Risk magazine
Liquidity concerns still haunt Ficc
Market participants increasingly fear liquidity drought
Best ETF Trading Platform for Institutional Investors
Sponsored feature: Tradeweb
CCP fire drills lack real-world punch, banks say
Cross-membership means current tests do not reflect a real default
T2S is right on target
Sponsored forum: Sibos 2014
"Europeans are the problem" in CCP oversight standoff
CME's Taylor claims approval for US regime is being unfairly delayed
Sef execution of package trades to be postponed
CFTC's Massad says no-action relief will be extended as market unprepared
Dealers fret over NSFR impact on equities
Basel Committee ignores calls to protect market in new funding rules
BoE’s Cunliffe: era of free liquidity is over
Market participants ‘will have to pay more’ to get in and out of positions
SunGard taps videogames to boost risk technology
Adaptiv Analytics lets banks run up to 100 million valuations per second
New frontloading flap over €8bn clearing threshold
Retroactive need to count up trades could hit clients this week
Netting problems will restrict pension funds, FCMs warn
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
Nationwide: ABS markets need more than warm words
"There does seem to be this sense in which covered bonds are innocent until proven guilty"
US bilateral margin rules: a hit parade of horrors
US regime differs on currency, threshold, eligible collateral and non-financials
In-depth introduction: Expected shortfall
Weird or pragmatic: VAR-based back-tests for expected shortfall
Citadel's Ken Griffin on Amazon, Bloomberg and swap market reform
"Buy-side firms say they want more liquidity and choice. Now, they have choice"
Cutting edge intro: Righting wrong-way risk
Models that describe wrong-way risk should move away from simplistic copula models, critics say.
Negative Eonia splits US and EU banks, traders and lawyers
Collateral posters should pay when rates are negative, US banks believe
Industry confronts hard choices in CCP recovery debate
CCPs have ways to boost financial strength – none straightforward
Conflict of interest: banks call for unity on Eonia
Traders fear swap market will be split by 0% floor disputes
FSB warns of spillovers from new bank structures
Some jurisdictions fear unintended consequences of reforms
UBS takes Sfr267 million FVA charge
Swiss bank takes FVA charge and removes DVA double-count
CVA hedge losses prompt focus on swaptions and guarantees
Regulators and accountants don't agree on CVA but banks say smart hedges exist
CME rule hurts FX broker business, say participants
New rule 538 squashes certain off-exchange contracts
Microfinance boom could be bubble, some fear
More lenders are vying for a small pool of creditworthy intermediaries