Top 10 Risk.net articles 2020
A brief look at the top articles from this year
As this unprecedented year draws to a close, please join us in taking a look back at our top 10 articles for 2020. We would like to wish you the best for the festive season and thank you for subscribing.
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Top 10 operational risks for 2020
The biggest op risks for 2020, as chosen by industry practitioners
Hedge fund Parplus said to be source of ABN’s $200m loss
New York-based volatility fund had close ties to defaulted prop shop Ronin Capital
Transparency vs clarity: the Mifid swaps conundrum
Participants want better OTC transparency, but say Esma’s efforts at clarity could muddy the picture
Libor death notice could be served this year – FCA
Announcement may come soon after Isda’s fallback protocol takes effect in November
BofA becomes first US bank to adopt SA-CCR
Move cut leverage exposure by $66bn, but other banks wary of trade-offs
A peek inside op risk managers’ coronavirus response
Op risk managers steel their firms for looming pandemic amid an expected rise in cyber attacks
Morgan Stanley FX loss leaves ill-feeling, questions in wake
Options traders saw odd quotes by US bank months before losses were publicised
CVA desks arm themselves for the next crisis
March’s volatility forces dealers to fine-tune hedging strategies
SocGen mulls sale of structured product books after big losses
Rival Natixis also plans to place parts of its equity derivatives business in run-off mode
How hedge funds lost big on US dollar Libor delay
Sharp narrowing of fallback spreads may have caused up to $2 billion of losses