How much margin is missing in sovereign swaps? The stress test had the answer
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
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More Joe Rennison articles
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
State-specific timelines are making it difficult to compare data
Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Isda chair's comments at odds with industry calls for bigger CCP capital cushions
Moving reference rate from Fed funds to GC repo rate to pose few problems
Icap takes the top spot as brokers struggle with Sef switch-on
Powell says Fed will "make sure" move happens in coordinated fashion
Central bank will coordinate switch to new risk-free benchmark
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