Counterparty risk
Risk 25 firms of the future: Murex
Industrial revolution
Risk 25: No more heroes in quantitative finance?
Scientific theories are supposed to be smooth processes, with progress building on progress. But sometimes a theory gets such a shock that it needs to be completely rethought – and quantitative finance is in the middle of such an upheaval
US large exposures rule could stop banks trading with RBS
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
New CPSS/Basel guidance on FX risk management to be published soon
A new consultation paper on risk management practices in the FX market will be released in the third quarter – and may be published as early as this month
Cutting CVA's complexity
Cutting CVA's complexity
Esma: making time for ETFs
The July 2012 issue of ETF Risk covers regulation, liquidity risk and tracking error
Sponsored roundtable: Solvency II and the economic environment – The effect on Italian insurance
Solvency II and the economic environment – The effect on Italian insurance
Risk institutional investor rankings 2012
Deutsche on top
A crisis of identity, part two
A crisis of identity, part two
Italy could face more swap terminations
Italian politicians claim Morgan Stanley's swap termination in January will be a one-off - but dealers say Italy's debt office is subject to other clauses that could have the same effect
Risk Annual Summit: Bank deleveraging 'might not be cyclical'
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
Show me the money: banks explore DVA hedging
Show me the money
Banks tout break clauses as capital mitigant
Breaking with tradition
Banks criticise plan to deduct DVA from equity capital
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Danish and Latvian debt offices weigh two-way collateral
The costs of transacting swaps with one-way CSAs mean more debt offices could join Hungary, Ireland, Portugal and Sweden
Tri-party repo taskforce to disband without delivering key reform
The New York Fed's concerns about intra-day credit should be tackled by JP Morgan, BNY Mellon and DTCC, an industry taskforce concludes
No nosedive: markets could defy doom-mongers
Challenging the doom-mongers
Conversion of upfront CVA into running CVA
Conversion of upfront CVA into running CVA
Risk-based capital regimes in Asia need work – Sigurd Volk profile
Asia’s risk assessor
Editorial: The spotlight turns to funding
Editor's letter
Structured products house of the year: BNP Paribas
Risk awards 2012
Credit portfolio manager of the year: JP Morgan
Risk awards 2012
Risk.net: Top 15 stories of 2011
Derivatives pricing, collateral and Basel 2.5 and Basel III are the most read stories of 2011
Quants call for Isda to clarify close-out values
Leading quants highlight ambiguity in Isda master agreement - but warn that resolving the issue could worsen systemic risk