Morgan Stanley
Factor models found to miss time variations in trading day
Large-cap momentum picks up after open, before close
Lord Abbett turns to Deutsche for CDSs
German lender increases share of fund's CDS portfolio
Libor death threatens to blow hole in hedges
Isda AGM: BlackRock, Fed stress need for fallbacks to marry up across rates universe
Morgan Stanley expands long-term debt issuance
Outstanding long-term debt jumps 12% year-on-year
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
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance
Utilities turn to big data to improve pricing models
Smart meters and time-of-use rates could dampen power market volatility and improve hedging
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
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: Shell’s Quartermain replaces Muller
Other moves at Morgan Stanley, Gunvor, Macquarie and others
Risk Awards 2018: The winners
Morgan Stanley takes top derivatives prize; lifetime award for Xavier Rolet; Citi lands risk management award
Derivatives house of the year: Morgan Stanley
Risk Awards 2018: From inflation repacks to Formosa flows – US bank’s slimmed-down fixed-income business is gaining share
Inflation derivatives house of the year: Morgan Stanley
Risk Awards 2018: US bank takes repacks to a new level in BBC, Thames and Anglian Water deals
BAML and Morgan Stanley swaps drop $186bn on VM change
At least seven banks now using settled-to-market treatment for variation margin
Bankers lament growing global regulatory fragmentation
Piecemeal roll-out of Basel III will be “enormously costly”
US dealers wade into European CCP relocation debate
CFTC hearing warns of increased margining costs and a pre-Brexit client onboarding crunch
People: Noble shuffles board in wake of Elman exit
Shell swaps trading chiefs; ex-Dreyfus head joins Cofco; Glencore adds Aberdeen’s Gilbert to board
BAML and Morgan Stanley shift Indian P-notes to Europe
Tax changes trigger move out of Mauritius and Singapore
Modal patterns in market data stump Morgan Stanley quants
New research suggests algo traders are changing the market microstructure
Swaps market’s health seen as resting on sickly repo
Isda AGM: Panellists warn repo market is risky way to fund swaps margin
Madness in the method: Basel grapples with G-Sib riskometer
Some experts warn the methodology to identify systemic banks could increase systemic risks
People: Morgan Stanley sees raft of commodities exits
A number of senior bankers across Morgan Stanley’s commodities and energy lending units in the US are leaving the bank
R3 banks disagree over DLT implementation
Blockchain consortium confident it can raise $150 million by next summer
Citadel hires senior risk manager from Goldman
Bank’s former head of derivatives clearing risk becomes Citadel Securities’ latest senior hire