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Bridge to nowhere: gaps in Treasury G-Sib bankruptcy plan
US bankruptcy-first approach needs more thought on emergency liquidity, say experts
The battle for the back office
Post-trade incumbents at risk as Isda and others search for standards
A floored plan: Europe’s CCP recovery rules draw fire
CCPs and clearing members both unhappy with proposed allocation of non-default losses
Commodity Rankings 2018
A big night out for the winners of the Commodity Rankings awards
Holdco wars: Asia may retaliate against EU plan
European holding company requirements for foreign banks threaten tit-for-tat response
Global fragmentation looms in FRTB data pooling stand-off
Smaller banks unwilling to hand over localised trade information to data utilities
Another Brexit: UK heading for Solvency II risk margin fix
PRA to approve local cut to risk margin but implementation may be postponed until after March 2019
European renewables turn to corporates as states retreat
Can corporate PPAs help smooth European power market transformation?
Tullett Prebon and the mystery Clob
How tpSef quietly kept voice broking alive in a regime designed for e-trading
After Libor: Japan, Australia look to multi-rate future
Using new risk-free rates alongside Libor equivalents gains industry support
Banks grapple with IFRS 9 and CECL loan loss forecasting
Ambiguity in rules sets up potential clash between banks and auditors over “reasonable and supportable” projections
Not waiving but drowning: EU banks face capital traps
Council and some MEPs try to kill cross-border capital and liquidity waivers in CRR II
Brexit: banks take the ‘no’ out of novations
Swaps clauses stop end-users blocking counterparty switch, making it easier to move trades to EU affiliates
Basel liquidity rules block Fed’s QE exit
LCR and NSFR could produce $1 trillion shortfall in plans for balance-sheet ‘normalisation’
Energy Risk Commodity Rankings 2018: A surge of energy
Top dealers continued technology push as hedgers fine-tuned risk management strategies in 2017
Vix curve gave warning of February volatility spike
Research by NYU’s Marco Avellaneda offers insight into short-vol strategy
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance
Shale, pipelines and hubs: turmoil ahead for US gas hedging
Regional market correlations in flux amid structural change
Quants needed: how finance can use power of quantum tech
New machines have big potential in AI, valuations and VAR, but tech giants like IBM need help from practitioners
Top 10 op risks 2018: model risk
Model risk re-enters top 10 amid avalanche of validation regulations
Top 10 op risks 2018: talent risk
Fears over dearth of talent across tech and risk management
Top 10 op risks 2018: organisational change
Banks fear pace of technological change will leave them exposed; others worry they could be superseded altogether
Top 10 op risks 2018: outsourcing
GDPR tipped to spark rise in disputes with third-party vendors
Top 10 op risks 2018: theft and fraud
Cyber theft fears widespread, but old-fashioned frauds dominate losses