Opinion
Stress testing, Simm and non-cleared margin
The week on Risk.net, December 9–15, 2016
FTRB, energy market liquidity and variation margin
The week on Risk.net, December 2–8, 2016
Relative values: JPM’s $260m China interns fine tops November losses
Megan van Ooyen from SAS rounds up the top five op risk losses for November
VM showdown a clash banks could not win
Clients clinging to hard-won CSA terms, in face of dealer calls for standardisation
Energy hedging is down but not out
Market conditions will change, bringing liquidity back
Why risk aversion should be built into product structuring
Irrational behaviours that creep into product structuring can be controlled mathematically
Banking book risk, op risk losses and problems with FRTB
The week on Risk.net, November 25-December 1, 2016
Can quants defuse the pension time bomb?
Alex Lipton argues new quantitative methods are needed to solve the looming pension crisis
Smart contracts, structured product regulation and CCP member defaults
The week on Risk.net, November 18–24, 2016
How will banks suffer large op risk losses in the future?
Eight interlocking trends mean more multi-billion-dollar losses to come
The hidden credit risk in US tax reforms
IRS's Section 871(m) rule poses huge problems for US and European structured products issuers
Liquidity, CVA and Trump risk
The week on Risk.net, November 11–17, 2016
Auditors: the extra line of defence
If CDS skew spikes, some banks may be thankful for conservative accountants
Political risk, variation margin and liquidity for non-banks
The week on Risk.net, November 4–10, 2016
RBS mortgage mis-selling returns to haunt lender
Megan van Ooyen from SAS rounds up the top five op risk losses for October
Brexit margin calls, SwapAgent and the roots of op risk losses
The week on Risk.net, October 27–November 2, 2016
See the error of your VARs
Commonly-used VAR estimation method shown to underestimate risk
A referendum on clearing
Brexit margin calls show swaps CCPs are relying on funding strength of a handful of banks
Coal contracts boom is a sign of desperation
Producers' turn to derivatives may be a last throw of the dice
Regulators struggle to conjure the right leverage ratio
Too low, and it has no effect; too high, and liquidity suffers. Time for flexibility?
The decline of the cash empire
Alex Lipton: the last line of defence between us and punitive negative rates is paper currency
Mis-selling, Libor and HFT systemic risk
The week on Risk.net, October 21–28, 2016
Why did the crisis cause such large op risk losses?
Huge losses from the 2008 crisis can be seen as a short option position
Can the AMA be reborn?
Regulators could rescue op risk modelling through Pillar 2, writes former supervisor