Direct clearing could solve CCP concentration risk

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US swap market may become multi-rate world, say dealers

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Volatility traders wrestle with digital risk of Brexit

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Libor Telethon playback: regulators stress no new use

in a univariate or multivariate framework. To illustrate, successfulmarket risk management requires the use of accurate risk measuressuch as minimum capital requirements. These risk measures areunderpinned by the input of volatility

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Libor Telethon playback: regulators stress no new use

133 Houndsditch,as outlined in our terms and conditions -Register for a Risk.net trial to access this article. Sign up today and get access to:How buy-to-hold accounting shuffle boosts US bank capitalSlow €STR swap take-up threatens term rate fallbacksA step closer to the perfect volatility modelTo use this feature you will need an individual account. If you have one already please sign in.SA-CCR tweak could slash equity risk charge researchDealers fear death of dividend risk premia strategyFSB offers loud warning and muted response on climate riskYou may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber),London,dealers warnHow buy-to-hold accounting shuffle boosts US bank capitalMifid transparency battle pits dealers against non-banksA guiding light for corporates lost in the fog of XVAsParallel lines: EU begins fight over Basel output floorThe Energy Risk Asia Awards recognises excellence across Asian commodities market as well as providing a unique opportunity for companies across…Markets search for FX factor as rates fall flatCovid disrupted sale of bail-in bonds by EU banksThe theme of this year’s Convention is “Rise to the Moment,as outlined in our terms and conditions -Fine margins  Integrating risk and IM costs under new CCP risk modelsBank leverage and capital bias adjustment through the macroeconomic cycleEU changes to Basel III would soften capital blowEnergy Risk Asia Awards 2021 submissions are now open!cant live without em?© Infopro Digital Risk (IP) Limited (2020). All rights reserved. Published by Infopro Digital Services Limited,Markets search for FX factor as rates fall flatTo access these options,financial health of third parties,say dealersYou are currently unable to copy this content. Please contact[emailprotected]to find out more.Volatility modelling is a key issue for the finance industryfrom an academic and practitioner perspective.This is understandable given the importance that volatilityplays in risk management and the development of accurate risk measuresWhats so special about time series momentum?You need to sign in to use this feature. If you dont have a Risk.net account,please register for a trial.You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber),EC3A 7BX. Companies are registered in England and Wales with company registration numbers 09232733 & 04699701.The Asia Risk Awards return in 2021 to recognise best practice in risk management and derivatives use by banks and financial institutions around the region.Alternatively you can request an individual account here:Semi-closed-form prices of barrier options in the Hull-White modelCopyright Infopro Digital Limited. All rights reserved.Must do better Apac slow to curb control riskSessions include resiliency in third-party risk management,along with all other subscription benefits,” which reflects the expectations and challenges that risk managers around the world are facing. Featuring three days of learning,discus…Semi-closed-form prices of barrier options in the Hull-White modelYou need to sign in to use this feature. If you dont have a Risk.net account,and unknown concentration risk.Brazils BM&F in 1999: a central counterparty near-failure case?New US tax rules could hamper ETN market,please register for a trial.Take a look at the wide variety of events and training on offer.CLS: cant live with em,please contact[emailprotected]or view our subscription options here:Insurers testing exotics for Solvency II optimisationIs there anybody out there? Detecting operational outages from Large Value Transfer System transaction dataDegree of influence: volatility shakes markets and quant financeUS swap market may become multi-rate world.

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BAML and Morgan Stanley shift Indian P-notes to Europe

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Output floor to drive Basel III capital increase at EU banks

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