Opinion
Climate change is the fattest tail risk of them all
Casting doubt on science is an unwise risk management strategy
Risk managing structured products in a falling market
Capital-at-risk products with European-style barriers inherently more vulnerable in a downturn
Small is beautiful in operational risk management
Small firms have many advantages in administering op risk programmes, argues Ariane Chapelle
XVAs: a gap between theory and practice
Hull and White see splits on FVA, MVA, KVA as irreconcilable
SEC’s fund leverage cap needs revising but the idea is sound
Simplicity is welcome – up to a point
Isda, SMA and blockchain
The week on Risk.net, April 8–14, 2016
Bangladesh Bank fraud is a comedy of op risk errors
Megan van Ooyen from SAS rounds up the top five operational risk losses for March 2016
Blockchain tech for derivatives CCPs – friend or foe?
Distributed ledgers can benefit – and won't replace – CCPs, says Nasdaq Clearing president
Broker-dealers, operational risk and CCPs
The week on Risk.net, April 1–7, 2016
Three ways to model liquidity risk
Deriving synthetic bid/ask spreads offers a new approach to a thorny problem
When it comes to correlation, cleaning is a chore that pays
Recent trends in research may help firms obtain reliable correlations from limited data
FRTB, Eurex and swap spreads
The week on Risk.net, March 25 – 31, 2016
Crying wolf on CVA?
Standardised approach will hit corporates – but it's not clear that capital will jump
Dealers 'getting very creative' ahead of FRTB implementation
FRTB will force banks to rethink the structure of their businesses
Internal modelling, CVA and CDS clearing
The week on Risk.net, March 17 – 24, 2016
Why raiding CCPs’ initial margin would be bad policy
A wounded CCP should not have a claim on users’ assets, says hedge fund group
An encouraging shift in Asian LNG
Changes brewing in Asia are a reminder that trading can be a social good
Outsourcing can be beneficial, but it isn’t magic
Making use of third-party vendors changes your risk; it doesn't cause it to vanish
Putting a price on long-term life insurance business (part II)
Extending risk-adjusted performance metrics to take into account real-world investment returns
XVA, daily settled swaps and OpRisk North America
The week on Risk.net, March 11 – 17, 2016
Discarding the AMA could become a source of op risk
Basel Committee’s “tantrum-like reaction” is not supported by evidence, say practitioners
Libor, capital requirements and regulatory priorities
The week on Risk.net, March 4 - 10, 2016
CCPs must be able to haircut initial margin in a crisis
Initial margin is the best source of liquidity for CCPs in a crisis, argues Irish central banker
The shale revolution devours its children
After a few years of irrational exuberance, US oil drillers are feeling the pain