Libor
Inflation derivatives house of the year: Royal Bank of Scotland
Risk awards 2012
Standard CSA: the dollar dominance dispute
The dollar dominance dispute
Risk.net: Top 15 stories of 2011
Derivatives pricing, collateral and Basel 2.5 and Basel III are the most read stories of 2011
Review of 2011: collateral, capital and chaos
Collateral, capital and chaos
CME and IDCG revalue swaps using OIS discounting
Switch to OIS comes a year after SwapClear revalued parts of its portfolio
SwapClear may assist OIS development
SwapClear may assist OIS development
The push to a new CSA standard
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets – has pushed the industry to develop a new…
Libor manipulation lawsuits hit banks
Libor in a fix?
Pricing, Basel, Paulson & Co: the top stories of 2011 so far
A review of the top Risk.net stories during the first half of 2011
Hearing on Libor class action venue due
US dollar Libor banks could find out details of a class action lawsuit against them as early as August
Libor fix?
At least 12 lawsuits alleging manipulation of Libor have been filed since April, and six different authorities – including the US Department of Justice – are investigating. But how would manipulation work in practice, and is there any evidence of it so…
BNP Paribas takes €108 million hit on swaps after switch to OIS discounting
French bank becomes the latest to divulge a revenue impact from a change to overnight indexed swap discounting
Latin America house of the year
House of the year, Latin America
UBS faces investigations over Libor manipulation
Has received subpoenas from several international authorities
Yen interbank funding market calm as government bond yields retrace
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short-end JGBs.
South Africa
South Africa special report
Behind the curve
Behind the curve
Quant of the year: Vladimir Piterbarg, Barclays Capital
Risk awards 2011
Clearing house of the year: LCH.Clearnet
Risk awards 2011
In-house system of the year: Advanced Repo Curves, Barclays Capital
Risk awards 2011
Deutsches Risk Rankings 2010: Deutsche Bank top again
Confusion, then clarity
Regulation to reshape bank funding
Contrasting regulation for buyers and issuers of bank paper is adding to stress in funding markets.
EBF expansion of Euribor set to increase euro benchmarks gap
Changes are planned to a key euro rates benchmark - and it could have a number of knock-on effects.