A side-effect of tough bank capital rules could be the rise of dark pools for credit trading
Bank of England to apply price shocks based on unwind periods
While standardised rules are being revised, banks say they can't make a call on floors
New entrant is making prices - and hedging - electronically
SSM chair also wants to end rule opt-outs that make banks "look stronger than they really are"
Managed deals could be next, but market's potential is expected to be limited
Retail brokers accused of stealing bank business with little oversight
News from the leading event for op risk professionals
Central bank says dealers are moving trades offshore to avoid KRX's high cost
Some firms increasing holdings to benefit from grandfathering
The areas where firms must work hardest to show suitability
Role of financial participants in price plunge adds new twist to old debate
Banks fear regulators will not have enough data to draw up sound rules by year-end
Floors framework should not overstate risk, says Sweden's bank supervision chief
Leaving rules "in flux" will harm market, CFTC commissioner warns
Risk is proud to present Quant Europe 2015, our annual conference showcasing the latest innovations in derivatives price modelling, risk management and quantitative strategies being adopted by leading financial institutions. Over the past ten years, this conference has provided a perfect meeting point for the quantitative finance community to present new research, cutting-edge practical applications and invaluable insights that attempt to tackle some of the most urgent challenges in the field of derivatives modelling, pricing, quantitative trading and risk management.
The recent financial crisis triggered in its wake myriad regulatory changes that continue to challenge the banking sector. As firms adapt to increasing demands and hurry to meet the strict deadlines imposed by regulators, blurred definitions and spiralling costs continue to cause concern. In these testing times, Risk is proud to launch Bank Risk Europe 2015. Launching in London on April 13 and 14 2015, Bank Risk Europe will gather the key players in the banking industry as they discuss and disclose their private views on everything from the FRTB and IRRBB to risk culture and risk appetite. Assembling CRO’s and Heads of risk from across the board, as well as influential figures from the regulatory community; Bank Risk Europe is the exclusive forum to hear from those responsible for ensuring the smooth transition and implementation of such profound change.
Risk is delighted to announce the launch of Buy-side Risk Europe! Taking place on 15 April, with a separately bookable post-conference workshop on 16 April, the event brings you a packed agenda, featuring the key risk management challenges currently facing the buy-side community. The exciting new agenda features a keynote presentation from a leading alternative asset manager CEO. Well known pension fund risk professionals from across Europe discussing and debating interest rate and inflation risk within ALM. Lastly, prominent CROs will join force to deliberate their main challenges and answer your questions in the closing roundtable discussion.