Bloomberg
Nowcasting can illuminate China’s macro scene
Nowcasting teams are proving a valuable tool for investors
Mifid data publishers drag feet on Esma guidelines
Four publishers yet to align post-trade data format with Q&A issued eight months ago
People moves: Piterbarg joins NatWest Markets, Le Brusq leaves Natixis, and more
Latest job changes across the industry
Day one of a no-deal Brexit: swaps and chaperones
Banks, trading platforms, repositories tee up EU entities – and dread the repapering crunch that would follow
Risk.net podcast: DTCC’s Lind on FRTB, data pooling and NMRFs
As many as 70 banks globally could adopt internal model approach for market risk capital
Asia Risk Technology Rankings 2018: The winners
Murex, Finastra, FIS take top spots in this year’s rankings
Brexit deal talk ‘too late’ for departing brokers
Contingency plans are past point of no return, say venues
Own goal: Mifid II reduces transparency in some EU markets
New rules replace voluntary arrangements in ETFs and Nordic bonds, fragmenting post-trade data
Buy side using two-way prices in bid to hide trade intent
Number of trades done via ‘request-for-market’ protocol leaps 510% in past year
People moves: SocGen hires new strategy head, RBS loses CFO, and more
Latest job changes across the industry
Symphony bots march on Bloomberg
New chat system touted as sales and trading game-changer, as banks build hundreds of add-ons
Industry split over running of new derivatives IDs
Funds object to Isda proposal, arguing it would leave ‘control’ of UPIs with incumbents
NDF nightmare: banks seek fix for benchmark ‘mess’
European firms face bar from using three Asian fixings from 2020, raising concerns about legacy trades
Three Asian FX fixings threatened by benchmark rules
European regulations would block use of fixings that account for 40% of LCH NDF volumes
Buy side using compression tools to create, not destroy
Custom-trading services are booming at Bloomberg and Tradeweb, but not for the reasons intended
FRTB: Nordic banks mull regional data pool
Local tie-up could “prevent big banks entering the markets in the Nordics”, says local risk manager
Swaps data: the allure of liquidity
Liquidity in OTC trading concentrates at one venue, or splits across three, writes Amir Khwaja of Clarus FT
Mifid data: hard to access, hard to use
Risk.net research shows four of 12 APAs and trading venues only provide information via other vendors
Isins for swaps need ‘complete rethink’, say platforms
Three trading venues say Mifid II transparency objectives diminished by identifier choice
Regulator prepares crackdown on inaccessible Mifid data
UK regulator says approved publication arrangements not observing spirit of the rules
Global fragmentation looms in FRTB data pooling stand-off
Smaller banks unwilling to hand over localised trade information to data utilities
Esma investigating Mifid trade data publishers
European regulator warns approved publication arrangements could be breaking the rules
Market players struggle to access Mifid trade-report data
Approved publication arrangements break the spirit of new transparency rules, says lawmaker