The two biggest clearing houses for interest rate swaps, CME and LCH.Clearnet, have different margin models – which may affect the prices charged to clients by clearing members. It could also affe...
Products with five-year guarantee period should be deemed immaterial under Eiopa’s new criteria, say actuaries
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As cyber threats continue to grow for financial institutions, it’s no surprise that regulators are becoming increasingly concerned about the operational risks they give rise to. The OCC’s Caroly...
Esma acknowledges industry concerns over delegated reporting provisions and confirms it is considering a one-year delay
Simple, but sensitive
Managers look internally after fellow fund indicted on insider trading charges
A charter for change
Pick and mix
Rule change could see growth in swaps indexed to federal funds rate
Lawyers split on whether subordinated debt will be made convertible by law
Physical trading by banks said to inflate commodity prices, increase systemic risk and threaten shortage of beer cans
Global regulatory agenda drives switch from market-based incentives to clearing
But concerns about disjointed global accounting standards
European energy traders say worries about the impact of Mifid II are chilling activity in longer-dated power and gas
Banks are staffing up for a livelier foreign exchange forwards market, but taint of Libor rigging is limiting pool of new traders
Annual report shows case costs rising and convictions falling in Green's first year
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.