News
'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
FRTB will add to liquidity woes, warns hedge fund CIO
New trading book rules will “make the situation worse, not better” says Napier Park's Dorfman
Hayes says his UBS boss gave tacit approval to rig Libor
Manager’s signal to trader: 'Carry on doing it but don't send emails'
New swaps margin hub aims to solve disputes pre-call
Matching up risk factors should avoid collateral headaches, hub hopes
Risk.net users back quant risk ratings for structured products
Poll shows support for quantitative indicators in forthcoming EU regulation
ISAM made a killing on porcine virus trade
CTA unflapped by Greece and unimpressed by regulatory uncertainty in Chinese futures
Provincial bond issuance could revive Chinese CDS market
China's CDS market needs new structure if it is to win over investors
Libor manipulation 'way of life' – Tom Hayes
But former trader argues the practice was not dishonest
Target2-Securities: so far, so good as first systems go live
Pan-European securities settlement platform goes live on time and with minimum disruption
No dealer hedging panic from Hong Kong market plunge
China fears, not Grexit, see Hong Kong market rattled more than peer indexes
DBRS and Fitch consider bail-in boost for swap ratings
If agencies follow Moody's lead, S&P would be isolated
People: FCA bolsters oversight with new hires
IIF's Barbara Frohn to lead risk and compliance oversight