Asset management
Marathon: expand hedge fund role in Europe's capital markets
Hedge funds to follow US model by taking on bank risks
Wells Fargo set to launch self-cleared prime brokerage
Bank's head of prime services say launch is "a couple of weeks away"
Insurers seek to consolidate proliferation of models
Insurers seek an easier way to generate reports as regulations rise
US Sifis still in the dark on capital standards
Uncertainty remains for big insurers, despite progress of Senate bill
EU-US split here to stay, exchange heads fear
Eurex's Preuss and CME Group's Gill warn on regulatory asymmetry
Equity strategy launches turn post-crisis corner
Reversal of three-year negative alternative equity sentiment
Low yields and low volatility a growing bubble
Fed-sponsored low rate environment a ticking time bomb
Take care with repo market, ECB's Bindseil urges
Banks claim new rules will force repo business into hands of hedge funds
Hedge funds warned fee ratios still too high
Costs have fallen already, but investors demand better deals
Maijoor: defining Mifid II liquidity is "major task"
Esma needs help to balance transparency and liquidity, says authority's chair
G-7 promises to complete bulk of crisis reforms this year
Too-big-to-fail issue, swap market overhaul and shadow banking all on to-do list
Positive MBS momentum from R&W settlement trades
Legacy non-agency market benefits from anticipated payouts
PRA ramps up monitoring of valuation risk
Regulator reasserts governance and control requirements ahead of Solvency II
Investors look to profit from record low equity volatility
Hedge funds holding their nerve in game of volatility limbo
Transatlantic swap liquidity split persists – Risk.net poll
US rules have broken the swap market in two, according to 60% of respondents to a poll
Reinsurers challenge enhanced G-Sii assessment
Swiss Re's Brahin says interconnectedness overstated
Investors poised as banks weigh fixed-income spin-offs
Ultra-high-net-worth investors ready to sink $300 million into market-making revolution
Asset quality trumps hedging cost in volatile currencies
Correlation of currency and underlying asset militates against hedging
Systemic insurers to delay structural reform
Systemically important insurers will stop short of committing to plans
Firms urged to use Orsa to generate business value
Assessment should be integrated in management planning
Asia volatility indexes mirror pre-crisis market conditions
Low leverage this time should result in milder correction than 2008/9
Oesa: Europe little to learn from US clearing roll-out
US would have benefited from pragmatic European approach
Insurance Risk Nordics: European supervisory culture needs to evolve
Authorities must adapt to challenge of Solvency II along with insurers
India election drives record equity derivatives volumes
Post-election rally likely to further increase sales later this year