Opinion
Cryptocurrencies: king’s ransom or fool’s gold?
Extreme volatility makes products an unreliable store of value – for now
Margin rules, resolution and the end of QE
The week on Risk.net, September 22–28, 2018
Risk.net podcast: DTCC’s Lind on FRTB, data pooling and NMRFs
As many as 70 banks globally could adopt internal model approach for market risk capital
CCPs, handling default, and cyber risk
The week on Risk.net, September 15–21, 2018
The foreshocks of Brexit
As Brexit chaos continues, energy firms and traders are upping sticks and leaving the UK
No fast buck for global banks moving into China
New entrants must not think majority stake in JV will pay immediate dividends
EU power balancing faces major changes
Three upcoming pieces of legislation will have significant effects on balancing trades for the UK, says energy expert
CCP resolution, margin and Libor’s modelling threat
The week on Risk.net, September 8-14, 2018
The price of trust: tackling the risks of ring-fencing
Learning the wrong lesson from Lehman? Ring-fencing hikes risk of bank failure, says Credit Suisse’s Wilson Ervin – he proposes an alternative
Op risk data: Swiss banks suffer tax-dodging fines
ZKB settlement takes top spot in August loss list. Data by ORX News
Swaps data: the race to replace Libor
Sonia swaps and SOFR futures are growing fast, says Amir Khwaja of Clarus FT
Bank data: gold mine, or minefield?
The urge for dealers to sell their financial data is being counterbalanced by fears over client reactions
Counterparty risk, MVA and interdealer rankings
The week on Risk.net, September 1-7, 2018
Counterparty credit exposure won't spark the next Lehman
Curbing of riskiest exposures and shedding of assets means banks in far better shape 10 years on
The management traits of problem banks
Former Bank of Spain supervision head discusses how to stop dangerous activities before they take hold
Is AD the answer to quicker MVA calculation?
Quants propose faster technique for Simm-MVA based on algorithmic differentiation
Climate change, the FDIC and a Brexit bluff
The week on Risk.net, August 25-31, 2018
US policy can't save coal, but it can still have an impact
The new US power plan won't save a struggling industry, but that doesn't mean it won't make a difference for the worse
Bridgewater, CCAR and a problem with liquidity rules
The week on Risk.net, 18–24 August, 2018
Credit data: zeroing in on supply chain risk
Data highlights the risks posed by economic protectionism, writes David Carruthers of Credit Benchmark
Lessons for the next round of energy market regulation
More recognition of commodities' special features will make future regulation faster and smoother, argues energy expert
Financial risks don’t go on holiday
Better mapping of financial system would help avoid seasonal surprises, argues Andrew Lo
Mifid II, RFQs and the future of Europe’s G-Sibs
The week on Risk.net, August 11-17, 2018
Why the FRTB remains critical
Critics of the Basel Committee’s Fundamental Review of the Trading Book are wrong, write John Beckwith and Sanjay Sharma