Market risk
Cutting Edge introduction: requiem for a probabilist
Requiem for a probabilist
Credit Suisse and UBS on Basel 2.5: Half a world away
Half a world away
CCP contest starting to heat up
Give CCPs a chance
Basel 2.5: regulators still wrestling with Dodd-Frank clash
Barriers to Basel
Right Laplace, right time
Right Laplace, right time
Prop trading ban set to crimp market-making and hedging activities
Putting a stop to prop
Market volatility may have brought UBS losses to light
The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
Cutting edge introduction
A popular copula
RBS launching gamma hedging algo for forex clients
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
Mexico’s hedging programme gears up for 2012
This week Mexico’s Congress will begin to debate the price at which the country hedges its oil exports next year
Credit Suisse: first cleared coking coal swap
Credit Suisse has announced the completion of the first cleared coking coal swap transaction, based on a new over-the-counter cleared contract on the CME
Study says funds of hedge funds see limited diversification benefits
FoHFs see limited diversification benefits
Global economic growth concerns outweigh Greek default and Spain/Italy bail-out fears: Risk poll
Risk.net poll supports IIF deputy managing director Hung Tran's view that global economic recession stands head and shoulders above fears of Greek default and Italy/Spain bail-out
Finding Volcker rule metrics will be tough, dealers warn
Crop of the props
Risk-managing the Middle East's revolutions
Risk-managing revolution
Quant Congress USA: Market efficiency is testable, claims Jarrow
Top quant claims traditional pricing models assume markets to be efficient – and says he can prove they're not
Stress testing under stress
Black swan events affecting energy markets put stress testing to the test
Comparability of EBA stress tests questioned
The ability of banks to use their own internal models for determining stressed PDs and LGDs mean the results will not be comparable, bankers claim
The culture of stress testing
Stress-testing culture
Video: Market risk reporting requires standardisation, says Risk Europe keynote speaker
A plethora of methodologies for reporting market risk in annual reports makes transparency impossible, says Sanjay Sharma at Risk Europe in Brussels
Eiopa launches second insurer stress test
Eiopa launches second insurer stress test
Building the future energy markets in emerging Asia
Energising the future
Transition Management Forum Asia 2011: Asian market crowded, say transition managers
Transition managers question whether the number of them in the Asian market - 13 - is already too many.