Feature
R3 set to unveil blockchain for syndicated loan trades
Credit Suisse, US Bank and others to showcase results in March; no update on Digital Asset and JP Morgan project
Ferc manipulation definitions raise compliance fears
‘Vague’ anti-manipulation standards a source of frustration for energy firms
UK banks face increased XVA burden after ring-fencing
Funding spreads to raise FVA and MVA; netting splits to hit CVA
Why EU banks still refuse to die
A year on since BRRD came into force, the debate on taxpayer bailouts is far from resolved
Swaps play hidden role in UK banks’ ring-fencing plans
UK dealers avoid mass transfers of derivatives
The risk-parity fire sale that didn’t happen
Have fears of a co-ordinated sell-off by risk-parity funds been proven wrong?
Hedge funds shift gears on commodities
Investors have flocked back to commodities. And while analysts believe this will continue, hedge fund managers see traditional investor profiles changing
Mifid malfunction: Brexit breaks data foundations
Removing the UK from EU markets could derail new European trading and transparency rules
Late adopters: why buy-siders are sticking to RFQ
Asset managers have been slow to embrace alternative trading protocols in fixed income
Executive disorder: little threat to Dodd-Frank from Trump memos
Order to scrap two rules for each new one cannot capture bank regulators or repeal legislation
Autocall hedging set to push Euro Stoxx volatility higher
Rising index likely to trigger increased volatility, say dealers
Forex swap margin treatment uncertain ahead of VM deadline
With one month to go, market participants are still unsure how to treat foreign exchange derivatives
Banks seek to pry open CCP black boxes
Clarity on model inputs may have averted Brexit chaos, FCMs claim
Crowd trouble: the FRTB’s war on basis risk
FRTB will lead to build-up of risks around liquid benchmarks, dealers warn
Cramped by cramdowns: national hurdles for EU insolvency plan
Proposal to harmonise rules on debt stays and holdout creditors touches on sensitive issues
Energy firms assess costs of cyber attacks
Analytics are considered key to cyber risk management
Trump casts a shadow over US swap stays legislation
Changes to agency heads could delay or derail a vital part of bank resolution rules
EC gold-plating of FRTB raises risk of global divergence
Some interpret draft CRR II changes to NMRF framework as raising the bar for compliance
‘Great rotation’ highlights clash over unseen risks in factor investing
Gaps in performance of apparently similar products rekindle debate on index construction
Top 10 operational risks for 2017
Risk.net presents the top 10 operational risks of 2017, as chosen by risk practitioners
Energy Risk commodity rankings 2017: a return to risk management
Committed dealers reap the benefits of increased interest in hedging and investing
Insurers forced to choose between imperfect inflation hedges
Inflation is predicted to rise but hedges against it are getting harder to put in place
Questions remain after EC publishes position limits rules
Market participants raise concerns about extraterritoriality and hedge exemptions, while regulators are tipped to struggle
Soft numbers: quant firms look for signals in ‘squishy’ data
Environmental, social and governance information nebulous but valuable, managers say