News
KVA losses would outweigh FVA – Risk survey
Respondents reveal huge gulf in pricing for generic swap
BoJ and JFSA officials seek bank capital clarity
BoJ’s Nakaso suggests moratorium after current rule-book changes are complete
Market participants cheer CFTC swap reporting fixes
Clarification on cleared swaps raises hopes of action on uncleared trades
Hong Kong structured products battered by index plunge
Dealers react to mass knocking out of popular retail equity derivatives
Op risk's role in change management is crucial – MUFG
Managers should be more confident challenging new processes
EU risk ratings for structured products divide issuers
Consultation responses expose fault lines between banks and insurers
Brokers defy BlackRock over average pricing on Sefs
"We're lions, not zebras," says Icap's Paulhac
Corporates use XVA caps to limit unwind charges
Veolia caps CVA and FVA unwind costs in trades with 10 banks
Clearing brokers send balance sheet allocations to Basel
Data from several clearers submitted to illustrate impact on bank leverage ratios
Pension funds in limbo as EC leaves Emir exemption gap
Funds could be subject to CVA charge for period of weeks or months
Sovereign wealth fund interns cost BNY Mellon nearly $15m
Custodians should retrain HR in foreign bribery rules as SEC threatens further action
Global regulators consult on codes for OTC derivatives deals
CPMI and Iosco unveil proposals for unique transaction identifiers
Bitcoin technology finds new uses in finance
Using blockchain should drastically speed up post-trade settlement
Fifth of issued LEIs have lapsed, data provider says
Lapse rate for unique identifiers is rising
Corporates fear end to Emir's hedge exemption
Counting all trades towards clearing threshold ‘would be a nightmare’
Business continuity tops the risk list for Options Clearing Corp
CRO explains how disasters have shaped his priorities
ASX gets first DCO exemption from CFTC
Four Asian CCPs have applied, but Australian outfit is first to win an exemption
US custodians face G-Sib capital hit
Banks warn treatment of deposits could raise custody fees
EU insurers and structurers clash over Priips cost disclosure
Industries disagree over which of two proposed approaches should be used
EC urged to exempt insurers from central clearing
Need for cash collateral could encourage pro-cyclical investing, industry says
Markit unveils new CDX index rules
Up to 10 new names from under-represented sectors could be added to high-yield CDX index
BoJ’s Nakaso: ‘No serious problems’ with JGB liquidity
New data shows drop in market depth, but QE is not threatened, says deputy governor
Banks attack proposed risk weights for specialised loans
EU lenders say both EBA proposals would distort capital requirements
Allianz CRO plays down liquidity fears
Bond market worries are less relevant for long-term investors, says Tom Wilson