Opinion
Kospi losses, Priips and a stable swap market
The week on Risk.net, December 15–21, 2018
Swaps data: volumes up amid volatility
Data shows strong growth in cleared OTC derivative volumes in second half of 2018, says Amir Khwaja
Credit data: how US industries have fared under Trump
At the halfway point in the administration, time for a credit check, writes David Carruthers
Brexit, FRTB and worries about CLOs
The week on Risk.net, December 8-14, 2018
Margin model revamp should top 2019 agenda for Asian CCPs
As rates rise and trade tensions grow, CCPs must be prepared for higher volatility
What’s Finnish for ‘too big to fail’?
Strange case of Nordea highlights flaw in G-Sib assessments
You don’t need to sacrifice accuracy for flexibility
BAML quant proposes option pricing model that softens conflict between the two properties
If CLO investors flee, defaults could snowball
High yield borrowers relying on a steady stream of leveraged loan issuance that could quickly run dry
Doing well by doing good
Drug approval swaps and megafunds can channel capital towards world’s greatest problems, writes MIT’s Lo
We need a different approach to supervisory stress-testing
Confusing processes turn tests into template-filling exercise, says Garp’s Jo Paisley
HM Treasury’s Brexit surprise
Statutory instruments throw up unwieldy divergence in Mifid II and Emir rules
Brexit, clearing and post-Libor problems
The week on Risk.net, December 1–7, 2018
Op risk data: SocGen hit with $95m money laundering fine
Citi, JP Morgan settle Sibor rigging claims; Europe matches US on AML fines. Data by ORX News
Chinese bail-ins, Greek bonds and the Risk Awards
The week on Risk.net, November 24–30, 2018
Risk Markets Technology Awards 2019: Vendors enter the pick-and-mix era
Modular tech and micro-services – plus new risk and regulatory needs – are creating openings for insurgents and incumbents
Libor fallback, Brexit and the problems with Cover 2
The week on Risk.net, November 17-23, 2018
Machine learning, Asian margins and model risk
The week on Risk.net, November 10–16, 2018
How to stress-test portfolios for Brexit and trade wars
Options markets point to likely market moves in different scenarios, write StatPro risk specialists
Lobbing out the Clobs?
As more prop traders go bilateral, what does it say about – and mean for – market liquidity?
Credit data: rate hikes put borrowers on the rack
Default risk climbing for heavily indebted companies as US rate hikes continue, says David Carruthers
Swaps data: cleared vs non-cleared margin
Growing margin burden for non-cleared swaps means cleared margin is likely to grow further, argues Amir Khwaja
Machine learning, Libor and an inside view of Jump
The week on Risk.net, November 3–9, 2018
In EU stress tests, everyone’s a loser
European Union-wide stress tests deserve a 'Could do better'