Risk magazine
CDSs, CVA and DVA – a structural approach
CDSs, CVA and DVA – a structural approach
Breaking break clauses
Breaking break clauses
Extraterritoriality: US person definition doubt
The Dodd-Frank Act requires any trade involving a US person to meet strict new regulatory requirements. The first mandatory clearing requirements are now in force – but the definition of US person is still not finalised, creating havoc for firms trying…
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Broader US person definition could cause clearing avalanche, participants warn
A large number of offshore funds could be classified as US persons once a CFTC exemption expires in July, subjecting them to Dodd-Frank transaction-level rules
Risk Annual Summit: Depositors will trust EU guarantee despite Cyprus, says BdF official
Policy-makers have incentive to accelerate deposit guarantee plans, says Sylvie Matherat of the Banque de France
Risk Annual Summit: CVA exemptions could backfire, panel warns
Hedges will attract capital instead of providing capital relief, argues Citi exec
Risk Annual Summit: Basel ‘caved in’ on LCR, says German regulator
Bafin liquidity expert tells conference that national concerns and industry pressure caused LCR rewrite
Risk Annual Summit: Banking union set for mid-2014, says ECB
National supervisors made “gigantic mistakes”, says ECB's financial stability head
Is fully compliant SSI data finally in sight?
Sponsored statement: Omgeo
Rabobank pulls plug on equity derivatives business
Bank has not decided whether to sell its book to other dealers
UniCredit hit by ‘dangerous’ ruling in Russian swap dispute
Court sets "dangerous precedent" in allowing local corporate to walk away from swap without compensating UniCredit
Securitisation touted as answer to '€4 trillion' funding gap
Securitisation industry group claims Europe faces big financing shortfall – and pushes securitisation as the answer
Ice blames SEC as it drops single-name CDS clearing plans
Firms that trade index and single-name CDSs will see margin requirements increase
CFTC's O'Malia: No progress on Sef rules in past two weeks
Mid-April next window for vote, but no reason for optimism, says CFTC commissioner
JP Morgan manipulated VAR and CRM models at London whale unit - Senate report
Trading book capital measures were at heart of efforts to free up traders and reduce capital
Risk & Return Cape Town: Treasury official calls for clarity on CCP equivalence
Lack of clarity on CCP equivalency leaves South African rules in limbo, says National Treasury's Natalie Labuschagne
Solving systemic risk in harmony
Regulators face an uphill task fixing the plumbing of global financial regulation, but an organisation waits in the wings ready to be tasked with the job of marrying up the connections
Risk & Return Cape Town: Dealers expect deviation from NSFR standard
Bankers say some local markets may be forced to deviate from the NSFR standard – that’s if the Basel Committee decides to go ahead with it at all
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JP Morgan creates regional CRO roles
Europe and Asia operations get their own chief risk officers
CFTC's Gensler defends swaps vs futures margin disparity
Forthcoming Sef rules will not address margin concerns raised by Bloomberg
Interview: Six Securities Services' Thomas Zeeb
Six of the best
Banks claim €300 billion hole in margin study
Banks call for Basel Committee and Iosco to rerun study on impact of uncleared margin rules after errors emerge