Risk magazine
CME said to have shelved inflation futures plan
Contracts had been drafted, but did not attract enough support
Pickel plans to stay with swaps industry after leaving Isda
There "could be a role" at one of the market's new utilities
US eases leverage ratio impact on swaps
JP Morgan says new approach boosted ratio by up to 20bp
CFTC told EU platforms not to seek Sef equivalence
At the same time, UK's FCA was working through rules with London-based venues
EU applies 8% haircut to margin-currency mismatches
European regulators confirm haircut will apply to both initial and variation margin
Portfolio construction and systematic trading with factor entropy pooling
Construction of large portfolios consistent with investors' views and stress test scenarios is a challenging task, considering the volume of information to be processed. Attilio Meucci, David Ardia and Marcello Colasante introduce a technique that…
Covered bond issuers cheer EU swaps margin relief
Regulators recognise collateral posting barriers but set six conditions for an exemption
Dealers benefit from OTC liquidity split, buy-siders claim
Shut off from foreign peers, US firms need dealers to access offshore liquidity
EC tries to close forex loophole in Emir
Consultation launched in attempt to harmonise reporting rules; FCA will "engage closely"
Custody Risk Americas Awards 2014
Custody Risk announces winners of Americas Awards 2014
Collateralisation jumps by a fifth - Isda margin survey
Corporates lag other participants; less than a third collateralising
Small corporates not reporting derivatives trades: Bafin
Enforcement of Emir reporting rules will be gradual, regulator says
Emir reporting launch was satisfactory – Esma’s Petrenko
Despite problems, Esma official says reporting roll-out went "pretty well"
Pimco weighs use of interdealer order books
Fixed-income giant ‘looking at all possible venues’ in search for liquidity
Repo costs rising as a result of leverage ratio
Low-margin, high-notional products being repriced says Pimco's Bill De Leon
Eurex takes aim at SwapClear in clearing cost study
German CCP cites cross-product efficiency as chief advantage
Barclays' Harrison calls for phased start to clearing in Europe
Staggered roll-out was key to success of clearing rules in US, says securities co-head
Euro swaps flee Sefs
Isda research finds Sef-driven liquidity split, with US dollar volumes growing and others shrinking
Isda hoping to detoxify derivatives
First day of conference pushes pro-swaps message
Corporate hedgers fear OTC liquidity drain
End-user exemptions could prove Pyrrhic victory, says treasury head
Frankel: new QIS needed to avoid pro-cyclical margin
Future crisis could see non-cleared swap margin double, says Goldman exec
Buy side may need ‘persuasion’ to give up termination rights
Bafin's König says early terminations could make bank resolution impossible
UniCredit's Mustier ‘frightened’ by CCP capital levels
Clearing members pressure CCPs to put more of their own money at stake
Brevan and BlueCrest funds may be 'non-financials' under Emir
Swaps reforms may not apply directly to firms with non-EU offices