Opinion
Eurozone must lead search for doom-loop fix
Basel Committee working on sovereign risk, but eurozone has most at stake
Banks must embrace their digital destiny
Alexander Lipton believes the time is right for advanced digital banks to take the industry forward, and quants can lead the charge
Smart contracts, Brexit and sovereign risk
The week on Risk.net, July 22–28, 2016
Repo, MVA and securitisation
The week on Risk.net, July 8–14, 2016
Netting risks create pricing and operational headaches
Oversight of legal risks is not always robust
$1.5bn subprime hit at HSBC dwarfs other op risk losses
Megan van Ooyen from SAS rounds up the top five op risk losses for June
What Brexit teaches operational risk management
Receptiveness, resilience and reflection are crucial for avoiding nasty surprises
Shanghai clearing, mis-selling and shadow banking
The week on Risk.net, July 8–14, 2016
Brexit is a tragedy for EU financial services regulation
Loss of influence belies critical role UK played in crafting sensible financial rules
Brexit, AMA and CCP collapse
The week on Risk.net, July 1–7, 2016
No need to be negative about negative prices
Electricity prices falling below zero are not a sign of end times, but a valid price signal
Brexit gives banks a taste of life without AFS bond filters
Liquidity buffer valuations now key concern during stress events
Even for me, AMA models are too complicated
The AMA doesn’t make any sense – but the idea of a single, simple equation does, writes Ruben Cohen
Time to gear up for MVA
Banks must be prepared for the looming rise of non-cleared margin requirements
Non-cleared market is changing – not dying
Non-cleared swaps market faces challenges, but it is adapting, writes Isda’s Scott O’Malia
Brexit, arbitrage and CCPs
The week on Risk.net, June 24–30, 2016
Connecting the dots: how DTCC manages contagion risks
DTCC CRO Andrew Gray offers a template for managing the risk of interconnectedness
Not so fast, François: EU clearing land grab is complex
ECB cannot (yet) make post-Brexit demand for euro clearing to leave London
Why the Priips risk indicators hurt structured products
Risk ratings ignore soft barrier protection and make differentiation difficult
The beginning of the end for footloose modelling
US model risk guidance has drawbacks, but is a step towards better management of model risk
Structured products' unseen enemy
Relentless focus on Priips compliance leaves industry vulnerable to hidden threats
On derivatives and quants
Alexander Lipton on how the role of quants is adapting to the new financial environment
Brexit, hedging costs and the SMA
The week on Risk.net, June 17–23, 2016
The fault lines in Europe's Solvency II compromise
Row over calculation of discount rates exposes political differences