Risk magazine
Fed’s outgoing CCAR chief defends stress tests
Timothy Clark rebuffs US Treasury recommendations; supports more transparency
CFTC’s Quintenz calls for ‘reset’ on Reg AT
New commissioner says rules on automated trading should address specific risks
Tackling the liquidity challenge for insurers and pension funds
Sponsored feature: HSBC
Europe’s Eonia dilemma
As Europe begins formal search for new risk-free rate for swaps, it is unclear whether Eonia will survive
Dealers blame US futures IM dip on low vol
CFTC data shows required initial margin down 15% since start of 2017
Managers see danger in rise of mega funds
Institutionalisation of hedge funds could be adding to liquidity risk, managers say
Extended resolution swap stays divide EU lawmakers
SRB defends EC moratorium proposal, but Parliament and Council are turning against it
Delay on EU pre-trade, commodity rules ‘risky’
Local authorities will apply key elements of Mifid II temporarily, owing to Esma backlog
Mifid II – The regulatory reporting challenges that lie ahead
Sponsored feature: NEX Regulatory Reporting
Buy side balks at costs of SMR extension
Expansion of scheme will bring 47,000 firms in scope; compliance and recruitment costs set to rise
IFRS 9/CECL Special Report 2017
Implementation of International Financial Reporting Standard 9 (IFRS 9) on January 1, 2018 – just over three months away – will mark a sea change in centuries-old accounting conventions, and will force banks to dramatically increase provisioning against…
EC official hints at partial relocation of euro swaps
Commission yet to work out details such as which products and what share of stock may have to move
Credit where it's due
IFRS 9 sweeps away centuries-old accounting conventions; banks look to frontload capital hit
LCH set to clear 50-year Sonia swaps
Clearing house says it will clear long-dated swaps linked to the sterling overnight rate by end of 2017
Treasury review not rollback of reforms – CFTC counsel
Trump order is a chance to ease some rules and promote cross-border regulatory deference
Basel set to reopen NSFR derivatives debate
Contentious 20% add-on for derivatives liabilities to be reviewed this October
US and Japan push for twin EU bank holdcos
Two umbrella groups needed for home-country separation of securities and banking operations
Bankers warn first TLAC bail-in could spark market shock
Regulators urged to clarify treatment of bail-in bonds under both TLAC and NSFR rules
ECB backed to fix floundering euro swaps reform
Swiss, UK and US progress leaves euro swaps market playing catch-up in rates reform
Banks tout machine learning amid regulatory concerns
Machine learning being used to build challenger models for model validation
Banks fear uneven playing field on NSFR
Asian jurisdictions likely to implement key liquidity metric before US and Europe
SEC delays final decision on DTCC liquidity facility
Regulator says it needs more time to consider market impact of CCLF proposal
EU-US swaps trading equivalence tipped for November
Hong Kong and Singapore unlikely to be deemed equivalent for start of Mifid II
P2P repo platforms in bid to solve US liquidity crunch
New peer-to-peer services claim buy side is failing to reap benefits of higher volumes