Risk magazine - July 2014
Articles in this issue
Hedge funds face higher prime broker charges under Basel III
Funds urged to build treasury savvy as prime brokers retrench
Elections show Europe's leaders are playing with fire
Attempts to forge ever-closer union could destroy the EU
Banks track US-facing business to avoid swap dealer tag
Some try to stay below $8 billion threshold while others see it as an opportunity
Four questions raised by CFTC’s plans for non-US CCPs
US regulator will lean on international principles – but to what extent?
Bloomberg Sef success leads to fee criticism
Rivals claim they are being undercut; others say company is obstructing agency trading
Default fund capital will halve under final rule, banks say
Clearing members welcome Basel's fifth – and final – version of charge
Cutting Edge introduction: The trouble with algorithmic execution
New set-up allows fast, tractable optimisation of trade execution, without neglecting downside risk
Deutsche Bank hires Banque de France’s Matherat
Central banker takes on top regulatory job at German bank
Retreating FCMs spark systemic risk fears
There may not be enough banks to handle rising cleared swap volumes
Industry nervy as Esma faces Mifid liquidity challenge
Discussion paper asks 139 questions on new transparency regime
Get real: asset managers ditch swaps for loans
Margin liquidity risks behind demand for physical, long-dated assets
Nasdaq OMX NLX: access all areas
Futures open interest will follow cleared swaps, says Charlotte Crosswel
LCH.Clearnet needs to join cross-margin club
Contest with futures rivals is focusing attention on cross-product efficiencies
Eurex vs LCH.Clearnet: clash of the titans
German exchange woos big clearing members with promise of capital savings
