Risk magazine
Banks look to pass CCP investment losses to clients
End-users set to bear brunt of losses, say lawyers
Buy-side firms ditching swaps for loans
Some buy-side firms' preference for swaps is on the wane
LCH.Clearnet needs to join cross-margin club
Contest with futures rivals is focusing attention on cross-product efficiencies
Bloomberg Sef success leads to fee criticism
Rivals claim they are being undercut; others say company is obstructing agency trading
Eurex vs LCH.Clearnet: clash of the titans
German exchange woos big clearing members with promise of capital savings
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
Retreating FCMs spark systemic risk fears
There may not be enough banks to handle rising cleared swap volumes
Nasdaq OMX NLX: access all areas
Futures open interest will follow cleared swaps, says Charlotte Crosswel
Elections show Europe's leaders are playing with fire
Attempts to forge ever-closer union could destroy the EU
Cutting Edge introduction: The trouble with algorithmic execution
New set-up allows fast, tractable optimisation of trade execution, without neglecting downside risk
Operational risk modelled analytically
Regulators require banks to use an internal model to compute a capital charge for operational risk, which is thought to be sensitive to assumptions on dependence between losses that still remain a matter of debate. Vivien Brunel proposes an analytical…
SEC fears US banks still tied to non-guaranteed units
Agency powerless to address 'implicit guarantees' says chairman Mary Jo White
Optimal execution with a price limiter
Balancing the price uncertainty and price impact of large orders is an important issue for many market participants. While classical approaches lead to trading algorithms that are invariably price-path insensitive, in this article, Sebastian Jaimungal…
Dealers rail at 'absurd' EU margin rules
Draft rules would force EU banks to collect margin from non-EU corporates
Default fund capital will halve under final rule, banks say
Clearing members welcome Basel's fifth – and final – version of charge
Four questions raised by CFTC’s plans for non-US CCPs
US regulator will lean on international principles – but to what extent?
Deutsche Bank hires Banque de France’s Matherat
Central banker takes on top regulatory job at German bank
Fixing swaps privacy clash needs time – Canadian regulator
CFTC relief expires on June 30, but countries need more time to change laws
Isda asked to consider "potential" Argentina CDS event
Kicillof comments mean contracts can be extended, law firm argues
CLS wins 'patent troll' Supreme Court case
Market disruption averted as unanimous decision goes in CLS's favour
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
Regulators edge towards opt-in fix for OTC stays issue
Authorities from five countries talk swaps and bank resolution at closed meeting
Hedge funds face higher prime broker charges under Basel III
Funds urged to build treasury savvy as prime brokers retrench