Opinion
Benchmarks, NSFR and the Senior Managers Regime
The week on Risk.net, September 29–October 5, 2017
Monitoring failure: limited progress for commodities firms
Majority of market participants unprepared for position limits regime
Credit where it's due
IFRS 9 sweeps away centuries-old accounting conventions; banks look to frontload capital hit
Basel’s capital commitment, cross-border EU banking, euro swaps fix
The week on Risk.net, September 22–28, 2017
Mifid, repo volume and capital requirements
The week on Risk.net, September 15–21, 2017
Unskewed incentives: making governance work
EIB model head explains a four-step process for putting risk at the centre of governance efforts
Monthly op risk losses: Aequitas faces $192m loan settlement
Breakdown of top five loss events, plus ECB’s Ireland fine and mortgage losses in Spain. Data by ORX News
Don’t leave margining till the last minute
Institutions in Asia have a narrowing window to plan for initial margin regime
Replacing Libor, FSB and haircut models
The week on Risk.net, September 8–14 2017
Regulators struggle to balance global and local
Global banks merit global rules, but local banks can end up as collateral damage
A silver lining to the repo clouds
Central clearing of buy-side trades could further buttress the repo market
Keeping global regulatory co-ordination alive
WEF council members call for consistent implementation of current and upcoming rules
The bald truth about collateral haircut modelling
HSBC’s Wujiang Lou says parametric modelling of haircuts has many advantages over historical VAR
Why no one can handle technology risk
IT missteps can destroy banks – boards need to take them seriously, argues author Patrick McConnell
Mifid, agent-based modelling and Basel in Asia
The week on Risk.net, September 1–7, 2017
Energy and commodities voice broking will never die
OTC markets may be under siege, but they won’t disappear, writes Mark Earthey
Commodity position reporting: XML, email, or fax?
Asymmetry in European regulator tech abilities could add to market’s workload
Cross-border clarity, US position limits and MMF repo trades
The week on Risk.net, August 25–31, 2017
Monthly swaps data review: credit volumes peak in June
Global cleared credit derivatives volumes reached $1 trillion before ebbing in July
Monthly credit data review: energy sector firing on all cylinders
Bank-sourced credit data shows rising confidence about oil and gas firms
Variation margin, CCP investment problems and Russian courts
The week on Risk.net, August 18–24 2017
Libor, Mifid and risk margins
The week on Risk.net, August 11–17, 2017
Libor replacement, model risk and stress testing
The week on Risk.net, August 4–10, 2017
Mixed motives threaten messy outcome in euro clearing row
Stability, oversight, Parisian ambition, repo haircuts: LCH is under attack from all sides