Risk magazine - June 2015
Articles in this issue
Mifid II will strangle package trades, industry warns
Disclosure rules may catch multi-part trades if any component is deemed liquid
Dealers cling to “commercial policy” as get-out in Mifid II price tiering downfall
Banks warn prices to rise under new regime
Geeks at the gates
Banks could be "unbundled" if they reject technology overhaul
The Lincoln assassination, pt II: who pulled the trigger?
Language neutering swaps push-out was the work of political staff and banks
Project Colin: why Goldman-led margin hub fell apart
Secretive group disbanded after dealers realised tech firms had similar plans
Nomura, JP Morgan and BNPP lose clearing execs
McCormack, Serafini and Dixon depart; SG shakes up global markets team; Piterbarg joins Rokos
Profile: UBS on the past and future of fixed income
Swiss bank's fixed-income trading floor is home to two distinct businesses
Thomas Hoenig: ending swaps push-out was a mistake
"I want to see more capital held against these activities," says FDIC vice-chair
CCP stress-test rifts emerge as review gets underway
Banks, clearing houses and regulators all divided on question of standardised tests
Cutting Edge introduction: Creative stress testing
New stress-testing method offers a break from decades-old traditio
Valuing convertible bonds with 20-of-30 soft call provision
Sponsored feature: ITO33
Banks and pension funds fall out over bond CSAs
Common ground hard to find as dealers try to cut leverage exposure
In-depth introduction: Mifid II
New rules have the power to transform markets - and baffle participants
Who will be the dummy in CCP crash-tests?
Clearing houses, banks and regulators could all be caught in the wreckage
