1 |
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2012: another year of living dangerously
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Rowe, D.
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Incisive Media enkPublication
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2012
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2 |
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A broken market Two-speed reforms in the US and Europe have broken the swaps market, and it looks like US firms are the losers
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Madigan, P.
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Incisive Media enkPublication
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2014
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3 |
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A capital idea In theory, swaps market participants will be pushed towards clearing houses by a supportive capital regime, but in practice, banks claim, successive regulatory proposals would have killed the business. However, the verdict on a final version of the rules is now in, and it's positive
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Cameron, M.
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Incisive Media enkPublication
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2014
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4 |
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Access all areas Nasdaq and LCH.Clearnet's new venture NLX is off to a flying start, and Charlotte Crosswell, chief executive of Nasdaq OMX NLX, believes the only way is up
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Osborn, T.
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Incisive Media enkPublication
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2014
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5 |
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Access denied
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Rennison, J.
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Incisive Media enkPublication
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2012
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6 |
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Accountability gets personal Regulators and politicians in the UK want bankers to be more accountable for mistakes made by themselves and their teams. But while supervisors are trying to expand the existing sanctions regime, politicians are seeking a more radical overhaul
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Becker, L.
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Incisive Media enkPublication
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2013
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7 |
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A club no-one wants to join
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Madigan, P.
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Incisive Media enkPublication
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2012
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8 |
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A cracking time
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Watt, M.
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Incisive Media enkPublication
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2013
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9 |
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A credible competitor Jeff Gore of Wells Fargo
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Davidson, C.
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Incisive Media enkPublication
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2012
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10 |
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A crisis of identity, part two
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Rowe, D.
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Incisive Media enkPublication
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2012
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11 |
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A dark Knight for algos
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Davidson, C.
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Incisive Media enkPublication
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2012
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12 |
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Adjoint Greeks made easy
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Capriotti, L.; Giles, M.
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Incisive Media enkPublication
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2012
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13 |
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Algorithmic trading Step-by-step evolution
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Madigan, P.
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Incisive Media enkPublication
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2013
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14 |
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All clear on the third front?
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Rennison, J.
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Incisive Media enkPublication
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2013
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15 |
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All together now?
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Davidson, C.
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Incisive Media enkPublication
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2012
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16 |
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Analytical risk contributions for non-linear portfolios: The value-at-risk of portfolios needs to account for non-linear effects in the loss distribution's dependence on risk factors. Using the classical Cornish-Fisher expansion, the authors derive analytical formulas for risk contributions to the VAR by applying the Euler principle that aid capital allocation across sub-portfolios, and save computing time and data volume in comparison with a traditional Monte Carlo approach
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Lutz, H.; Wehn, C.
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Incisive Media enkPublication
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2012
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17 |
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An Arch economist
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Carver, L.
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Incisive Media enkPublication
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2012
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18 |
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An easy-to-hedge covariance swap
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Horfelt, P.; Kajbaje, S.; Sahakyan, D.; Zhao, J.
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Incisive Media enkPublication
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2012
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19 |
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An impractical white elephant
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Rowe, D.
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Incisive Media enkPublication
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2014
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20 |
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An isolated nation
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Sourbes, C.
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Incisive Media enkPublication
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2014
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