News
Basel open to liquidity rule changes
Basel open to liquidity rule changes
Barclays ETNs access the 'pure beta' of commodity returns
Barclays ETNs access the 'pure beta' of commodity returns
$20 million capital hike for major swap participants
All MSPs and swap dealers to hold minimum $20 million under CFTC proposals
Splits emerge in CFTC and SEC swap product definition rules
Agencies largely aligned, but conflicts remain after 10-month negotiation
CFTC regulators favour extending Dodd-Frank comment period
CFTC cost and timing concerns continue; FTRs and commodity forwards exempted from swaps definition
Citi’s Gerspach: $12.7 billion accounting switch was legit
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO
Banks rail against FASB netting proposals
Dealers say gross figures over-inflate balance sheet and misrepresent risk
RBS names Skeet head of FIG
RBS has appointed Tim Skeet as a managing director, financial institutions group, in its debt capital markets division in London
Video: Market risk reporting requires standardisation, says Risk Europe keynote speaker
A plethora of methodologies for reporting market risk in annual reports makes transparency impossible, says Sanjay Sharma at Risk Europe in Brussels
Higher collateral demands have reduced hedge fund systemic risk, say Risk Europe panellists
Panellists at Risk Europe, held in early April in Brussels, claim banks are demanding much higher levels of collateral from hedge funds today, reducing a source of systemic risk
Isda's Pickel addresses friction between rules and commitments
Speaking in a video interview, Isda executive vice-chairman Robert Pickel said regulators are aware that inconsistencies could emerge between legislative requirements and Fed letter commitments
Banks will pass on regulatory costs of derivatives transactions to clients, says Shirvani
Outgoing Isda chairman Eraj Shirvani spoke to Risk's deputy editor Duncan Wood about how derivatives operations, and end-users, will have to adapt to the impact of new rules
Volcker rule still months away as CFTC prepares latest Dodd-Frank proposals
Prop trading ban delayed by inter-agency discussions and implementation challenges
Deutsche offers currency-hedged ETCs in London
Deutsche Bank has listed sterling-hedged versions of its gold, silver, oil and agricultural exchange-traded commodities
Fitch rates Australian covered bond legislation
Fitch Ratings endorses Australian draft legislation on covered bonds, but says market needs more detail on reporting requirements
Lehman minibond resolution may be approved despite dissent
Lehman minibond resolution may be approved despite dissent
BAML offers Pairs exposure strategy for equities and ETFs
BAML offers Pairs exposure strategy for equities and ETFs
Index roundup
Index roundup
ETF roundup
ETF roundup
UBS snags Groothaert in Luxembourg Financial Group acquisition
UBS snags Groothaert in Luxembourg Financial Group acquisition
New York Fed RMBS sales go smoothly
Auctions of AIG legacy portfolio delivering a solid result for the Fed
Contrarian strategies could reap dividends, says BNP Paribas
BNP Paribas says the current focus on global macro factors means now is the time to get back into stock selection and European equities
Deutsche restructures Taunus to avoid unnecessary capital movement
Despite reports the German Bank is seeking to sidestep new US capital rules, the restructure of Taunus will help Deustche Bank put capital to better use