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Hedge, reinsure or restructure: insurers mull risk-margin fixes
Advisers are pitching ideas to help companies deal with rate-sensitive risk margin
Basel proposal to cause ‘huge problem’ for TLAC market-making
Proposal requiring banks to deduct holdings of other banks’ TLAC debt could restrict market-making
Dealers baulk at new SME derivatives rules
Priips to force banks to publish cost analysis of corporate trades
Changes to fundamental spread help UK insurers, not others
Recalibration of part of Solvency II makes little difference to euro volatility adjustment
Basel op risk reform proposal expected to be delayed
Consultation on scrapping operational risk modelling is now expected in early 2016
FRTB may lead banks to take more risk, says Deloitte
Analysis shows some trading desks receive lower capital with stressed market risk charge
EU regulators split over using initial margin to resolve CCPs
Rules on CCP resolution were due last month but are now slated for February
Basel Committee 'will move' to more sensitive leverage ratio
Regulators want to switch CEM for SA-CCR, conference told
Energy traders hit back at French regulator over interview
Industry group blasts AMF stance on Mifid II ancillary business test
Banks say multiple-point-of-entry firms gain TLAC advantage
No equivalent cap on aggregate buffer for G-Sibs that face resolution as single group
Lawmakers slam 'overzealous' FSOC over non-bank Sifis
Size was the primary factor in designating insurers as non-bank Sifis, FSOC member admits
Carney: leverage ratio could limit clearing benefits
European officials should look at the impact of the leverage ratio on clearing, the Bank of England chief tells MEPs
Shell may shift trading to US or Singapore over Mifid II
Oil major exploring “all possible options” for compliance, official says
Bafin's Hufeld: op risk modelling 'almost impossible'
AMA can go, but other models will stay, Felix Hufeld tells Risk.net
Asset managers urge SEC to adopt swing pricing
Rule change could help funds navigate illiquid markets, asset managers claim
Banks clamp down on pre-hedging over manipulation fears
Front-running concerns could leave market more exposed to liquidity risk
EU uncleared margin rules expected by January – EC official
European regime draws on global principles
UBS case shines light on proprietary index disclosures
US dealers’ custom index operations under heightened scrutiny following SEC enforcement action
Q&A: Taiwan’s finance watchdog on Tarfs and deregulation
Tseng defends FSC’s mix of looser rules and restrictions on derivatives
For a few dollars more: Japan banks tackle dollar/yen basis jump
Soaring cross-currency swap prices force dollar funding rethink
‘There’s room for two’: reactions to Tullett/Icap deal
Hard work – and risks – facing voice specialist, say dealers and brokers
Prime brokers expanding but credit funds 'shoved out the door'
Bank overhaul of prime brokerage hurting some more than others
Eurex and LCH reject one-day margin regime for futures
Decision on whether to copy US rules still in the balance, says Esma
Basel Committee readies op risk and FRTB releases
Supervisors under pressure to finalise post-crisis reforms to capital rules