Working Group on Margining Requirements is keeping a low profile
Deutsche's Bänziger to go, while Fan becomes securities co-head; BoE's Tucker gets CPSS role; Ashley shakes things up at Nomura; unhappy Goldman trader adopts scorched earth policy
The extraterritorial scope of US margin rules would have left US banks’ overseas swaps business in tatters, but an international working group looks set to deliver a reprieve by endorsing similar rules
The cost of liquidation
Attack the block
In depth: bank capital introduction
The funding squeeze
Out of the clear?
The LEI vision
China launched its version of the credit default swap market nearly 18 months ago – yet activity has almost ground to a halt due to a combination of inflexible rules, lack of standardisation, and an approach to the concept of credit default that is...
Cutting CVA corners
Beware of data leverage
Exploring constant maturity asset swaps
Each and everyone
Stress testing with fully flexible causal inputs
Constant maturity asset swap convexity correction