News
Don’t count on vol regime change – BlackRock quant
“This time next year volatility will most likely be low,” says Fishwick
Treasury official calls on Fed to review FBO rules
Senate bill aims to relax US Sifi threshold but offers no relief for foreign banks
Canada’s banks go it alone with FRTB data utility
Local lenders reject advances of major data utilities to build own solution
Month of higher vol spurs equity derivatives trading
Turmoil benefits total return futures, cross-asset arbitrage and dispersion
Deutsche adds senior quant to risk methodology team
Theis leaves role as head of market models at Standard Chartered to join German bank
Nikkei sell-off puts Japanese autocall dealers on alert
Risk recycling may backfire if index slump continues
Latvian bank collapse casts doubt on moratorium plan
Lobbyists say handling of ABLV shows flaws in EC’s pre-resolution stay concept
Podcast: Mercurio on Libor, fraud and writing models on a plane
Post-Libor environment and financial crime detection to drive future research, says top quant
Deutsche joins Goldman in change of FX terms
German bank offers to share price-move gains with clients
Senate bill will not hurt big bank oversight – Powell
Fed chair says raising of Sifi threshold will not affect application of enhanced standards
JSCC to aid yen Libor transition with new OIS swaps
Market participants sceptical launch will boost liquidity enough to help move off yen Libor
Global regulation vice-president leaves MetLife
End of Sifi designation court fight reduces need for legal and lobbying work at US insurer
European legislators to exempt CCPs from new bank rules
Support in Council and Parliament suggests leverage ratio, NSFR exemptions will be in final text
Swaps users face tense wait for Euribor all-clear
Euro swaps market would have a year to replace rate if it fails to comply with EU benchmark rules
QE unwind won’t spur volatility, say quants
Bond-buying schemes have “almost zero” link to volatility of stocks, says Wolfe Research
Hong Kong prepares boost to equity derivatives booking
Proposed revamp of large exposure limits would allow netting to reduce capital charges
US clearing banks still push for leverage ratio IM offset
Potential cut in ratio and adoption of SA-CCR not enough to stop shake-out, FCMs warn
LME CTO leaves, Cogolludo to head Citi commodities, and more
Latest job changes across the industry
Market players struggle to access Mifid trade-report data
Approved publication arrangements break the spirit of new transparency rules, says lawmaker
BoE to authorise EU CCPs ‘at 00:01’ on Brexit day
Central bank hopes plan to preserve access for EU CCPs will be reciprocated
Fixed-value euro money funds set to disappear
EC’s dim view of share destruction leaves stable euro fund values impossible with negative yields
Top 10 op risks in 2018: IT disruption heads poll
Cyber risk dominates three of top four categories; model risk and mis-selling re-enter top 10
Old dispersion product signals new vol regime
Return of pre-crisis, ‘theta-flat’ trades an early sign of shifting volatility expectations
FCMs warn EU client-clearing rules could increase risk
Emir review calls for clearing access to be 'non-discriminatory' - might mean banks have to take risky clients