Risk magazine - January 2015
Articles in this issue
Sovereign risk manager of the year: IGCP
Portuguese debt office ensured clean exit from bailout while ending swaps disputes
OTC infrastructure service of the year: TriOptima
Risk Awards 2015: TriReduce to the rescue
OTC trading platform of the year: UBS Neo
Risk Awards 2015: Aggregation is a brave bet that has made UBS an agent for change
Hedge fund of the year: Napier Park Global Capital
Risk Awards 2015: Credit fund profited from October meltdown
Structured products house of the year: Bank of America Merrill Lynch
Risk Awards 2015: BAML a big player in record year for CLOs
Single-dealer platform of the year: Deutsche Bank
Risk Awards 2015: Evolving Autobahn praised for pricing, swap unwind tool
Interest rate derivatives house of the year: Deutsche Bank
Risk Awards 2015: German bank managed to marry efficiency with high margins
Clearing house of the year: LCH.Clearnet
Risk Awards 2015: UK clearer could unlock leverage ratio
First shots fired in new EU battle over CVA
EBA says "not a viable option" to ignore charge; MEP Ferber warns on business impact
The era of computational abundance – and its risks
Financial firms should plan for a time when they have more computing power than they need
Law firm of the year: Linklaters
Risk Awards 2015: CoCos and Co-Op were big wins for UK firm
Sef of the year: MarketAxess
Innovative approach finds best CDS prices often come from the buy side
Goldman hid swaps profits from clients, whistleblower claims
US bank accused of manipulating client valuation reports to mask profits
Credit derivatives house of the year: Citi
Risk Awards 2015: Strategic decisions made after the crisis paid off in 2014
Quants of the year: Christoph Burgard and Mats Kjaer
Risk Awards 2015: Barclays quants put FVA on solid ground
Asset manager of the year: DoubleLine Capital
Risk Awards 2015: Critics challenged to look at the data by fund branded ‘not rateable’
In-house system of the year: Danske Bank
Risk Awards 2015: CVA in 10 seconds on a MacBook Pro – Danske can do it
OTC client clearer of the year: Citi
Risk Awards 2015: US bank a hit with clients, despite headwinds
Trading technology product of the year (vendor): Algomi
Risk Awards 2015: Software is like Facebook for bond traders - but useful
Exchange of the year: Eurex
Risk Awards 2015: French and Italian bond contracts became popular hedges last year
Currency derivatives house of the year: BNP Paribas
Risk Awards 2015: French bank thrives on emerging markets and exotic risk
Risk solutions house of the year: Societe Generale
Risk Awards 2015: Bank arranged record margin loan in 30 days
Trading technology product of the year (bank): Morgan Stanley
Risk Awards 2015: US bank finds cure for forex fatigue
Lifetime achievement award: Andrew Feldstein
Risk Awards 2015: BlueMountain founder is at the centre of a changing market
Back-office technology product of the year: KPMG
Risk Awards 2015: KPMG drew on UK tax reporting to deliver hit product
Corporate risk manager of the year: Electricity Supply Board of Ireland
Risk Awards 2015: Utility found a new way to tackle bank break clauses
BCBS 239 – Principles for effective risk data aggregation and reporting
Sponsored forum: Risk data aggregation and risk reporting
Bank risk manager of the year: Deutsche Bank
Risk Awards 2015: Teamwork allowed bank to cut VAR by $30 million in three days
Deal of the year: Blackstone/Morgan Stanley
Risk Awards 2015: Bank arranged record margin loan in 30 days
Inflation derivatives house of the year: HSBC
Risk Awards 2015: UK bank married giant linker role with pension fund re-hedge
Risk management technology product of the year: IBM Risk Analytics
Risk Awards 2015: How 'hybrid cloud' helped China's Bloomberg
Credit portfolio manager of the year: Crédit Agricole
Risk Awards 2015: French bank shared trade finance exposure with World Bank
Derivatives house of the year: Societe Generale
Risk Awards 2015: French bank on the front foot as rivals retreat
Pension fund risk manager of the year: PKA
Risk Awards 2015: So smart, banks will pay to do business with Danish fund
Equity derivatives house of the year: Societe Generale
Risk Awards 2015: SG created a clever equity repo workaround, while Newedge acquisition adds heft
AAD vs GPUs: banks turn to maths trick as chips lose appeal
A maths trick is taking on – and beating – fancy chips as banks try to boost their computing power
Cutting edge introduction: The only way is backward
Quants find way to streamline future value calculations for exotic
West Wheelock Capital: removing rollover risk
Hedge fund seeking to broker long-dated collateral trades
End of the bumping grind?
In quest for processing power, banks are choosing 'unnatural' calculus over fancy chips
People: BAML appoints co-heads of global Ficc trading
Michele Foresti officially resigns from role after failing to receive regulatory approval
