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Mifid data: hard to access, hard to use
Risk.net research shows four of 12 APAs and trading venues only provide information via other vendors
Vol virus: how a CCP basis leapt from swaps to swaptions
A clearing house basis has opened up between JSCC and LCH on yen swaptions – despite neither clearing the product
Single-dealer platforms win in Mifid forex shake-up
Best execution rules not driving liquidity away from sole dealer platforms as expected
Fed risk rating system unifies stress testing and 3LOD
Some banks have qualms over potential downgrades and overlap between first and second lines
Start-up fund looks to profit from early-stage bubbles
Market feedback loops have a signature that can be spotted and monetised, new fund SIMAG says
Fixing CDSs: lots of patches, no magic wand
Isda response to Hovnanian controversy could open new loopholes, traders warn
FRTB threatens dynamic forex hedging of capital ratios
Industry says recent Basel proposals are unclear and retain burden of pre-approval for hedges
Don’t wait for freight: suppliers look to boost demand
Growing interest in shipping derivatives means FFA market needs to change
The long march: ECB struggles with supervisory convergence
Anti-money laundering supervision and emergency liquidity assistance still run at national level
Fears persist about forced unwind from ‘implicit’ short vol funds
February sell-off could presage a bigger slide if correlations change, buy-siders say
Power to the people: US bourse bets on retail rush into swaps
Eris Exchange hopes retail access to its swap futures will usher in new era of swaps for all
Chinese oil future could be first of many in Asia
Traders optimistic over long-term prospects for INE RMB crude future
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