Opinion
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
Risktech start-ups: survival of the fittest?
A new breed of vendors could change the face of risk management, if they can hang around long enough
Risktech start-ups, market making and poor Mifid II data
The week on Risk.net, August 4–10
Offshore Eonia? A weird idea for weird times
As pressure builds in the search for a new rate, some non-EU banks are looking at ways of keeping the existing one alive
To Hull and back: a 20-year hiatus in bank e-trading plans
In the 1990s, banks tried to buy automated trading expertise; now, after a long break, they’re trying to build it
Op risk data: South Africa’s VBS Bank in $100m fraud loss
Top five events also include John Hancock, Deutsche Bank settlements. Plus PPI roundup. Data by ORX News
Brexit, EU regulation and a new benchmark
The week on Risk.net, July 28-August 3, 2018
Clearing up Deutsche’s swaps ‘shift’
Reported move of euro business is not as straightforward – or as dramatic – as it seemed
Credit data: Trump tax cuts have not hurt US states
Tax package is double-edged sword for US states, but credit has strengthened over past year
Swaps data: OTC margin up; futures margin down
Swaps initial margin jumps 22% year-on-year, against surprise fall in futures margin, writes Amir Khwaja of Clarus FT
How old calibration techniques can be applied to exotics pricing
SocGen quants propose technique to more accurately calibrate exotic options
Machine learning, leverage ratios and a transatlantic dispute
The week on Risk.net, July 21-27, 2018