The effects of high-frequency trading activity should continue to be monitored, but the practice adds value to the forex market, argues a senior Bank of England official
The financial crisis has thrown up numerous opportunities to study the relationship between volatility and liquidity – from the freezing of structured credit markets to the 2010 flash crash – but Nobel...
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
Rudi Bonte at Belgium’s central bank understands twin peaks supervision, having worked through its implementation there. And as a member of the Basel Committee and the European Banking Authority, he knows what to expect from Basel III and European standards....
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
As of April 3, typing the phrase ‘Working Group on Margining Requirements’ (WGMR) into Google yielded a total of three results – the same number as the Bangor Biscuit Appreciation Society (BBAS). Without meaning to impugn the BBAS, that’s a...
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. In doing so, it could also create a liquid asset...
Equity portfolios are marked-to-market on the assumption that each share will recoup that amount of cash – but exiting large positions has a market impact, wiping out value. New research indicates this dynamic may be governed by a universal law. Laurie...
US block trading rules have been reproposed following intense criticism, but many dealers suspect the new methodology has been designed to produce the same end result. By Peter Madigan
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
USA, 5th Jun 2013
UK, 12th Jun 2013
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Brazil, 12th Jun 2013
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