Risk magazine
Massad backs leverage ratio changes
CFTC chairman “very concerned” about negative impact on clearing
Credit Suisse takes Sfr279 million FVA loss
Credit Suisse becomes the fifteenth bank known to have taken an FVA charge
Cutting edge introduction: FVA out of balance
Some quants are arguing FVA should not be part of earnings
Traiana drama culminates in CEO’s exit
Senior executives butted heads, but CMO ousts CEO in latest twist
CFTC close to 'game-changing' guidance on Sef anonymity
Agency could prevent Sefs from revealing identities of order book participants
Giancarlo: CFTC has no right to end swap market split
Participants should choose all-to-all or two-tier structure, argues commissioner
House committee calls on Fed to change leverage ratio
US politicians argue "unwarranted" capital burden will hike end-user costs
Piterbarg leaves Barclays; bank names new head quant
UK bank's head of quantitative analytics leaves after 10 years
The invisible incentives of clearing
Leverage ratio is making life difficult for clearing's gatekeepers
People: Deutsche shakes up European rates team
Richard Jackson departs; Sam Wisnia to head European rates trading
An idea whose time has come?
Discussions about whether to break up Sifis have hit the mainstream
Wells Fargo: clear ambition
Low leverage gives clearing newcomer a chance to expand
Swiss franc losses blamed on liquidity gap
Options portfolios were impossible to delta-hedge, traders say
Massad and Giancarlo feared CFTC split claims over Sef white paper
CFTC chairman and commissioner discussed withholding Giancarlo’s calls for rules reboot
Leverage ratio threat to Eurodollar liquidity
Cost of benchmark contract will rise and liquidity will fall, clearers warn
Grim repo: clearing touted as saviour for shrinking market
CCPs wary of risks as they vie to launch buy-side repo services
Electronic trading of corporate bonds still work in progress
Industry members discuss the growth of electronic trading of corporate bonds
Impact study postponed for Basel rate-risk project
QIS was due to get under way last month but will now start in mid-2015
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
Warehousing credit risk: pricing, capital and tax
Kenyon and Green model the effects to pricing of credit warehousing, capital and tax
CME fears futures clearing retreat
Leverage ratio could prompt FCMs to be more picky, warns CME's Sprague
Lawyers back Esma in clearing dispute with EC
Clash leaves clearing timeline in "uncharted territory"
Basel rates split heralds soft landing, banks hope
First consultation paper on banking book interest rate exposure is expected in March
IMF report calls for reform of securitisation markets
Fund says securitisation practices should be tightened while spurring demand