News
Stress tests at risk of becoming too complex, say bank heads
Regulator demands could lead to "tick-the-box" exercise, hear delegates at Quant Summit Europe
Industry calls for US Simm model approval guidance
Isda AGM: US banks in the dark over uncleared initial margin model approvals
EU energy firms ‘working in the dark’ on Remit reporting
Uncertainty lingers even as firms begin reporting bilateral power and gas trades
Internal model cull to create ‘perverse incentives’
Isda AGM: Standardised capital approaches create herding behaviour, says JP Morgan exec
MUFG head criticises internal modelling restrictions
Isda AGM: Mitsubishi UFJ Group CEO also sounds warning on sovereign risk weights and CVA
BoJ: unsecured overnight rate top pick for Ibor alternative
Isda AGM: New rate would complement rather than replace existing ones
FRTB packs bigger-than-expected capital punch
Industry study challenges regulators' estimate of a 40% capital increase
Massad denies silencing position limits analysis
CFTC economists stopped from critiquing proposed rule due to “priorities”, not politics
LCH and dealers clash over loss allocations
Isda AGM: CCP equity should not be spared, say clearing members
Blockchain faces obstacles in uncleared swap market
Isda AGM: Technology may have applications but will take time to gain market's confidence
Standardisation ‘a must’ for uncleared swaps
Isda AGM: Standard products and contracts key to product's future, say trading execs
Fintech needs new regulatory framework, says Mizuho chief
New technology creates fresh risks, which require supervision, says Sato
JFSA calls for more dynamic approach to bank regulation
Isda AGM: Regulators need to rely less on uniform rules and work more closely with banks, says Mori
Apra softens uncleared swaps margin rules
Australia's regulator follows JFSA and HKMA, as Asia leads in proposing margin-posting exemptions to non-netting countries
Dealers: narrow Japan e-trading mandate is compliance headache
Late narrowing of scope and exclusion of package trades throws up difficulties
Insurance regulators blamed for Priips delay
Dealers welcome late changes to product risk rating parameters
Japanese regulator defends risk-based capital rules
Shirakawa warns binding leverage ratio could harm banks' risk management practices
Bloomberg works with banks on FRTB data pool
Pooling market risk factor data could cut capital requirements
European banks face steep op risk capital hike from SMA
Op risk accounts for 28% of US banks’ RWAs, compared with 12% at European banks
Corporates fear price rises if Basel curbs credit risk models
Trade finance exposures would move to standardised approach
People: Nomura names new group chief operating officer
Citi loses forex algo director; BNPP’s metals head relocates to Singapore; new appointment at Malaysia central bank
Structured product hedgers shun Eurex quanto futures
Maturities too short to hedge autocallable books, say dealers
DTCC bets on blockchain to slash CCP liquidity needs
New technology set to boost repo netting, shrinking $50bn facility "substantially"
Mac swaps, swap futures face new tax threat
Isda urges US tax officials to postpone rule treating certain payments as loans