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A matter of taste: Regulators are pinning their hopes on peer pressure to ensure consistent implementation of Basel III, but some of the new standards are still to be finalised, and the whole project could be blown off course by poor economic growth
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Watt, M.
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RISK MAGAZINE LIMITED
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2012
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| 2 |
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A turning tide for two-way CSAs?: Sovereign derivatives users have historically refused to post collateral, but this is creating huge funding and capital obligations for banks. Higher prices have forced some sovereigns to change tack - and others may be about to follow suit
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Cameron, M.
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RISK MAGAZINE LIMITED
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2012
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| 3 |
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Challenges and opportunities: The International Swaps and Derivatives Association has had an eventful 12 months, having instigated legal action against the Commodity Futures Trading Commission for its position limit rules, seen key parts of a new clearing document stamped on by the same agency, and overseen a credit event auction on Greek sovereign debt. Isda chief executive Bob Pickel discusses these events and the association's priorities for the year ahead
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Sawyer, N.
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RISK MAGAZINE LIMITED
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2012
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| 4 |
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Continuity error
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Carver, L.
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RISK MAGAZINE LIMITED
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2013
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| 5 |
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Credit risk Copulas and credit models
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Frey, R.; McNeil, A.; Nyfeler, M.
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RISK MAGAZINE LIMITED
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2012
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| 6 |
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Cross-border confusion: A variety of domestic clearing houses are springing up, in some cases helped by a regulatory requirement to clear local currency trades domestically. But how will the various clearing regimes mesh together?
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Pengelly, M.
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RISK MAGAZINE LIMITED
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2012
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| 7 |
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Cutting complexity: A new standard credit support annex will be launched within months and is meant to curtail disputes over the valuation of collateralised derivatives trades. But only a handful of firms are expected to adopt the document in its first phase
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unknown
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RISK MAGAZINE LIMITED
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2012
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| 8 |
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Dealing with CCP proliferation
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Woolner, A.
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RISK MAGAZINE LIMITED
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2013
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| 9 |
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Defining debt
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Becker, L.
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RISK MAGAZINE LIMITED
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2013
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| 10 |
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Don't say we didn't warn you
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Carver, L.
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RISK MAGAZINE LIMITED
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2012
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| 11 |
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Europe goes its own way on CVA
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Newton, T.
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RISK MAGAZINE LIMITED
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2013
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| 12 |
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Filling data gaps for risk analysis
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Quagliariello, M.; Rimmanen, M.
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RISK MAGAZINE LIMITED
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2012
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| 13 |
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Goldman and the OIS gold rush
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Cameron, M.
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RISK MAGAZINE LIMITED
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2013
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| 14 |
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Having a voice on the Isda board: Regulatory reform will make derivatives markets more complex, introducing new participants and a host of new practices. That is forcing the dealer community to engage with buy-side firms to a greater extent - but the two sides don't always get along
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Wood, D.
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RISK MAGAZINE LIMITED
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2012
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| 15 |
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Hinging on trust
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Watt, M.
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RISK MAGAZINE LIMITED
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2013
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| 16 |
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Insecuritisation
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Carver, L.
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RISK MAGAZINE LIMITED
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2013
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| 17 |
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Intelligent ideas for risk systems
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Davidson, C.
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RISK MAGAZINE LIMITED
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2012
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| 18 |
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Liquidity Adjusting value-at-risk for market liquidity
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Cosandey, D.
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RISK MAGAZINE LIMITED
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2012
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| 19 |
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Lois: credit and liquidity
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Crepey, S.; Douady, R.
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RISK MAGAZINE LIMITED
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2013
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| 20 |
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Managing the regulatory patchwork: Regulators in the US, Europe and elsewhere have pledged to work together closely to iron out inconsistencies in their various rules - but bankers say a number of troubling differences remain, and time is running out to resolve them
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Rennison, J.
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RISK MAGAZINE LIMITED
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2012
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기사
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