New Risk magazine content: CCP margin models converge PLUS features on Basel 2.5, CVA and more

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monthly email alert     New – Risk magazine October 2011 edition Cover story Margin models converge as CCPs battle for dealer support Dealers say they won't join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates clearers have begun to converge. Matt Cameron reports Categories: Clearing and settlement, Counterparty Credit Risk Topics: Chicago Mercantile Exchange (CME), LCH.Clearnet, SwapClear, Eurex, Clearing ... View the full list of articles from this issue   New angles for Risk Pimco said to be behind OTC clearing spike at CME Bank of England's FPC seeks to unlock Basel III tool-kit CME and IDCG revalue swaps using OIS discounting FIA-Isda group runs rule over Sef credit check plans   Risk Community Update Reading Risk is more crucial than ever To fully understand the implications of all the regulatory changes on your business you need to be reading the in-depth and original articles only available to Risk subscribers. If you have not seen a copy of Risk magazine this year or benefitted from full access to its mobile-friendly website, with 10-year archive, daily news and more, then sign-up to a trial today and experience first-hand how you too can gain a competitive advantage.   Market Risk Basel 2.5: regulators still wrestling with Dodd-Frank clash The Dodd-Frank Act means elements of Basel's new trading book rules cannot be implemented in the US – although supervisors claim it will only be a temporary... Counterparty Credit Risk Corporates fear CVA charge will make hedging too expensive Uncollateralised trades will consume up to four times more capital under Basel III, dealers say. If that translates into a similar jump in pricing... Banking CFTC and SEC facing legal anxiety over cost-benefit analyses A major legal victory challenging a US Securities and Exchange Commission (SEC) rule over inadequate cost-benefit analyses could create a wave of similar... Risk Management Q&A: Emanuel Derman on model risks, why quantitative finance is not a theory, and bailout ethics The use of advanced mathematics and techniques from physics helped give credibility to the financial models that proved inadequate in the crisis. Here...   Risk Books A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products By Marcello Minenna Published this month, this cutting edge book by best-selling author and Head of the Quantitative Analysis Unit at Italian regulator CONSOB, Marcello Minenna, provides a framework for calculating the risk-reward profile of any non-equity product. This innovative and practical guide is essential reading for those working in the measurement and management of risk and offers a way for financial institutions, investors, regulators, issuers and academics to better assess, understand and describe products and make a meaningful comparison between them. To ensure you know the risk-reward profile of non-equity products - order your copy today.       Editor's letter CCP contest starting to heat up LCH.Clearnet's then-chief executive, Roger Liddell, knew what he was doing when he told Risk in April last year that the margin standards being used by one of the firm’s rivals were “bordering on reckless” (Risk May 2010, page 9). With regulators staking...   Risk magazine's top online news articles LCH.Clearnet eyes November launch for NDF clearing Industry to make 11th hour plea over Emir scope Audio: Hedge funds face funding squeeze under Vickers report recommendation UK's FPC changes tack on capital requirements HFT is changing the ecology of the forex market, says BIS committee Industry experts clash over whether to publish liquidity ratios Canadian OTC derivatives repository unnecessary, say market participants Risk.net poll – UK Treasury is right over ECB lawsuit

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