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Brexit novations ‘on hold’ to gain reg relief
Early swaps movers would be subject to clearing and margin rules if deal agreed or Article 50 extended
Mifid data publishers drag feet on Esma guidelines
Four publishers yet to align post-trade data format with Q&A issued eight months ago
VAR model under scrutiny as RBS’ breaches spike
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Risk Quantum
Data insights, delivered daily
Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Editors' choice
SOFR, so bad: liquidity lags transition ambitions
Thin current trading may lead to poor fallback choices, and dim SOFR’s appeal ahead of Libor’s death
Big Figure
IFRS 9 finds favour in Asia
New accounting rules are driving the uptake of long-dated forex hedges among Asian corporates, as growing geopolitical concerns heighten currency volatility.
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Comment
Swaps data: SOFR volume and margin insights
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Our Take
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