News
Euribor fills panel gaps with Finland and Greece
OP Corporate Bank and NBG take contributors to 21 as administrator switches off “expert judgement”
FX automation plans focus on predictive analytics – panel
Panellists suggest banks could explore AI tools for foreign exchange pricing
People: Barclays’ macro trade reshuffle, UBS board moves, and more
Latest job changes across the industry
Asia moves: Senior hires at HKEX, UBS and more
Latest job news from across the industry
Hong Kong looks for digital response to trade reporting burden
New swaps reporting framework will include more fields than requirements in US or Singapore
OCC readies new intraday margin requirement
Draft measure would cover all options positions including 0DTEs
Loss of diversification benefits ‘will drive higher FRTB charges’
Independent study backs industry’s claims of significant rise in market risk capital requirements
New CDS index delayed by regulatory capital concerns
Dealer worries about impact of self-referencing trades derail CDX Financials launch at last minute
As legal letters fly, Cusip licensing debate rolls on
Cusip Global Services’ licensing agreements with third-party data providers sit at the heart of an antitrust case in New York
Banks, vendors mine AI for corporate FX hedging
New machine learning algos can help corporate clients adjust hedging ratios, but tech’s effectiveness is limited by data quality, experts caution
Calls grow for dealers to unbundle US Treasury clearing
SEC’s Gensler and NY Fed’s Neal turn up pressure on dealers to clear ‘done away’ trades
Regulators urged to back non-cash variation margin
Market participants warn FSB on cash demands if banks curb collateral upgrade trades
China CDS users slow to embrace new credit event panel
Decisions from Nafmii determinations committee yet to be switched on in agreements
Bloomberg to launch T+1 FX fixing
Index arm to offer benchmark for value tomorrow outrights that settle in line with new US securities timeline
Foreign funds are bulls in China’s onshore commodity futures
Growing participation from overseas investors is boosting liquidity in what’s already a boom market
Equity vol convexity selling gains momentum
Risky hedging strategy is attracting interest but can investors learn from past convexity blow-ups?
US large bank CRE risks could be understated, say researchers
Community banks have the most direct exposure, but systemic banks extend more credit to REITs
SpectrAxe fires up OTC FX options Clob
Go-live marks first electronic all-to-all venue for buy-siders trading the instruments
New CDS index aims to broaden hedging of US bank exposure
CDX Financials will include inactive or untraded single names referencing smaller institutions
JSCC presses for US client clearing exemption
Heightened yen rate risk adding urgency to US funds’ calls for swaps clearing access
Cuts and points – how the Dealer Rankings work
Dealer Rankings 2024: We have a simple way to compare dealers. Sort of simple, anyway