JP Morgan
JP Morgan counterparty credit risk grows
Risk-weighted assets consumed by least-risky counterparties decline from 57% to 36% in two years
Iron ore: China forges ahead with internationalisation
China’s iron ore market opens up, despite weak start for crude futures
EU’s evolving CCP resolution rules get mixed reviews
Isda AGM: Parliament tackles big issues in recovery and resolution text, but 'doesn’t go far enough'
US banks weather Libor basis spike
Thirty-plus basis point divergence recorded in first three months of 2018
Custody surge could be precursor to capital pain
BNY and State Street assets hit new record, as Basel consider G-Sib changes
Quarles: Fed would recalibrate eSLR if Crapo bill passes
Senate or House changes to CCAR could also affect Fed’s new stress capital buffer
The rapid evolution of compression: Keeping pace with optimisation activity
Sponsored forum: Capitalab
JP Morgan criticises revised leverage ratio
"Time is right" to reconsider G-Sib capital framework, says CFO
State Street and BNY Mellon to benefit from revised leverage ratio
Two banks in line for 1.25% reduction in minimum leverage-based capital requirements
FCMs warn CCPs not to compete on margin
Equity moves in February exceeded margin posted against some cleared products
People moves: Barclays’ equities hire, Dahlgren joins Wells Fargo, and more
Latest job changes across the industry
Basel liquidity rules block Fed’s QE exit
LCR and NSFR could produce $1 trillion shortfall in plans for balance-sheet ‘normalisation’
Energy Risk Commodity Rankings 2018: A surge of energy
Top dealers continued technology push as hedgers fine-tuned risk management strategies in 2017
Month of higher vol spurs equity derivatives trading
Turmoil benefits total return futures, cross-asset arbitrage and dispersion
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance
Old dispersion product signals new vol regime
Return of pre-crisis, ‘theta-flat’ trades an early sign of shifting volatility expectations
Volatility trap: how gamma roused a market monster
Rates market is exposed to some of the same factors that caused equity volatility to explode in February
Euro swaptions market prepares for pricing revamp
Interdealer market to adopt collateralised cash price from July, but some fear impact on legacy books
No carve-outs in Fed’s revised leverage ratio proposal
Holdco leverage ratio will fall, but initial margin and custody funds still in scope
JP, Citi may not see capital benefit from new op risk rules
Collins floor may also prevent Morgan Stanley, State Street and Wells Fargo from realising SMA savings
The DIY approach to China bond investing
Lack of international ratings means foreign investors will need research resources of their own