Our take
The foreshocks of Brexit
As Brexit chaos continues, energy firms and traders are upping sticks and leaving the UK
No fast buck for global banks moving into China
New entrants must not think majority stake in JV will pay immediate dividends
Bank data: gold mine, or minefield?
The urge for dealers to sell their financial data is being counterbalanced by fears over client reactions
Counterparty credit exposure won't spark the next Lehman
Curbing of riskiest exposures and shedding of assets means banks in far better shape 10 years on
Is AD the answer to quicker MVA calculation?
Quants propose faster technique for Simm-MVA based on algorithmic differentiation
US policy can't save coal, but it can still have an impact
The new US power plan won't save a struggling industry, but that doesn't mean it won't make a difference for the worse
Risktech start-ups: survival of the fittest?
A new breed of vendors could change the face of risk management, if they can hang around long enough
Offshore Eonia? A weird idea for weird times
As pressure builds in the search for a new rate, some non-EU banks are looking at ways of keeping the existing one alive
To Hull and back: a 20-year hiatus in bank e-trading plans
In the 1990s, banks tried to buy automated trading expertise; now, after a long break, they’re trying to build it
Clearing up Deutsche’s swaps ‘shift’
Reported move of euro business is not as straightforward – or as dramatic – as it seemed
How old calibration techniques can be applied to exotics pricing
SocGen quants propose technique to more accurately calibrate exotic options
Regulatory arbitrage: a crime, or a warning?
It could be unwise to ignore disproportionate regulatory impacts on specific business lines
Asia balks at swallowing Mifid whole
Local regulators are right to cherry-pick elements of Europe’s new regime for their own versions
Short term, LNG view
Excitement over fast-growing LNG markets shouldn't blind us to the potential risks
A real-life stress test for CCP margin
Thanks to standardised reporting, we can track how clearing houses’ risk profiles have changed over time
Swaptions vol modelling tweak opens up pricing possibilities
Nomura quant proposes local volatility model that can directly calibrate to swaption smiles
No escape from climate change tail risks
Harsh decisions need to be made on the future of energy financing now, before we run out of time
Asian NDF fixings threat signals yet another deadline drama
Extraterritorial reach is not new to region, but EU Benchmarks Regulation poses real risks
How machine learning could aid interest rate modelling
Standard Chartered quant proposes machine-learning technique to better capture rate dynamics
Modelling correlation: from zig-zag to zig-zig
Research is starting to show the stock-bond link in a new light
Replacing too big to fail with too small to survive
Subordinated debt requirement will hit smaller banks hardest
Keeping the lights on
Power companies need to focus on resilient networks
Swaptions CCP basis arrival raises wider valuation questions
Halting rollout of new prices highlights potential weak points in valuing illiquid products
Rolet is right – for now
CME/Nex deal could change the established logic on how to deliver rates market savings