GARP
Stick to the fax? Isda seeks to revamp close-out notice methods
Plans to update termination notice provisions still won’t quite pull the plug on use of fax machines
Treasury traders remain wary about adopting algos
Yet proponents insist US government bond market is ‘ready for disruption’
The real deal: the challenge of real interest rates
Understanding real interest rate dynamics as inflation transitions is vital, say Crédit Agricole traders
GFXC to entice buy-side code adoption with ESG tie-ups
Rating agency partnerships would link FX code adoption to ESG scores
ECB group sounds alarm on ‘sluggish’ Euribor
Money market participants question robustness of key eurozone rate after methodology changes
LCH Japan plan signals new fight for global clearing model
UK-based clearing house faces “uphill struggle” against JFSA location policy on yen derivatives
Ukraine nuclear scenarios: black enough for you?
A nuclear strike on Ukraine would open the door to the pit; our readers guessed how markets would fare, with surprising results
SA-CCR gives RBC a chance to prove its worth
RBC attempts to entice buy-side clients with aggressive FX forwards pricing strategy
CLO managers snapping up discounted high-yield bonds
Holdings in European CLOs top 8% as managers push to increase caps on fixed-rate assets
Blockchain startup Symbiont files for bankruptcy
Clients included Citi, State Street and Vanguard
Does ESG investing have a problem with fiduciary duty?
Q&A: Fiduciaries must be able to show returns are driving investment thinking, says fund law professor
A crypto CCP is still a CCP
For crypto infrastructure rules, regulators need speed before perfection, says former BoE adviser
Broken chains: how DLT code switch compounded ASX fail
Vendors deemed to suffer most in fallout from “paused” blockchain settlement project
Leaked EC clearing proposal leaves question mark over LCH
UK CCPs expected to secure equivalence, but “vague” active accounts mandate sparks fears
FTX failure resets US crypto legislative programme
Lawmakers expected to seek stronger customer protection; industry wants flexibility for DeFi
CLO equity investors stung by Libor basis
Growing mismatch between one- and three-month tenors slashes payouts by a third
Why the search for cheapest-to-deliver bonds just got harder
Interest rates uncertainty triggers bargain hunt among futures traders
How risk managers can stop the FTX infection from spreading
Segregation and transparency can save investors from imploding crypto trading venues
Equity swap clearing: LSEG aims to sway naysayers
Initial margin, SA-CCR and Archegos fuel comeback of total return swap clearing, but scepticism remains
EU expected to publish clearing proposal on December 7
Requirement for actively managed accounts in EU still being discussed by European Commission
No clear gain: banks question SEC’s Treasuries clearing plan
US Treasuries dealers say clearing won’t help post-Covid illiquidity – and could harm it
Citi quants’ AI model aims to hedge earnings surprises
Machine learning tool forecasts effect of shocks on implied volatility surfaces in minutes
Illiquid assets throw UK pensions off balance
Collapse in equity and bond prices leaves some funds with outsized exposure to private holdings
Credit Suisse’s new markets strategy builds on the old one
GTS is scrapped, but blueprint of connecting wealth management to markets remains intact