Articles by Rob Mannix
Change is the only constant in pricing swaps
Regulation is having unexpected effects on derivatives unwinds
Leverage ratio blamed for big swap unwind charges
Buy-siders complain of 'ridiculous' costs to exit trades
Leverage puts hedge funds in the systemic-risk spotlight
Regulatory attention shifting to hedge fund users of derivatives
MetLife judgement demands more than a change of process
Court decision to overturn Sifi status reopens debate on vulnerability of insurers
Buy side turning to stress tests to manage liquidity
Asset managers look beyond quantitative metrics for hard-to-model risk
Why feedback loops could tie regulators in knots
Growing awareness of endogenous risk raises difficult questions about too-big-to-fail approach
Avoiding crowds: BlackRock leads push to model 'endogenous' risk
A known flaw in conventional risk models is becoming hard to ignore in current markets
Banks hold advantage in clearing contract talks
Buy side losing battle with prospective clearing members
Insurers should prep for questions on pro-cyclicality
Regulatory agenda shifting to systemic risk of herding
Surprise answer to regulatory squeeze: use more swaps
New rules could push buy-siders towards synthetic strategies
G-Siis must get used to regulatory pressure on two fronts
Contradictions between systemic risk rules and solvency regulations seem unavoidable
A vision of the future to put insurers on edge
Shareholders have shown how sensitive they are to solvency ratios
Securitisation turnaround is causing confusion
Regulation has failed to keep up with a change of heart from policy-makers
Allianz CRO plays down liquidity fears
Bond market worries are less relevant for long-term investors, says Tom Wilson
Insurers call for clarity on US agency risk weightings
Capital treatment under Solvency II unclear, say firms
The 5% trap: Solvency II brings more woe for ABS
Risk retention rules threaten to force firms to dump legacy assets
Insurance Risk Awards open for submissions
Coverage of winners to be published in December
Smoothing the way
Fraught matching adjustment applications push more firms towards transitionals
Risk managers hold key to clarity on dividends
Absence of cash metric under Solvency II puts capital constraints in spotlight
The dangers of herd behaviour
Policy-makers should take note of flaws being pointed out in capital rules
Q&A: Avinash Persaud on the structural risk in Solvency II
Directive will herd insurers into 'safe' investments that turn out to be risky, says writer and academic
Profile: Aviva's capital planning after Friends Life takeover
Capital management director Marcus Bowser explains UK insurer's aims
Danish insurance association calls for daily discount curves
Local regulator commits to cover gaps in Solvency II information from Eiopa
‘Fairness not part of Solvency II’ – Danish regulator
Directive ignores risk of intergenerational subsidy, says Finanstilsynet's Parner