- Art of risking everything
- Ignoring operational risk
- New Zealand shows the way again?
- Lessons from the Nasdaq Clearing Default
- The Indian retail credit boom
- Building credit bureaus that have no personal information
- Credit bureaus as fundamentally dangerous businesses
- Norway and the tail risk of bonds
- Should Equifax be shut down?
- Are markets efficient if you are a particle physicist?
- Finally, a more responsible 2-hour recovery mandate
- The 3 Cs of Clearing
- Clearing Corporation Vulnerabilities
- How does a bank say that its employees are a big security risk?
- RBI is also concerned about two hour resumption time for payment systems
- Should governments hedge oil price risk?
- CPMI fixation on two hour resumption time is reckless
- Liquidity support for central counterparties
- Making margin models less procyclical
- Clearing of OTC Derivatives
- SEC order explains Knight Capital systems failure
- The Baselization of CCPs
- Interest rate models and central bank corridors
- Interest rate modelling at the zero lower bound
- JPMorgan London Whale and Macro Hedges
- The absurdity of the leveraged super senior trade
- Nice Finance Quotes
- Corporate Hedging and Distorted Benchmarks
- Libor, the Gaussian Copula and the Sociology of Finance
- Hedging at negative cost?
- The social utility of hedging
- Intra day exposures once again
- Intra-day laxity: MF Global edition
- RBS and ABN Amro Due Diligence
- Revisiting CME and LCH handling of Lehman default
- Unifying initial and maintenance margins
- Siemens and the ECB
- Can too much capital be risky?
- HKEx Clearing House Risk Management Reforms
- Two curves and non deliverable interest rate swaps
- Indian uncollateralised derivative markets
- The Formula That Killed Wall Street is Alive and Well
- The political economy of selling gold reserves
- Levin-Coburn Report and Goldman Risk Management
- Incredibly lax regulation of central counterparties
- Of percentages, decimals, SEC and Rosenberg
- Goodhart's law and leverage ratios
- Two curve models
- Risk Management for Derivative Exchanges
- Drunken trading and risk limits
- Grand daddy of algorithmic trading bites the dust?
- Lehman and the Derivative Exchanges
- Prudent at night but reckless during the day
- Lehman, Reserve Primary or TARP?
- SEC Division of Risk, Strategy, and Financial Innovation
- More on negative swap spreads
- Negative swap spread
- Lehman Anniversary
- Madoff and Renaissance Technologies
- Corporate OTC derivatives
- Importance of better risk models
- Lehman Risk, Segregation, Net Margins and Cash Margins
- Risk Management Lessons for Derivative Exchanges
- Basel is fighting the last war and that rather badly
- Fair value accounting
- Wrong investors and market dislocation
- UBS thought subprime was safer than Japanese Government Bonds
- Deliciously timed move to margin institutions
- Margin Changes in Exchange Traded Derivatives
- Carry trades and hedging
- Regulation of Clearing Corporations
- Offshore rupee bond
- Risk Management at Exchanges
- Volatility so far has been benign
- FSA Resilience Benchmarking
- Mizuho photographs
- FSA Fine on Citigroup is total nonsense