Comment
Monthly op risk losses: Aussie banks settle rate rigging claims
Breakdown of top five loss events, plus insight on US consumer protection fines. Data by ORX News
Curing the eurozone: how to fix the ESM
Bailout fund should guarantee all EU government debts but charge a protection fee, writes Marcello Minenna
Are failure indexes fair play?
Regulators must clarify stance on trading off big-data forecasts of outages, writes energy consultant
Monthly credit data review: UK corporates’ post-Brexit slide
UK financials show steady post-Brexit decline in credit quality; EU financials now on par
Monthly op risk losses: Equifax breach sparks regulatory review
Breakdown of top five loss events, plus spotlight on Sweden’s largest ever phishing attack. Data by ORX News
Monthly swaps data review: basis swaps galore
Data shows how less well-traded OTC instruments performed through September
Unskewed incentives: making governance work
Better board representation, an independent CRO, reformed compensation and safeguards around auditors and rating agencies will all help improve risk governance
Monthly op risk losses: Aequitas faces $192m loan settlement
Breakdown of top five loss events, plus ECB’s Ireland fine and mortgage losses in Spain. Data by ORX News
Keeping global regulatory co-ordination alive
WEF council members call for consistent implementation of current and upcoming rules
Why no one can handle technology risk
IT missteps can destroy banks – boards need to take them seriously, argues author Patrick McConnell
Energy and commodities voice broking will never die
Over-the-counter markets have been under siege in recent years. They won’t disappear, writes Mark Earthey
Monthly swaps data review: credit volumes peak in June
Global cleared credit derivatives volumes reached $1 trillion before ebbing in July
Monthly credit data review: energy sector firing on all cylinders
Bank-sourced credit data shows rising confidence about oil and gas firms
Monthly credit data review: the Amazon effect and a rising Russian state
David Carruthers of Credit Benchmark looks at bank, sovereign and corporate credit risk data
Adjusting to the P&L attribution test in FRTB
Consultants offer tips on eligibility framework for new internal models approach
Monthly swaps data review: analysing CCP and Sef volumes
Data shows strong growth at LCH and JSCC, while OIS products surge
Addressing the eurozone’s ‘lemons’ problem for NPLs
State-aided securitisation of riskiest tranches could prompt purchases of loans, write ECB staffers
Repeal CEM; reform SA-CCR
Capital framework hurts clearing resilience, Citi execs argue
Monthly credit data review: PDs imply Brexit stress
Default risk for group of UK corporates has risen 11% over the past year
Monthly swaps data review: a day in the life of a swap
As US rate-setters met last month, real-time reporting showed the impact on swaps
A 10% leverage ratio does not justify waiving the Volcker rule
Former Fed manager Christopher Laursen warns against prop trading, even for well-capitalised banks
The quant factory: not muppets, but not perfect
Universities offering quant master’s programmes must adapt to stay relevant, writes UBS’s Gordon Lee
Solvency II model approvals: lessons from round one
Board members must help shape the model validation process
Don’t let the SMA kill op risk modelling
The SMA is not a good response to the AMA’s failings – but don’t throw the baby out with the bathwater