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POPULAR PAPERS FROM RISK JOURNALS
The recent crises and central counterparty risk practices in the light of procyclicality: empirical evidence
This paper focuses on the risk practices of Central Counterparties in the light of their potentially procyclical features.
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A review of the fundamentals of the Fundamental Review of the Trading Book: standard foreign exchange rules are highly asymmetric with respect to reporting currencies
This paper develops a framework to fully characterize the invariance of the Delta capital charge for the FX book under a change in reporting currency.
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CHAPTER OF THE WEEK
Options and rider benefits
Life Annuities
Too many cooks in the kitchen: mastering the art of managing
CECL
volatility From Life Annuities by Ermanno Pitacco
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ARTICLES FROM RISK.NET
Markets
Strike a pose: deal contingents back in vogue after mid-year slump
M&A revival breathes life into deal contingent trades, but elevated risk keeps prices high
01 Dec 2020
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Feature
Risk Quantum
Many US banks want to curb Fed balances
Of those wanting to shrink excess reserves, a large percentage cite fears over net interest margins
30 Nov 2020
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Data
01 Dec 2020 
