Opinion
Mifid, machine learning and swaps compression
The week on Risk.net, March 10–16, 2017
Beware simulation sins
Aspect Capital’s Stephen Wood picks out the most common pitfalls in simulations of quantitative investment strategies
Opec learns to love hedge funds
Net long position weakens after cartel announces change in attitude to price drivers
Blockbuster banks eye Netflix success
Incumbents have big ideas – but lots of baggage
Top five op risk losses: Mortgage fines continue to plague banks
Megan van Ooyen from SAS rounds up the top five operational risk losses for February 2017
‘Significant exposure’, Swiss rates and SIs
The week on Risk.net, March 3–9, 2017
Fintech and wholesale banking: why nothing has changed
Staff turnover, regulation among five factors holding banks back
Emerging cyber threats share a familiar root cause
Whether in banking or energy, most cyber breaches start with human error
What is the economic value of FVA?
To end the funding valuation adjustment debate, this key question needs to be answered
Brexit and financial regulation: a delicate negotiation
The UK needs access, the EU needs regulatory data, but a mutually beneficial deal could be elusive
The hazards of toothless transparency requirements
Giving management the freedom to do what it wants may not improve the energy industry's reputation
Variation margin, the SLR and the transatlantic insurance deal
The week on Risk.net, February 24-March 2, 2017
Integrating cyber risk into an operational risk framework
Risk managers should feed each level of the company only the risk information it needs
XVA, variation margin and the Mifir deadline
The week on Risk.net, February 17-23 2017
Monthly swaps data review: volumes rise, CCP switches spike
In the first of a new series of articles, Amir Khwaja of Clarus FT looks at the most recent batch of swaps data
Duffie: CCPs should prep to quash Sifi swap termination stays
Clearing houses need criteria for overriding stays on swap terminations, writes Darrell Duffie
State aid, Brexit’s impact on Mifid, and the Fed embattled
The week in Risk.net, February 10-16 2017
Political gaming casts energy further into age of disruption
With regulatory change in the air, market participants must be more aware of the situations those with legislative responsibility find themselves in
Stress testing under IFRS 9: a field guide
Higher volatility of loan loss provisioning will complicate financial planning and hit capital
The VM deadline, XVA on options and a resolution loophole
The week on Risk.net, February 3–9 2017
Deutsche, Credit Suisse settle mega RMBS fines
Megan van Ooyen from SAS rounds up the top five operational risk losses for January 2017
Why XVAs need to be factored into options pricing
Ignoring valuation adjustments could be storing up problems for the future
Thirty years of Risk magazine
Special features will look at the future of bank technology, quantitative research, risk transfer and regulation
Exposing the past: oil hedgers prepare for crude volatility
Historic crude price fluctuations make hedging critical. With prices falling across global markets, many exploration and production companies have assessed their risk and are calculating the best way to deal with it – internally and externally