Quant Congress USA: CCPs struggle to model conditional losses and auction behaviour
Promises of trades 'were not reward for help rigging benchmark'
Increase in volatility as traders exit positions to fund equity portfolios
More News articles
Official post-mortem considers claims that options hedging amplified October 15 move
Manipulation was standard practice, maintains Hayes
Nearly 90% say agency is right to assume swaps won't be bailed-in
Fewer energy firms reporting to Platts and other index publishers, report says
Fund has large fixed-income assets but there are limited hedging opportunities available
Former trader says adjusting Libor to suit commercial interests was company policy at UBS
Regulator proposes cuts to capital charges, but insurers say more needed
Trader responds to claims he induced brokers to skew their Libor recommendations
Trader argues trades were meant to appease, not reward, brokers
Autocallable knock-in levels under pressure but losses averted
With sufficient clearing options now available MAS is ready to set out clearing mandate
New trading book rules will “make the situation worse, not better” says Napier Park's Dorfman
Manager’s signal to trader: 'Carry on doing it but don't send emails'
Matching up risk factors should avoid collateral headaches, hub hopes
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