Buy side
Standard docs may not prevent clearing contract crunch
Preventing a clearing contract crunch
Client clearing: Soaring volumes disguise scary workload
Not clear yet
Risk 25 firms of the future: Introduction
With over-the-counter derivatives markets in flux, picking winners and losers is a tough job. This is where Risk’s editorial team nails its colours to the mast. By Lukas Becker, Matt Cameron, Laurie Carver, Clive Davidson, Ramya Jaidev, Peter Madigan,…
SwapClear hits $1 trillion mark for buy-side OTC clearing
A third of the figure was cleared in the last month alone - and volumes are expected to increase rapidly as clearing deadlines approach
Isda AGM: Margin regime ups liquidity risk, buy-side firms warned
Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
Isda AGM: E-trading should be a choice, says O'Connor
Removing voice as an option would leave clients facing execution risk, says Isda chair Stephen O'Connor - but some buy-side firms see it differently
Risk Annual Summit: Central clearing divides buy side
A hammer to crack a nut, or a chance for everybody to win? Buy-side panellists disagree on the merits of central clearing
US buy-side 'systemic risk' form might be missing the point
Form PF and the debate on buy-side risk
Sponsored educational feature: UBS
Risk management tools for the buy side
Buy-side firms urged to avoid stampede to CCPs
Panel participants encourage buy-side firms to engage with CCPs early to avoid a last-minute rush
Higher collateral demands have reduced hedge fund systemic risk, say Risk Europe panellists
Panellists at Risk Europe, held in early April in Brussels, claim banks are demanding much higher levels of collateral from hedge funds today, reducing a source of systemic risk
Collection of videos from the Risk Europe 2011 conference
A selection of videos from the Risk Europe 2011 conference on April 5 & 6 in Brussels, Belgium
Investors seek tail risk funds to cover 'black swan' events
Swimming with the black swans
Users of OTC derivatives are not prepared for regulatory onslaught
The raft of new regulations on OTC derivatives will be problematic for buy-side firms, says new report
Credit Technology Innovation Awards 2010: The winners
Credit Technology Innovation Awards 2010: The winners
Buy-side favours low-cost clearing, says UBS
Findings of UBS equity analysts stoke fears of race to the bottom among over-the-counter derivatives clearing firms
State Street promotes Anderson to CIO of fixed income
State Street promotes Anderson to CIO of fixed income
CFTC to publish financial large-trader report
The US Commodity Futures Trading Commission (CFTC) on Thursday announced plans to boost transparency in the financial futures markets with the publication of a new report.
RWC recruits from Threadneedle
Allwright and Frost to manage RWC Strategic Reserve Fund.
Risk managers gain new prominence in post-Lehman boardrooms
Pre-Lehman, risk managers used to occupy a place some way down the pecking order within senior management of banks and investment firms. The financial crisis changed all that.
Buy-side firms turn to tech vendors to address risk management failings
The past few years have shown the importance of robust risk management, but also highlighted shortcomings in the risk approaches of many buy-side firms.
Sponsored feature: BNY Mellon – focusing clients on their core activities
Never has the need for efficient management around over-the-counter derivatives business been more crucial, or such a focus, as it is today. BNY Mellon discusses how, with its collateral management services, it has helped clients achieve greater…
