News
Kauffman report against ETFs “filled with holes"
Kauffman report against ETFs “filled with holes"
Sovereign two-way CSAs would probably resemble one-way posting, says Dutch DMO
High thresholds would reduce credit and funding benefits of two-way CSAs for banks, DSTA head says
Risk Middle East: Industry-wide stress tests to become part of life, says CBB
A new focus on tail risk is making stress testing a key tool for banks - and also for their regulators.
Video: Simple is a good starting point - the LLMA explains its pricing framework proposals
Guy Coughlan talks to Life & Pension Risk about the LLMA's longevity derivative pricing framework - and how to stimulate the market
Commissioner presses to speed up Dodd-Frank rule-making
CFTC continues derivatives reform rule-making, staff and commissioners concerned about timetable and resources
Risk Middle East: CROs face communication challenges
Senior risk managers seek more influence with business lines and top management
Risk Middle East: banks will go "back to basics," regulators warn
"You can't leave the monkeys in charge of the bananas," supervisor argues on opening day of conference.
Financial crisis whets appetite for LDI by German pension funds
German corporate pension plans turn their attention to interest rate and inflation hedging
Quant Congress Europe: Credit models linked to 'vicious circles'
Model risk comes from overuse of credit measures, as well as poorly constructed models, conference hears
Citi launches 10-year Vix ETNs in the US
Citi Funding is offering a hedge against the negative correlation between volatility and equity markets as well as an option to take a view on volatility.
Concern over scarcity of high-quality assets forces CCPs to broaden eligible collateral
Ice Clear Europe accepts gold for margin, while LCH.Clearnet is also working on extending eligible collateral
Quant Congress Europe: Basel III CVA charge political, says Swiss regulator
Finma official hits back at industry criticisms of counterparty risk charge, but concedes political pressure to hurt OTC market is undeniable
Barclays Capital’s VXX is bleeding volatility, analysts claim
An upwardly sloping term structure of volatility is dragging on the performance of the popular exchange-traded note.
Reform needs broader view, says former Cesr head
Regulators need to look beyond capital structures to human issues, says Docters van Leeuwen
Nat gas hedging hit by regulation and fundamentals
Experts link drop in natural gas trading activity and liquidity to fundamentals and regulatory uncertainty
Barclays Stockbrokers launches emerging markets certificate
Barclays Stockbrokers has launched an autocall certificate based on the MSCI Emerging Markets index.
RBC acquires Fortis Wealth Management Hong Kong
The Canadian bank wants to hire up to 300 wealth management staff in Asia during the next four years.
Argentina not addressing anti-money laundering failings says FATF
FATF moves to attack Argentina for lack of progress in AML; while Hong Kong acts to shore-up deficiences reported in 2008
Gregory joins Solum Financial
Former BarCap credit quant joins capital markets consultancy
German investors use ETF products as "short-term investment tools"
German investors use ETF products as "short-term investment tools"
MF Global appoints Mike Blomfield as Asia-Pacific head
MF Global Holdings has announced the appointment of Mike Blomfield as managing director of its Asia-Pacific operations.
UK Wrap: Plan managers diversify away from FTSE
The products this fortnight offered an exciting variety of commodities, emerging markets, the Eurostoxx index, S&P index and the FTSE index
Janssens to head JP Morgan treasury & securities services in Japan
The US bank's treasury and securities services chief for Asia, Thomas DuCharme, has named his team heads for Japan and South-east Asia
Insurers, not banks, driving liquidity trade
Insurance sector's hunger for high yields, rather than banks' thirst for short-term funding, driving liquidity trade