Top story
Oil-linked structured products: investors take the plunge
Price drop and volatility spike drives interest in oil-linked structures
Piterbarg leaves Barclays; bank names new head quant
UK bank's head of quantitative analytics leaves after 10 years
The invisible incentives of clearing
Leverage ratio is making life difficult for clearing's gatekeepers
Equity derivatives in scope for FTT, say experts
But broad-based European tax unlikely to gain quick traction
Swiss franc losses blamed on liquidity gap
Options portfolios were impossible to delta-hedge, traders say
Massad and Giancarlo feared CFTC split claims over Sef white paper
CFTC chairman and commissioner discussed withholding Giancarlo’s calls for rules reboot
Leverage ratio threat to Eurodollar liquidity
Cost of benchmark contract will rise and liquidity will fall, clearers warn
UKSPA contests EU stance on liquidity risk ratings
Structured products trade body declines to include liquidity risk metric in ratings
Energy trading firms unready for Remit, survey finds
IT systems not geared for trade reporting under EU anti-manipulation law
Risk assessment warning for medium-term investment horizons
Such hedge funds cannot be assessed just by data
Grim repo: clearing touted as saviour for shrinking market
CCPs wary of risks as they vie to launch buy-side repo services
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
Regulatory caution slows India derivatives market development
India is courting global cash but barriers remain to foreign participation in market
CME fears futures clearing retreat
Leverage ratio could prompt FCMs to be more picky, warns CME's Sprague
FCA's Annex IV reporting system back up and running
Regulator will be lenient on latecomers as glitches resolved
Lawyers back Esma in clearing dispute with EC
Clash leaves clearing timeline in "uncharted territory"
Oil, weather and Ukraine boost European gas volumes
2014 saw rising activity in Europe's exchange-traded and OTC gas markets
Basel rates split heralds soft landing, banks hope
First consultation paper on banking book interest rate exposure is expected in March
Conduct risk: put customers first says Eiopa's Bernardino
Regulatory scrutiny will go deeper than point of sale
Global banks look for profits in China ABS market
Regulatory change provides opportunity for international firms' structuring skills
Buy-side firms reject market-making role
Client mandates and compliance mean dealers cannot be replaced like-for-like
Banks struggle with tough rules on beneficial ownership
New systems and processes necessary to prevent illicit money flows
CME and LCH.Clearnet prep buy-side repo clearing
New clearing services could offer cross-margining benefits
Big banks expect to miss Basel risk data deadline
Markit study and Basel progress report find industry is lagging