News / Risk magazine
Numbers compiled by Isda show huge drop - other sources claim smaller fall. Dealers say people "are tiptoeing their way in".
Market participants detect new mood on cross-border issues: "The two clearing regimes aren't really compatible, but neither side wants to start a shooting war"
Two companies say they have not been able to report to the DTCC's repository, and stopped trading swaps as a result
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More News / Risk magazine articles
"We need a solution," says Esma spokesman
Emails to customers cite backlogs in rates and exchange-traded derivatives - users say repository has been "victim of its own success"
Market is split on how to report volumes for multi-legged trades
Platforms will need to obtain paper copies of users' contracts in order to confirm non-cleared trades
Finnish issuer expects to hand out 10,000 identifiers, but had only reached 1,166 last week - and the story is similar elsewhere
Repo netting criteria in the revised leverage ratio may be less forgiving than banks first thought
Market participants welcome 90-day grace period as CFTC promises “thoughtful solution”
A bad-tempered congressional committee hearing sees US regulators quizzed over Volcker rule costs
Regulators have left industry to come up with Emir trade identifiers - a huge mistake, according to one corporate treasurer
European proposal limits risk management tools to clearable swaps only, preventing options-based hedges
Number of legal entity identifiers is sitting at 83,337 – well short of the required total, which is estimated at anything from 100,000 to one million
Jon Kinol will lead a new electronic market-making project, leaving David Tait as sole head of the bank’s macro products group
Deutsche Bank hires Nomura’s Neal for listed derivatives
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.