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Brexit leaves insurers playing regulation waiting game
Local regime likely to be tougher than Solvency II, although risk margin might change
UK law sparks bonfire of ‘unfair’ structured product terms
Obscure provisions in UK Consumer Rights Act could threaten issuance programmes
EU moves to resolve bank bail-in debate
Council urges EC to clarify implementation of MREL and TLAC
Blockchain creators call for new reference data paradigm
Derivatives trade identifiers to leverage off cryptographic hashes
Insurers eye secondary annuities as perfect matching asset
Some UK firms see nascent market as source of ideal hedging tool
Brexit spurs rethink of political risk at global banks
Some banks are reserving capital against political risks, such as Brexit
Funding flap: dealers slam NSFR impact on derivatives
Banks fume over “extremely punitive” funding costs from liquidity rule
US model risk rules put lions back in their cages
Impact of Federal Reserve and OCC model risk guidance is being felt well beyond US banks
Start-up UST trading venues face clearing hurdles
Gaps in central clearing are stifling the emergence of all-to-all trading venues for US Treasuries
Dealers renew push for standardised CSAs
Banks hope LCH platform will help cut costs and complexity as non-cleared margin regime looms
Compliance burden jeopardises EU securitisation revival
Parliamentary rapporteur undermines STS with investor due diligence plan
UFR change would ‘threaten’ Solvency II political compromise
German policy-makers talk tough in opposition to lowering of discount rate
Three months left: dealers fret over slow start to Simm tests
Banks "still working like mad" in race to implement standard margin model
SEC prepares Dodd-Frank buy-side stress tests
Asset manager stress tests aim to measure fund liquidity and contagion risks
Hidden floor: dealers tackle negative rate CSA headaches
Banks pushing clients to remove costly interest rate floors in collateral agreements
Energy trading firms race to improve analytics capabilities
Surging availability of data lets firms with best market insight gain an edge
Strength turns to weakness for old OTC market
Non-cleared notional falls $36 trillion as costs and complexity grow
Against the tide: why Kiwi banks want to be clearing members
Rising fees and absence of leverage ratio cause some New Zealand banks to consider direct clearing
Fed under pressure to rethink TLAC rules
US becomes the first G20 nation to propose total loss absorbing capacity rules, but deems existing debt ineligible for inclusion
Manipulation threat to FRTB data pooling
Concerns over the governance of submitted data and costs could spawn rival initiatives
CFTC clamps down on insider trading in derivatives
Bank traders who leak information about derivatives trades to hedge funds could face charges, CFTC officials say
Banks battle to preserve ‘good value’ IRB models
Improving credit risk modelling assumptions could soften Basel's push for input floors
Leverage ratio blamed for big swap unwind charges
Buy-siders complain of 'ridiculous' costs to exit trades
SMA proposal fires up op risk managers
Banks say backward-looking SMA is easily gamed and will lead to high and volatile capital charges