News
ECB adviser admits more clarity needed over stress tests
Regulators criticised for reticence over why they rejected some test results
Fragile markets prompt banks to rethink tail risk
BNP Paribas and BTMU tout ‘scalable’ stress testing
Ice considers moving Brent contract to avoid EU margin hike
Ice says move is “not an outcome we want to see” but Emir margin could drive users away
CFTC sent special calls by mistake, Giancarlo says
'Fairly threatening' letters caused consternation among derivatives end-users
Top Barclays executive sets out ways to assess risk culture
Senior auditor calls for mix of metrics and judgement
Audit firms driving CVA uptake by Hong Kong and Singapore banks
Local banks have so far been reluctant to move beyond regulatory CVA requirements
ECB seeks end to capital carve-outs worth €130bn
On Thursday, eurozone bank supervisors will be asked to give up dozens of safe harbours
No commodity futures extension to Hong Kong Stock Connect
China will instead look to build futures trading onshore via the Shanghai free trade zone
Australia probes AUD spike prior to rates decision
Australia's authorities look into sudden moves in the Aussie's value
Banks see clash in Basel's trading and banking book work
Draft rules on interest rate hedging could set back arbitrage fix, critics claim
Record low HSCEI skew as Hong Kong markets boom
Call option volumes trebled in April as bourse hits multi-year highets boom
Taiwan mandates CVA implementation for all listed banks
Banks will have to account for CVA, but are not expected to price it into OTC deals
Small banks underpricing FVA, dealers claim
Dealers claim to be losing trades because smaller rivals are mispricing
ABA hits out at minimum capital floor proposals
Australian banks say minimum floor will reduce risk sensitivity of the Basel framework
Financial trading worsened oil plunge – Risk.net poll
Most respondents say paper trading had some impact, but disagree on how much
Basel cuts credit spread charge from banking book work
Charge was felt to be "too difficult to capture" without complex rules
LCH warns on CCP ‘auction risk’
CCP stress tests should consider possibility of failed auctions
CME has “no plans” to corner invoice spread market
Dealers still worried exchange has motive and means to create monopoly
CCPs urged to coordinate on default management
Regulators may need to provide a framework for CCP interaction
Pressure builds on CFTC to outlaw post-trade name give-up
Controversial practice will not ‘go away’ without action from regulators
Consumers exceeding bank credit lines slows oil hedging
Many have large unrealised losses from trades in second half of 2014
Bundesbank's Dombret: shadow banking oversight is “miles away”
Regulators may never be able to fully monitor risks created by shadow banking
IEA, IEF and Opec probe role of markets in oil crash
Impact of US shale, speculation and bank commodity exits high on the agenda
Oil indexation battle continues despite oil collapse
Europe’s utilities still pushing for hub-based gas prices amid oil rout