Market risk
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
FCA internal controls criticised in report
Report author damns "high risk" media strategy
Examining the current state and future direction of enterprise stress testing
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Best market practice for calculation and reporting of wrong-way risk
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VAR replacement may be too volatile, banks warn
Criticism of expected shortfall has been muted, but concerns are growing
How regulatory stress testing is shaping the future for banks
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Toward active management of counterparty credit risk with CVA
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Risk Books: Risk Transparency
Sanjay Sharma talks about risk transparency and how his book helps achieve it.
General covariance, the spectrum of Riemannium and a stress test calculation formula
This paper proposes a formula for a market stress test of a portfolio.
Nordea Markets: speedy trading book revamp "not safe"
Hard to gauge impact of ambitious proposals, says market risk head
Op risk tolerance, not appetite, White tells conference
UBS op risk framework head describes struggle with defining op risk appetite
Collateral and counterparty tracking: Emerging initial margin requirements
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Models could lose appeal under new trading book rules
Rise of standardised approach would be 'a loss for the banking industry'
OpRisk North America: Op risk lags credit and market risk
Op risk disconnect from business, conference hears
OpRisk North America: Question business models, conference told
Banks must involve op risk in strategy decisions, says RBS' Spielmann
Margin calling: Is your VAR methodology ready for initial margin on uncleared derivatives?
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The optimisation of everything: OTC derivatives, counterparty risk and funding
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Bank risk manager of the year: Deutsche Bank
Bank risk manager of the year: Deutsche Bank
The white elephant of the trading book review
The Basel Committee’s fundamental review of the trading book raises some serious issues, but David Rowe argues its central proposed revision to the market risk capital regime is little more than a costly distraction