News
CNH liquidity squeeze drives up Hibor volatility
RMB payment exceeds asset growth in Hong Kong, giving banks a funding headache
LDI managers spurn cleared inflation swaps
Shortage of liquid collateral seen as barrier to clearing inflation swaps
BoE challenged US Treasury on G-Sii status of Berkshire Hathaway
Disagreement among FSB members pointed to by BoE letter
People: Ex-Morgan Stanley exec Mendelsohn launches advisory boutique
Veteran equity derivatives banker founds London-based firm Alpima
Singapore correct not to impose OTC trading mandate
Liquidity issues mean the MAS is right not to bring in Sef trading
DoubleLine warns of debt rollover risk
Asset manager plans to be liquidity provider if US credit market is distressed
ECB adviser admits more clarity needed over stress tests
Regulators criticised for reticence over why they rejected some test results
Fragile markets prompt banks to rethink tail risk
BNP Paribas and BTMU tout ‘scalable’ stress testing
Ice considers moving Brent contract to avoid EU margin hike
Ice says move is “not an outcome we want to see” but Emir margin could drive users away
CFTC sent special calls by mistake, Giancarlo says
'Fairly threatening' letters caused consternation among derivatives end-users
Top Barclays executive sets out ways to assess risk culture
Senior auditor calls for mix of metrics and judgement
Audit firms driving CVA uptake by Hong Kong and Singapore banks
Local banks have so far been reluctant to move beyond regulatory CVA requirements
ECB seeks end to capital carve-outs worth €130bn
On Thursday, eurozone bank supervisors will be asked to give up dozens of safe harbours
No commodity futures extension to Hong Kong Stock Connect
China will instead look to build futures trading onshore via the Shanghai free trade zone
Australia probes AUD spike prior to rates decision
Australia's authorities look into sudden moves in the Aussie's value
Banks see clash in Basel's trading and banking book work
Draft rules on interest rate hedging could set back arbitrage fix, critics claim
Record low HSCEI skew as Hong Kong markets boom
Call option volumes trebled in April as bourse hits multi-year highets boom
Taiwan mandates CVA implementation for all listed banks
Banks will have to account for CVA, but are not expected to price it into OTC deals
Small banks underpricing FVA, dealers claim
Dealers claim to be losing trades because smaller rivals are mispricing
ABA hits out at minimum capital floor proposals
Australian banks say minimum floor will reduce risk sensitivity of the Basel framework
Financial trading worsened oil plunge – Risk.net poll
Most respondents say paper trading had some impact, but disagree on how much
Basel cuts credit spread charge from banking book work
Charge was felt to be "too difficult to capture" without complex rules
LCH warns on CCP ‘auction risk’
CCP stress tests should consider possibility of failed auctions
CME has “no plans” to corner invoice spread market
Dealers still worried exchange has motive and means to create monopoly