Banks
EBA: banks must fill resolution fund but support can fluctuate
Time-varying contributions would mitigate pro-cyclicality
Newcomer of the year: Huntington Bank
Regional bank’s commodity hedging desk flourishes amid retreat of larger dealers
Derivatives house of the year: Citi
Bank wins with help of book purchases and willingness to take on trickier trades
Prime of primes reduce reliance on prime brokers
Forex prime brokers have reduced their services after Swiss franc move
Market-makers tweak algorithms post-SNB move
Liquidity providers seek to improve electronic price formation
Repo market coping with liquidity regulation for now – bankers
Efficiency gains have kept capital supply up, but challenges remain
Nonmaturity deposits and banks’ exposure to interest rate risk: issues arising from the Basel regulatory framework
The authors of this paper address the shortcomings of a major assumption in the Basel accords regarding interest-risk exposure and propose two models to incorporate optionality features that are often ignored.
Highlights from Energy Risk Summit USA 2015
Exclusive coverage of congress for energy risk managers and traders
US energy firms lament liquidity 'void' after bank exits
Long-dated natural gas and power markets hit especially hard, conference told
Malaysia central bank: credit reporting could unite Asean markets
Asean Economic Community faces challenges, says deputy governor Muhammad bin Ibrahim
EU risks have intensified, financial supervisors warn
Financial sector struggling with macro and operational risks
Q&A: Business veteran Nesbitt on sharing risk management burden
New head of Canada's risk institute says risk management benefits from multiple actors
Global banks urged to demand transparency or close accounts
Big players should cut local services if information on customers lacking
Risk appetite: define, apply, control
Global Risk Institute outlines steps towards effective risk framework
Banks to be prohibited from hedge fund investments
But close-ended, unleveraged or Ucits fund may provide an exception
Aligning risk management framework with risk appetite
Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite
Q&A: TSB's risk chief on op risk, incentives and transparency
Neeta Atkar highlights clear communication and focus on customer service over sales
ECB adviser admits more clarity needed over stress tests
Regulators criticised for reticence over why they rejected some test results
Top Barclays executive sets out ways to assess risk culture
Senior auditor calls for mix of metrics and judgement
What if operational risk asked more 'what if' questions?
Banks and regulators urged to up their game in stress tests and scenario analysis
UK banks hope self-discipline will ease regulatory onslaught
Industry looks to medicine and law for self-regulation models
Financial trading worsened oil plunge – Risk.net poll
Most respondents say paper trading had some impact, but disagree on how much
Banks push back on CRS guidance and deadlines
Firms want more clarity and time to implement global tax reporting rules
IEA, IEF and Opec probe role of markets in oil crash
Impact of US shale, speculation and bank commodity exits high on the agenda