Feature
CCAR leaves modelling teams short of time and staff
Fed stress tests are a "perfect storm of pressure"
Insurers testing exotics for Solvency II optimisation
Dealers tackle uncertainty over basis risk
Mifid II sparks frantic lobbying push by EU energy firms
Industry faces countdown as decision from European Commission looms
Korean crunch: how HSCEI fall hammered exotics desks
Dealers lose over $300 million in scramble to hedge autocallables
Banks and platforms brace for Mifir privacy reporting wrangle
Mifid II reporting could breach third-country privacy laws
Adios AMA: Basel proposal to bin op risk models worries banks
Firms doubtful about risk sensitivity of standardised replacement charge
Nasdaq grows energy sales team with ex-Goldman hire
Other commodities moves at Barclays, Scotiabank, Koch, Noble Group and Castleton
Bail-in divisions put bank swap ratings in doubt
Europe's fragmented resolution rules threaten Moody's framework
Surveillance of EU energy markets set to increase
Officials hope to catch cross-market schemes by monitoring Remit data
Banks forlorn over new Basel counterparty risk charge
Standardised risk charge delivers few benefits, and plenty of trouble
Firms tap Solvency II know-how for accounting overhaul
IFRS changes will be next challenge for European insurers
RMB fall forces Chinese corporates to rethink hedges
Exporters dump forwards; others hedge for the first time
Revenue put options gain popularity in US power markets
Morgan Stanley seen as top dealer in emerging risk management niche
Op risk experts question banks' cyber strategy
"Stupid hurts just as much as malicious," says Mark Clancy at DTCC
Bafin planning to gold-plate asset rules, insurers claim
Firms think investment limits will continue to apply after Solvency II
LDI funds cool on zero-coupon swaps as price jumps
Clients complain of six-fold hike after rates volatility hits dealers' par swap hedges
Esma's Mifir endorsement of ISIN identifiers questioned
Markit and Bloomberg claim Red codes and Figis should be used for trade reporting
Buy side held back by confusion on cross-trading swaps
CFTC's swap trading rules hamper internalisation, lawyers say
Dealers fret over Basel CVA revisions
Punitive standardised approach may replace modelling
Double standards: CFTC margin rules redefine key concepts
When is a US person not a US person? The CFTC has the punchline
Copycat living wills may see dealers avoid US fines
Banks share law firms in bid to avoid sanctions, say lawyers
New RBC regime sees China insurers overhaul products and ALM
China's new insurance solvency regime starting to impact the market
Dealers trash Section 871(m) reforms
Controversial tax reforms would foist “unworkable” compliance burdens on firms
Index providers clash over evolution of multi-factor products
Battle of ideas on how best to offer new wave of smart beta exposures heats up