Barclays
Barclays’ cyber chief: try to break your own IT defences
Banks “must go beyond vulnerability assessments”, conference hears
Top UK banks slash CVA capital charges by £680 million
Hedging, market movements, and cuts to exposures behind reductions
People moves: BAML loses two in exotics, BNPP’s global markets overhaul, and more
Latest job changes across the industry
Barclays op risk chief departs
Outgoing head to be replaced by chief controls officer at the UK bank’s group service company
Mifid transparency has failed so far, say traders
Poor quality, inaccessible data and a lack of instruments covered undermine use case
Keith Bailey leaves Barclays
Former Isda chair departed UK bank at end of January, Risk.net understands
People moves: Barclays’ equities hire, Dahlgren joins Wells Fargo, and more
Latest job changes across the industry
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance
Cash no longer king in European swaptions
Barclays executives explore weaknesses of current pricing formulas for cash-settled swaptions
People moves: Six reshuffles, Citi’s Planquart joins TP Icap, and more
Latest job changes across the industry
Euro swaptions market prepares for pricing revamp
Interdealer market to adopt collateralised cash price from July, but some fear impact on legacy books
BAML hires new US head, Ice names model risk head, and more
Latest job changes across the industry
The DIY approach to China bond investing
Lack of international ratings means foreign investors will need research resources of their own
People moves: Deutsche Börse appoints UniCredit banker as new CEO
New fixed-income head at Mizuho; trueEX hires CTO; Deutsche fills ETF role; and more
People: Andreasen quits Danske for new role at Saxo Bank
Also: Goldman welcomes Wecker; moves at BNP Paribas; LCH’s new chief; and more
Goldman swaps assets drop $140bn after margin change
Move follows guidance from US regulators; no word from Goldman on capital impact
People moves: new Asia-Pacific chief for Goldman Sachs
Also: Reid Marsh moves at Barclays; Citi’s new Apac capital markets origination head; and others
Eurex urges more regulators to endorse VM capital savings
CME, Ice and LCH treat variation margin as settlement; Eurex awaits further guidance
US regulators approve VM route to capital savings
Guidance tips balance in debate over interest payments in settled-to-market swaps
VM change helps Barclays cut derivatives by $113bn
Three factors slashed size of book by 25%, including move to treat margin as settlement
People moves: Hassani leaves Santander for CapGemini
Citi makes several hires; new Americas head for Barclays; ADS Securities names new COO