefits
European officials should look at the impact of the leverage ratio on clearing, the Bank of England chief tells MEPs
Mifid II research rules will clash with US law, industry warns
Ban on 'free' research will harm smaller firms, say banks and asset managers
Custody Risk European Awards 2015: Insurance Custodian of the Year
Sponsored feature: BNP Paribas Securities Service
Year of the XVAs: top technical papers and authors of 2015
Funding valuation adjustment under the microscope, along with other, newer XVAs
Risk management: different industries, different drivers
Energy firms get wise on credit risk; asset managers tackle op risk
Cutting edge introduction: Monetising out-of-the-money
Out-of-the-money options contain a hidden premium, says one quant
StanChart undergoes shake-up in forex, rates and credit
Gulabani leaves Standard Chartered; Bagguley promoted at Barclays; Santander hires new forex head; and more
Fundamentally fraught: the chaotic last weeks of the FRTB
Quick fixes should have no place in a sweeping three-year reform project
7 days in 60 seconds – FRTB, clearing and TP Icap
The week on Risk.net, November 27-December 3, 2015
Banks clamp down on pre-hedging over manipulation fears
Front-running concerns could leave market more exposed to liquidity risk
People: HSBC, Northern Trust and RBC ITS hire to securities lending
Isla says on-loan balances up 8% to €1.8 trillion in six months to end-June
HSBC drives custody growth with China mandate wins
Securities lending also sees uptick as BNY Mellon and State Street announce new clients
The changing face of Risk.net and our magazines
Extensive reader consultation has helped us reshape editorial teams and our site
TrueEx targets buy side with post-trade spin-off
New venture will offer average pricing for swaps starting in early 2016
Correlation skew via stochastic correlation and jumps
Valer Zetocha introduces a correlation model based on the Jacobi process with jumps
‘There’s room for two’: reactions to Tullett/Icap deal
Hard work – and risks – facing voice specialist, say dealers and brokers
Isolating a risk premium on the volatility of volatility
Lorenzo Ravagli shows how to exploit a risk premium embedded in the vol of vol in out-of-the-money options
Eurex and LCH reject one-day margin regime for futures
Decision on whether to copy US rules still in the balance, says Esma
Basel Committee readies op risk and FRTB releases
Supervisors under pressure to finalise post-crisis reforms to capital rules
Mandatory EU clearing to start on June 21 for biggest firms
Rules on clearing of interest rate swaps enter EU's official journal
Italian dealers hope tide will turn after tricky 2015
Risk Italia Rankings 2015
EU members of US options CCP face $30bn capital hit
OCC fears approval will be held up by absence of SEC clearing rules
CVA with Greeks and AAD
Reghai, Kettani and Messaoud present new technique to calculate CVA using adjoints