Dodd-Frank rule seen having muted impact on market-making by banks
Barney Frank "not embarrassed" to be cause of increased compliance bill
Financing cost for hedge fund marketing in Europe could reach "unviable levels"
Only banks with ¥6tn in derivatives must trade swaps electronically
Singapore and Mauritius could benefit from plans to change tax treatment
Developed-economy central banks still wary of renminbi inconvertibility
In this paper, we consider the problem of optimal partial hedging for a contingent claim subject to a preset hedging budget constraint. Under some technical assumptions on the hedged loss function and...
The management of a liquid asset portfolio that can be used to generate counterbalancing capacity in liquidity distress is quickly emerging as a core function in banks. The new Basel III liquidity risk...
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
Former MEP says UK would have "blindly copied" text of Basel III
Last-minute AIFMD applications may be rushed through by regulator
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Isda directors warn on fragmentation, access and liquidity - but expect problems to pass