News
China opens interbank bond market to foreign central banks
Move is among most significant towards renminbi liberalisation since QFII, says StanChart
Libor conspiracy 'cloak and dagger', says prosecution
Hayes denies using code to conceal rate manipulation
Dealers seek equity derivatives carve-out from margin rules
Lobby effort targets proposed concentration limits on collateral for non-cleared derivatives
UK wrong on volatility adjustment, says Insurance Europe
Olav Jones weighs in to debate that could see Eiopa overrule PRA
CCPs urged to implement liquidity risk charge
Quant Congress USA: liquidity charge might have exposed London Whale, academic claims
Fed official defends clearing incentives report
Risk Derivatives Clearing: pilloried report was "clearly useful", says clearing official
Swaps end-users fear clearing fee and margin hikes
Risk Derivatives Clearing: buy-side firms expect clearing costs to rise
Fed economist sees gaps in CCP risk management
Quant Congress USA: CCPs struggle to model conditional losses and auction behaviour
No link between wash trades and Libor skew, Hayes tells court
Promises of trades 'were not reward for help rigging benchmark'
China Treasury bond futures hit by cash equity volatility
Increase in volatility as traders exit positions to fund equity portfolios
Citi exec laments plight of the quants
Quant Congress USA: Quant departments have become “sterile” and “dumbed-down”
'Gamma trap' theory features in US Treasury meltdown report
Official post-mortem considers claims that options hedging amplified October 15 move
Libor trial: prosecution slams Hayes defence as 'nonsense'
Manipulation was standard practice, maintains Hayes
Moody's correct on swaps bail-in risk – Risk.net poll
Nearly 90% say agency is right to assume swaps won't be bailed-in
Report highlights decline in US gas price reporting
Fewer energy firms reporting to Platts and other index publishers, report says
Thai Government Pension Fund eyes deeper bond futures market
Fund has large fixed-income assets but there are limited hedging opportunities available
Greek bank holiday sparks swaps contract chaos
Extended bank closure leaves derivatives payments by end-users in limbo
Hayes: UBS Libor guide proves bank 'threw him under the bus'
Former trader says adjusting Libor to suit commercial interests was company policy at UBS
GFMA, IIF, Isda plan liquidity lobbying push
Draft report urges regulators to consider impact of FRTB and FTT on markets
Eiopa infrastructure plans too conservative, says industry
Regulator proposes cuts to capital charges, but insurers say more needed
Angry Hayes denies Libor setters 'parroted' brokers' rates
Trader responds to claims he induced brokers to skew their Libor recommendations
Wash trades 'not bribes', Hayes says at Libor trial
Trader argues trades were meant to appease, not reward, brokers
'Rollercoaster day' in Hong Kong stresses dealers' exotic books
Autocallable knock-in levels under pressure but losses averted
Singapore clearing mandate timed to avoid US/Europe overlap
With sufficient clearing options now available MAS is ready to set out clearing mandate