Risk magazine
Segregation clash could stop European firms using US CCPs
Segregation clash
The CFTC's to-do list: 14 rules to go, from Sefs to Volcker
The CFTC’s to-do list from Sefs to Volcker
Optimising retail deposit pricing
Optimising retail deposit pricing
The false promise of expected shortfall
The false promise of expected shortfall
DVA: a 'shameful scam'
DVA: a ‘shameful scam’
Physics versus finance: Science strikes back
Science strikes back
KDPW_CCP: Trying to find a niche in OTC clearing
Finding a niche
OTC Derivatives Clearing Summit Europe: No need to panic about collateral supply, says Bank of England
Isda estimates that mandatory clearing and margin could require the posting of up to $30 trillion of initial margin have been inflated, not least because of a likely exemption for forex swaps and forwards, according to a senior BoE official
OTC Derivatives Clearing Summit Europe: Corporates could be source of eligible assets for clearing
Cash-rich corporates could replace capital-constrained dealers as providers of collateral transformation services, according to one asset manager
OTC Derivatives Clearing Summit Europe: EU clearing mandates unlikely before August 2013
The first clearing mandates are unlikely to be in place in Europe before August 2013, says Bank of England’s head of payments and infrastructure division
SEC capital rules could stunt CDS client clearing
One bank claims to have stopped work on its CDS client clearing service in the US over SEC capital rules - and others share those concerns
Basel proposal to capitalise settlement risk ‘unnecessary’
In comment letters published last week, banks have taken issue with Basel Committee guidance that would capitalise post-execution exposure to settlement risk
Banks suspend dual-currency deposits in Japan
Returns on dual-currency and structured deposits will not be covered by state insurance scheme, Japanese FSA decides
EU short-selling ban hits liquidity, hikes uncertainty
Liquidity drained from the sovereign CDS market before the ban took hold this morning – and market-makers are still unsure what they can and cannot do
The impossibility of DVA replication
The impossibility of DVA replication
Non-linear momentum strategies
Non-linear momentum strategies
White paper: How Using The Right Index Can Expand Opportunities In European Markets
Prior to 2012 there was a gap in investable products covering the European small-cap, midcap, and SMID-cap market segments. Anecdotally, hedges against these segments were often created with products based upon liquid large cap indexes. Given the mega…
Banks should give more info on RWAs and models, says FSB
It is impossible for investors to understand modelling differences between banks, FSB report warns
White paper: The New Challenges of Regulatory Reports and Data Lineage
There is a new regulatory focus on the quality of risk and regulatory reporting – but not just on the finished result. Executives now must be able to attest to the figures and demonstrate that report producing processes are robust. Learn how these new…
CFTC 'way off' in estimates of position limit costs
Regulator estimated first-round costs at $100,000 - but some dealers claim to have spent $750,000
CFTC could force funds to break US or European law
The CFTC's broad definition of a US person could leave European hedge funds facing conflicting rules
Risk-based approach "remains the foundation" of bank capital, says Basel Committee's Byres
Risk-based capital creates right incentives for banks, according to head of Basel Committee secretariat - but critics claim supervisors are making models less risk-sensitive
Rule changes make it harder for small firms to use CCPs - Risk.net poll
Esma's decision to make indirect clearing an optional service could leave smaller firms without clearing access, according to a poll of Risk.net readers
White paper: Setting the Stage for FATCA Compliance
The Foreign Account Tax Compliance Act stands to transform the global tax framework and how financial institutions track and report on their clients’ financial assets. With the law slated to come into effect in 2013, its implications and how financial…