Counterparty risk
Basel Committee seeks netting-friendly replacement for CEM
Consultation on alternative to much-criticised current exposure method could start in June
New York Fed demands better management of FX risks
Greater use of capital and collateral to mitigate all risks relating to foreign exchange trading is crucial, warns head of financial market infrastructure at the New York Fed
Closing out DVA
Closing out DVA
Using credit valuation adjustment to set limits
Credit valuation adjustment for energy and commodity derivatives: part two
Editorial: A question of trust
Editorial: A question of trust
Acclaimed new TriOptima service may not have a future
In the balance?
Credit Suisse: Algorithmic gymnastics
Algorithmic gymnastics
Risk 25 firms of the future: Murex
Industrial revolution
Risk 25: No more heroes in quantitative finance?
Scientific theories are supposed to be smooth processes, with progress building on progress. But sometimes a theory gets such a shock that it needs to be completely rethought – and quantitative finance is in the middle of such an upheaval
US large exposures rule could stop banks trading with RBS
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
New CPSS/Basel guidance on FX risk management to be published soon
A new consultation paper on risk management practices in the FX market will be released in the third quarter – and may be published as early as this month
Cutting CVA's complexity
Cutting CVA's complexity
Esma: making time for ETFs
The July 2012 issue of ETF Risk covers regulation, liquidity risk and tracking error
Sponsored roundtable: Solvency II and the economic environment – The effect on Italian insurance
Solvency II and the economic environment – The effect on Italian insurance
Risk institutional investor rankings 2012
Deutsche on top
A crisis of identity, part two
A crisis of identity, part two
Italy could face more swap terminations
Italian politicians claim Morgan Stanley's swap termination in January will be a one-off - but dealers say Italy's debt office is subject to other clauses that could have the same effect
Risk Annual Summit: Bank deleveraging 'might not be cyclical'
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
Show me the money: banks explore DVA hedging
Show me the money