Risk magazine
Ice’s Sprecher criticises Libor replacement push
Exchange head says overnight rates cannot replace term benchmarks
CFTC commissioner wants say over bank capital rules
Inability to influence SLR is “incredibly frustrating”, says Quintenz
Deutsche Bank expects early 2018 decision on LCH exit
LSE chief slams clearing relocation proposals for trying to create captive European Union market
Ferber: Mifid should be reviewed with Brexit in mind
European Union legislator takes aim at CCP open-access provision in further threat to UK clearing
Industry hails potential US relaxation of margin timing rules
Treasury’s proposed shift from T+1 for non-cleared swaps welcomed, but IM calculation comments draw fire
Machine learning could solve optimal execution problem
Reinforcement learning can be used to optimally execute order flows
Quantile, TriOptima face off in cleared swaps compression battle
Vendors both unveil new means for clearing members to crunch cleared rate swap notionals
AIG decision threatens too-big-to-fail insurer label
Fragmentation of international rules on cards as US denounces systemic designations
Quants stymied by lack of alternative risk premia flows data
Data shortage is hampering efforts to model futures market liquidity
US Treasury hands CCP resolution powers to FDIC
Mnuchin regulatory review explicitly refers to FDIC as receiver under a Title II resolution
Mifid’s great race to the bottom
If rules are unclear, regulators cannot prevent banks adopting the softest interpretations
Banks claim front-office content is safe from Mifid II
Work of ‘desk analysts’ is not research, banks argue; lawyers are not so sure
Monthly credit data review: UK corporates’ post-Brexit slide
UK financials show steady post-Brexit decline in credit quality
A common interest in common law
Losing UK court judgement recognition in EU would not dim enthusiasm for English law contracts
Industry mulls auction-based Libor swaps transition plan
Stanford’s Darrell Duffie proposes solution for switch to referencing alternative risk-free rates
People: Credit Suisse hires in equities, reshuffles senior management
Deutsche's Hrvatin joins Citi; new macro trading head for Barclays; and more
FSB report highlights Eonia worries
Market participants concerned about health of euro overnight rate, which is crucial to swaps contracts
Monthly swaps data review: basis swaps galore
Data shows how less well-traded OTC instruments performed through September
Unwanted Kingdom: managing no-deal Brexit risks
UK-based dealers must plan now if they are to handle trades that extend beyond Brexit day
Custody Risk announces shortlist for Global Awards 2017
Shortlist for the Custody Risk Global Awards 2017 is published
London-based banks face ECB Brexit power grab
Drive to supervise swaps books from Frankfurt threatens cross-border balance sheet management
London likely to lose all euro repo clearing business
Fear of post-Brexit curbs on clearing and netting concerns propel shift to eurozone
Fed weighs greater transparency on CCAR models
Disclosing model-implied losses would aid capital planning, bankers say
MTF bilateral trading protocol offers Mifid arbitrage
Nordic banks to use protocol to benefit from longer deferral period