Systemic risk
BNY Mellon highlights dangers of unknown Sifis
Outsourcing and concentration could create inadvertent keystone companies
Network-based measures as leading indicators of market instability: the case of the Spanish stock market
This paper identifies links between time series data of stock returns for the purpose of understanding the structure of the market and for identifying early-warning signals of forthcoming market stress.
Too interconnected to fail: a survey of the interbank networks literature
This paper systematically reviews the theoretical literature on interbank networks.
Q&A: Avinash Persaud on the structural risk in Solvency II
Directive will herd insurers into 'safe' investments that turn out to be risky, says writer and academic
'Dark age' hedge funds have antique fees, says Albourne’s Ruddick
New boss at consultant, John Claisse, to focus on liquid alts research
Impact of Mifid II on commodities sparks heated debate
Industry and regulators clash during discussion of tightened commodity rules
Market braced for upheaval as SEC signals ETF crackdown
Providers fear new data requirements may herald future enforcement actions and regulation
Scaling operational loss data and its systemic risk implications
A scaling methodology to include external data in operational risk calculation is introduced
Q&A: the Bundesbank’s Andreas Dombret on small banks, big banks and shadow banks
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
Bundesbank's Dombret: shadow banking oversight is “miles away”
Regulators may never be able to fully monitor risks created by shadow banking
FSB delays designation of systemic reinsurers
IAIS assessment methodology under fire again for lack of clarity
'Deck stacked against' MetLife appeal on Sifi status
Insurer faces uphill battle to reverse FSOC decision
CCPs to get multiple recovery planning tools
ECB's Coeuré says regulators won't specify one approach
A bill of goods: central counterparties and systemic risk
Volume 2, Issue 4 (2014)
Congress pressures FSOC on treatment of non-bank Sifis
NAIC chief -- council should heed message to 'back off'
Systemic insurers to delay structural reform
Systemically important insurers will stop short of committing to plans
BoE and Citadel clash over Sifi status for funds
Asset managers could pose systemic risk, says BoE official
Trafigura paper reignites debate on systemic risk
Commodity trading houses "not too big to fail", research argues
Buy side urged to share risk of CCP collapse
BlackRock and Citadel say all participants should accept exposure
Capital inflows plus risk appetite equals crisis, conference hears
Competition with bond markets raises danger of crash
Looking back: Regulators try to slow down OTC juggernaut
Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
Quant of the year: Michael Pykhtin
The banking rulebook is becoming increasingly complex, so regulators need good quants to design and explain it - but they must also tackle the big questions of the crisis