Risikonachrichten
| Titel | Beschreibung | Quelle | Veröffentlicht |
|---|---|---|---|
| FX market weighs viability of spot clearing | Supporters believe it could remove credit risks, but others say it would be unnecessary and add costs |
https://www.risk.net/risk-management/7954706/fx-market-weighs-viability-of-spot… | |
| LSEG to launch clearing for equity swaps | Turquoise, LCH tie-up comes as equity swaps attract regulatory scrutiny in wake of Archegos |
https://www.risk.net/derivatives/7954688/lseg-to-launch-clearing-for-equity-swa… | |
| EBA eyes top-down stress test for credit risk | European version of CCAR is off the table, but more projections are likely to be modelled by the regulator |
https://www.risk.net/risk-management/7954655/eba-eyes-top-down-stress-test-for-… | |
| Ice to accept EUAs as collateral | Emissions certificates accepted to offset short EUA futures positions, subject to 14-day comment period |
https://www.risk.net/risk-management/7954637/ice-to-accept-euas-as-collateral | |
| Automatic implicit function theorem | New technique can improve use of adjoint algorithmic differentiation in calibration problems |
https://www.risk.net/cutting-edge/7954505/automatic-implicit-function-theorem | |
| Automatic implicit function theorem | New technique can improve use of adjoint algorithmic differentiation in calibration problems |
https://www.risk.net/cutting-edge/7954505/automatic-implicit-function-theorem | |
| SOFR swap basis could pose ‘systemic risk’ | Trading curbs must be loosened to prevent tripling of unhedgeable basis risk, says senior banker |
https://www.risk.net/derivatives/7954512/sofr-swap-basis-could-pose-systemic-ri… | |
| ECL model forecasts are off-target, researchers find | Anticipated slowdown will be first major test for new generation of expected credit loss models |
https://www.risk.net/risk-management/7954386/ecl-model-forecasts-are-off-target… | |
| Op risk data: Rost Bank rumbled – execs conspired in 107bn ruble ruse | Also: Citi stumbles on market abuse; Jefferies faces latest fine over phone misuse. Data by ORX News |
https://www.risk.net/comment/7954465/op-risk-data-rost-bank-rumbled-execs-consp… | |
| Counterparty credit risk: special report 2022 | This Risk.net special report contains a collection of articles that consider the impact of SA-CCR and how banks are adapting to the new regime, as well as the challenges of managing counterparty credit risk and reducing the cost of trading over-the-counter derivatives. |
https://www.risk.net/insight/risk-management/7954475/counterparty-credit-risk-s… |
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