News
Corporates look to tackle unhedgeable inflation indexes
As inflation risks mount for corporates, some are finding their exposures are linked to niche indexes
Hedge funds pile into short volatility QIS options
New twist on capturing vol premium remains popular despite mixed performance in August vol spike
Exotic FX derivatives bets in play as US election vol jumps
Forward volatility agreements see profits for funds; new trades include vol knockouts
More cleared repo sponsors join Eurex ahead of cross-margining
End of TLTROs for banks and pension fund search for liquidity management tools drives uptake
People: All fall in at Citi, TD turbulence, and more
Latest job changes across the industry
CGB steepener trade gains traction amid PBoC actions
Stimulus measures and warnings on long-dated yields have seen basis more than double since March
Clearing members rattled as CME approved to launch its own FCM
National Futures Association registration sharpens concerns about conflict of interest with CCP
CME files application for US Treasury and repo clearing
New entrant believes direct user access model will avoid accounting problem that hampers rival FICC
New benchmark to give Philippine peso swaps a fillip, post-Isda add
Isda to include new PHP overnight rate and Indonesia’s Indonia in its next definitions update
Boeing’s descent to junk doesn’t scare investors
Analysts and managers say market can absorb any selling pressure from potential downgrade
Banks take aim at Gruenberg’s brokered deposit rule
Regulatory lawyers question need to reverse 2020 rulemaking just four years later
CME’s FX Link sees bumper volumes as dealer use cases grow
Offsetting rates impact and FX swaps price discovery cited as new reasons to use venue
Hedge fund surge in momentum EGB trading stirs unease
Dealers voice concerns that crowded positions could lead to liquidity squeezes following mass unwinds
Time running out to backload Emir derivatives reporting
Significant slice of legacy trades still not ready for new formats, as October 26 deadline looms
Gensler to stick to Treasury clearing timetable
SEC chief promises to keep up the pressure for done-away trades
Rates movements boost FX net investment hedging
Changing differentials bring more positive carry opportunities for corporates
Clearing houses fear being classified as Dora third parties
As 2025 deadline looms, CCP and exchange members seek risk information that’s usually deemed confidential
IASB cautions hedging fix won’t be perfect, but it will help
Banks optimistic that new model could prevent broken hedges driving balance sheet volatility
BNY to launch ‘done away’ UST and repo clearing service
Service aims to offer collateral efficiencies for tri-party repo, and create much needed clearing capacity
Popular CNY carry trade starts to lose traction
Investors seek unwinds of China govvies swapped into USD after FX and rates movements dent its appeal
China stimulus creates hedging headaches for HK warrants
Dealers say options liquidity issues during Hang Seng’s rollercoaster ride made the products tricky to risk manage and price
MUFG blocks vendors that refuse to reveal subcontractors
Risk Live: US arm of Japanese megabank asks first line to sign written waivers when risk advisories are ignored
Citizens’ growth won’t bow to regulatory thresholds, CRO says
Risk Live: Bank faces stricter capital and liquidity requirements if it crosses $250 billion in assets
Asia moves: senior hires at Citi, BNP Paribas, and more
Latest job news from across the industry