Risk magazine - Volume 24/ Number 2
Articles in this issue
EC bail-in proposals could result in two-tier CDS market
EC bank resolution proposals could result in a bifurcation of the CDS market
Withholding versus withdrawing
Withholding versus withdrawing
Banks respond to iPad revolution
The mobile revolution
Volcker rule could interfere with bank hedging
Study sets out broad scope for prop trading ban - but it may not be workable
The art of securitising CVA
Securitising CVA
Risk and Energy Risk commodity rankings 2011: Metals
Precious gains
US Fed moves towards rules-based approach to bonuses
US banking regulators expected to require mandatory deferred bonuses and limits on upfront cash under the Dodd-Frank Act
Academics call for changes in performance scenario rules
Performance anxiety
Fears over consistency of Basel III implementation
The power of peer pressure
Commissioners voice mounting alarm over 'seriously strained' CFTC budget
Dunn joins O’Malia in calling for additional funding for regulator
Confusion over CCP default fund charge
CCP charge confusion
Mean reversion pays, but costs
Mean reversion pays, but costs
Event risk modelling for equities
Event risk modelling for equities
The controversy over position limits
Compromising positions
One-way CSAs pile up funding risk for banks
A call for collateral
A clash over CCP membership
Caps in hand?
Regulation
Special report
Commodities
Special report
Danish regulators push for more flexible Basel III liquidity rules
Shortage of high quality liquid assets prompts Danish regulators to push for changes to the liquidity coverage ratio within the European Union capital requirements directive
KfW now using two-way CSAs, dealers claim
Several sovereigns, supranationals and agencies are considering following Portugal’s lead and posting collateral to derivatives counterparties, say dealers
Sponsored statement: Bank of New York Mellon
Regulatory reform – The shape of things to come
Sponsored statement: Royal Bank of Scotland
Liquidity – a new asset class? New opportunities for insurance and pension funds
Risk and Energy Risk commodity rankings 2011: Energy
All shook up
Fair-value accounting for CVA, part two
Fair-value accounting for CVA
