Counterparty risk
Mixed industry reaction to Moody’s CCP ratings
Clearing members say narrow definition of default may limit ratings’ usefulness
Banks test promise of blockchain as CCP replacement
“You can imagine a world where you don’t need clearing houses,” says senior banker
Building and protecting the IT architecture of the future
Risk management: energy trading systems
Custody Risk European Awards 2015: Insurance Custodian of the Year
Sponsored feature: BNP Paribas Securities Service
Risk management: different industries, different drivers
Energy firms get wise on credit risk; asset managers tackle op risk
Oil rout sharpens energy companies' focus on credit risk
As defaults rise, firms step up sophistication of counterparty assessments
IFC risk management directors wrestle with strong dollar
Weak emerging markets and commodities downturn are also posing a challenge
JSE swap futures off to a slow start
Dealers struggling with CVA pricing and internal approvals
Canada to collateralise cross-currency swaps
Finance ministry hopes two-way CSAs will cut costs and risks on hefty swaps flows
American options: time-critical pricing
Time constraints can be binding for ‘heavy’ Monte Carlo calculations of risk analytics – value-at-risk, potential future exposure, credit valuation adjustment – in intraday risk monitoring, so fast approximations are sometimes preferred. Vladislav…
Non-financials may be caught by shadow bank rules
Banks warn of "massive" impact from EBA proposals, which would limit credit lines
Applied risk management series: Counterparty risk exposure metrics
Carlos Blanco outlines an approach to counterparty risk using potential future exposure
Cutting Edge introduction: Taming MVA
Lloyds quants tackle computation of margin add-on for derivatives prices
Goodbye Sonia flat: banks rethink swaps with bond collateral
Higher discount rate can cut payouts to in-the-money clients by millions
T2S is right on target
Sponsored forum: Sibos 2014
Looking back: Lehman stirs credit and liquidity risk fears
Counterparty concerns could lead to increased use of clearing
Risk managers should learn from the mistakes of others
Early warning signs can provide vital clues to firms with ‘feet of clay’
Banks have done too little, for too long on counterparty data
Regulators recently published the findings of a study of counterparty risk data at the world’s largest banks – it makes for depressing reading, says David Rowe, and is symptomatic of deeper problems plaguing the field of enterprise risk management.
In-house system of the year: Royal Bank of Scotland
A 30-fold increase in its computing grid, enabling coverage of 90% of the bank's derivatives business - a two-year overhaul of the counterparty risk framework at Royal Bank of Scotland wins this year's in-house system award
Bank initial margin posting raises liquidation concerns
Initial fears
Systematic risk factors redefined
Systematic risk factors redefined
The law of one price is gone
Sponsored statement: Absa