Risk News
| Titel | Beschreibung | Quelle | Veröffentlicht |
|---|---|---|---|
| XVAs and counterparty credit risk for an energy market in crisis | Europe’s current energy crisis, coming on the heels of global market volatility caused by the Covid-19 pandemic, has introduced additional complexities to valuation adjustments and counterparty credit risk modelling. Additionally, underdeveloped forward-curve modelling increases the challenges faced by quantitative and risk experts from banks and energy trading firms trying to capture counterparty credit risk, navigate a stressed market, and model and simulate energy markets. |
https://www.risk.net/insight/markets/7955397/xvas-and-counterparty-credit-risk-… | |
| Leaked EC clearing proposal leaves question mark over LCH | UK CCPs expected to secure equivalence, but “vague” active accounts mandate sparks fears |
https://www.risk.net/risk-management/7955341/leaked-ec-clearing-proposal-leaves… | |
| Regulated firms warn against crypto market lockout | Onshore participants urge regulators to bring cryptocurrency trading out of the ‘shadows’ |
https://www.risk.net/regulation/7955313/regulated-firms-warn-against-crypto-mar… | |
| Climate risk managers debate role of client transition plans | Banks hope for guidance on whether to include changes in client behaviour in long-term scenarios |
https://www.risk.net/risk-management/7955281/climate-risk-managers-debate-role-… | |
| How risk managers can stop the FTX infection from spreading | Segregation and transparency can save investors from imploding crypto trading venues |
https://www.risk.net/comment/7955238/how-risk-managers-can-stop-the-ftx-infecti… | |
| Capitolis cuts workforce by 25% as bear market bites | Recent senior hires including James Kibbe and James Reilly are among the departures |
https://www.risk.net/derivatives/7955234/capitolis-cuts-workforce-by-25-as-bear… | |
| Capitolis cuts workforce by 25% as bear market bites | Recent senior hires including James Kibbe and James Reilly are among the departures |
https://www.risk.net/derivatives/7955234/capitolis-cuts-workforce-by-25-as-bear… | |
| SEC, Treasury warn against zero haircuts for Treasury repos | Gensler and Liang say more conservative treatment of hedge fund trades is desirable |
https://www.risk.net/risk-management/7955213/sec-treasury-warn-against-zero-hai… | |
| BNP Paribas hires to boost US derivatives push | Clearing relationship managers and electronic trader hired from Citi, Morgan Stanley |
https://www.risk.net/people/7955154/bnp-paribas-hires-to-boost-us-derivatives-p… | |
| Op risk data: Dodgy tax practices cost Credit Suisse €240m | Also: Binance blockchain hack; ING’s Polish AML fail. Data by ORX News |
https://www.risk.net/comment/7955124/op-risk-data-dodgy-tax-practices-cost-cred… |
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