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EU benchmark rules open to regulatory arbitrage, say rate-setters
Fears firms may seek to limit scope of publication if ‘index’ definition is too narrow
Firms fail to unlock benefits of key risk indicators
Risk culture and data problems have besieged KRI programmes, say authors of new book
Energy industry blasts ‘unusable’ CFTC commodity swap data
Vast variety of contracts, lack of coordination by SDRs led to reporting debacle
Goldman Sachs’ Frankel departs
Veteran derivatives markets exec says he may continue work on risk and margin projects
To assess liquidity risk, one must ask the right questions
A mathematician’s insight during World War II can help guide risk managers today
Non-banks push direct liquidity streams in US Treasuries
Dealers could save millions in broker fees and transaction costs, non-banks claim
European regulators lag on model validation, top quant claims
Supervisors in mainland Europe are 'all over the map' on model validation, says Morgan Stanley's Jon Hill
EU-US clearing deal ‘good enough’ to avoid CME exodus
Banks had planned to quit US clearer on February 21
BoE: leverage ratio carve-out needed for clearing
Collateral should cut exposure, says BoE, citing need to ensure "continuity" of clearing business
Banks collaborate on non-financial risk taxonomy
Operational risk practitioners from large banks working together on industry best practice
Swap auction frictions prompt search for new tactics
Standards may be needed to preserve benefits of credit-auction approach to big swaps
Priips stakeholders in final push for German-style risk ratings
European authorities’ risk scale “too conservative”, says trade body
Structured Products Americas Awards 2016: call for entries
Entries close on February 26 - read on for entry instructions
Dealer-run platforms face hard choices under Mifid II
MTF, OTF or SI: three options, but none that banks like
Avoiding crowds: BlackRock leads push to model 'endogenous' risk
A known flaw in conventional risk models is becoming hard to ignore in current markets
Banks explore spin-offs for cleared swaps desks
Non-bank dealers would escape Basel III; private equity seen as likely owners
Clearing fees up for 60% of swaps users due to leverage ratio
Survey of US asset managers reveals higher costs and reduced access to clearing
Euribor administrator woos banks to revamp dwindling panel
Efforts to double number of contributing firms said to face strong resistance
Irish supervisor sees insurance pricing as prudential issue
Regulator takes hands-on approach following insurance failures
Regulator consent to make or break BCBS 239 compliance in Asia
Local data laws clash with Basel’s risk data aggregation rules
FVA sceptics lose ground in valuation debate
Market needs to move on from theoretical argument and focus on numbers
EU banks plan to flee CME when key Emir date arrives
CCP oversight stand-off leaves banks in a bind as Feb 21 frontloading deadline nears
CRO says NY Fed faces same op risks as commercial banks
“The predominant risks the bank faces have shifted since the end of the financial crisis,” says Rosenberg
Bernardino: systemic reinsurers should get no special treatment
Eiopa chairman speaks to Risk.net on G-Siis, derivatives use and regulation of securities financing