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SocGen is getting into the systematic equity dispersion game
New single-stock options index is first step to plugging a gap in the bank’s QIS business
The SaaSpocalypse shows private markets need risk models
Investors have little idea how bad the losses in private credit are going to be
Ice sets up four-way race for Japan’s Tona futures
London joins Osaka, Tokyo and Singapore exchanges in battle for yen rates contracts
Crisis? Which crisis? How ECB stress test failed to see Strait
Banks were told to design geopolitical shock scenarios, but some focused mainly on tariffs
HK listing revisions may boost structured product diversity
Reduced minimum fees and size could temper ‘emulation’ issue dominance
UK insurers weigh alternatives to funded reinsurance
Tougher-than-expected PRA capital proposals push insurers to explore new sources of yield
The race to model private market risks
BlackRock maps holdings to risk factors; competitors aim to get the best from statistical methods
G-Sib capital surcharge: how indexing and averaging alter incentives
Capital risk strategist anticipates Basel III endgame impact on US big-bank behaviour
Industry calls for Hong Kong T+1 delay amid congestion fears
Q4 2027 alignment with Europe and UK transition raises operational risk concerns
EU lawmaker calls for review of Luxembourg’s cross-border rules
Grand Duchy accused of side-stepping rules aimed at prising away banking business from London
Un-American or un-JPM? Surcharge rethink divides G-Sibs
Some see sense in rethink to funding indicator, others call for a backtrack
Bank of England softens tone on CCP cross-product margining
Breeden supports margin efficiencies to encourage more repo clearing, but still warns on leverage
AI could shrink trader roles – markets heads
DekaBank, BNPP AM see hedging, risk position management and bond markets as ripe for robots
UK securitisation reforms trump EU’s, say market players
Originators and investors could find UK securitised assets easier to deal with after tandem reviews
Doubts linger over start date for 24-hour US stock trading
NSCC will be ready in June, but questions remain over corporate actions and circuit breakers
Podcast: Abi-Jaber and Li on a ‘sticky’ volatility problem
The pair discuss their model to jointly capture Vix, SPX and SSR
Waiting for the light: what’s stalling European equity markets?
Esma says EU market has a structural problem, but the focus on lit vs dark trading overlooks post-trade issues
Private credit disclosures leave more questions than answers
Muddled metrics and scattergun reporting hinder comparison of US lenders
Europe’s next chore: cleaning a floor made messy by the US
Rejection of Basel III’s output floor leaves EU with some difficult decisions to make
Market-makers give mixed verdict as CME Spot+ turns one
Traders encouraged by depth of liquidity despite wider spreads and passive performance qualms
G-Sibs face daily data headache from US surcharge proposal
Move to more frequent measurement would be “massively burdensome”, says senior exec
ECC risk chief says Iran crisis will not delay VAR transition
Incorporating 2022 Ukraine shock ensured new margin model is robust in face of energy volatility
People: StanChart’s new risk chief, Citi hires for FX, and more
Latest job changes across the industry
Offshore CGB futures still wanted as onshore opens to QFIs
Cash-settled HKEX contracts still in demand despite easing of onshore access
The quiet force steering prediction platforms to regulation
Former Cantor Futures president Richard Jaycobs warns on growth prospects for ‘zero-sum’ market
Regulators question human-in-the-loop as AI governance tool
Bank of England and FSB executives suggest it’s more important to retain overall accountability
Dollar smiles again, but for how long?
Twitchy investors backed the buck during Iran war, but experts are divided on whether this marks a return of the dollar smile
Esma supervisory switch could become ‘distraction’
Push to transform watchdog might hinder market reforms, say some
Surcharge of the light-touch brigade
US reform of G-Sib surcharge goes well beyond simple update
