Market risk
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
Content provided by IBM
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?
Content provided by IBM
The optimisation of everything: OTC derivatives, counterparty risk and funding
Content provided by IBM
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
Risk management sweatshops? Number-crunchers move to satellite offices
From Berlin to Birmingham, from Tampa Bay to Dallas, banks have tried to boost their risk management resources – while keeping a lid on expense – by building teams in relatively low-cost cities. But do these far-flung offices improve performance? Joe…
Osfi copies US CVA charge to protect Canadian banks
Canadian regulator wants its banks to compete on same terms as US rivals
Risk USA: Buy-side prepares for fixed-income storm
Artificially low volatility leaves firms nervous about the future – and looking for fixed-income alternatives
Banks still battling with sales-driven culture, survey finds
Latest EY risk management survey finds risk culture questions remain
Banks round on LCR approach to derivatives collateral flows
The Basel Committee decided earlier this year to include collateral outflows arising from changes in derivatives values in bank liquidity requirements. Their suggested approach, however, has worried some in the industry. By Michael Watt