Comment
Trade surveillance shouldn’t deter traders
Monitoring costs are forcing commodity players away from market participation, say consultants
Monthly op risk losses: NYDFS fines Credit Suisse for forex fails
Breakdown of top five loss events, plus conduct risk and robo-advising. Data by ORX News
Credit data: US retail woes are not universal
Default probabilities paint a mixed picture of the decline of American shops
Swaps data: forex options – candidate for a clearing mandate?
Volume stats reveal a large vanilla market and much smaller trade in barriers
How to save op risk modelling
Drop loss categories and correlations and adopt simple loss distribution, advises AMA expert
Russian crypto-currency will threaten AML efforts
Targeting individuals and companies could be impossible with digital currency, write academics
Credit data: reasons to like Europe and G-Sibs
Bank estimates offer alternative view on probability of default risk
Swaps data: CCP and Sef volumes still growing
First three quarters show strong growth in interest rate swaps, forex NDFs and index CDSs
Monthly op risk losses: Aussie banks settle rate rigging claims
Breakdown of top five loss events, plus insight on $7bn US consumer protection fines. Data by ORX News
Curing the eurozone: how to fix the ESM
Bailout fund should guarantee all EU government debts but charge a protection fee, writes Marcello Minenna
Are failure indexes fair play?
Regulators must clarify stance on trading off big-data forecasts of outages, writes energy consultant
Monthly credit data review: UK corporates’ post-Brexit slide
UK financials show steady post-Brexit decline in credit quality
Monthly op risk losses: Equifax breach sparks regulatory review
Breakdown of top five loss events, plus spotlight on Sweden’s largest ever phishing attack. Data by ORX News
Monthly swaps data review: basis swaps galore
Data shows how less well-traded OTC instruments performed through September
Unskewed incentives: making governance work
EIB model head explains a four-step process for putting risk at the centre of governance efforts
Monthly op risk losses: Aequitas faces $192m loan settlement
Breakdown of top five loss events, plus ECB’s Ireland fine and mortgage losses in Spain. Data by ORX News
Keeping global regulatory co-ordination alive
WEF council members call for consistent implementation of current and upcoming rules
Why no one can handle technology risk
IT missteps can destroy banks – boards need to take them seriously, argues author Patrick McConnell
Energy and commodities voice broking will never die
OTC markets may be under siege, but they won’t disappear, writes Mark Earthey
Monthly swaps data review: credit volumes peak in June
Global cleared credit derivatives volumes reached $1 trillion before ebbing in July
Monthly credit data review: energy sector firing on all cylinders
Bank-sourced credit data shows rising confidence about oil and gas firms
Monthly credit data review: the Amazon effect and a rising Russian state
David Carruthers of Credit Benchmark looks at bank, sovereign and corporate credit risk data
Adjusting to the P&L attribution test in FRTB
Consultants offer tips on eligibility framework for new internal models approach
Monthly swaps data review: analysing CCP and Sef volumes
Data shows strong growth at LCH and JSCC, while OIS products surge