Risk magazine
Treasury: SLR 'reducing stability' in US repo markets
Treasury study found leverage ratio is making bank repo funding “fragile”
JFSA eases VM rules for cross-border trades
Japanese firms with non-compliant CSAs can trade with certain foreign counterparties from March 1
EC: regulators could adapt rules to protect bond liquidity
Official recognises regulatory hit to corporate bond and repo markets, but rejects Mifid delay
OTC data under the microscope: Cleaning up derivatives data repositories
Sponsored feature: TriOptima
Regulators relent ahead of VM big bang
Firms with 'significant exposures' must stick to March 1 deadline, however
Clearing portability under threat as FCM pool shrinks
Failure of big clearing brokers could see clients unable to move to stable competitors
Cyber assault on Russian banks mirrors Swift attacks
‘Advanced persistent threat’ attacks threaten wholesale payment networks
Duffie: CCPs should prep to quash Sifi swap termination stays
Clearing houses need criteria for overriding stays on swap terminations, writes Darrell Duffie
R3 set to unveil blockchain for syndicated loan trades
Credit Suisse, US Bank and others to showcase results in March; no update on Digital Asset and JP Morgan project
Banks fear fresh burden from new EU branch supervision plan
EBA insists enhanced supervision of largest branches will not bring additional requirements
UK banks face increased XVA burden after ring-fencing
Funding spreads to raise FVA and MVA; netting splits to hit CVA
EC to miss Mifir equivalence deadline
Draft timetable would leave some jurisdictions inaccessible to European Union firms from January 2018
Yellen defends Basel co-operation before Congress
Fed chair rebuffs Republican lawmaker; dodges question on delaying VM rule
Why EU banks still refuse to die
A year on since BRRD came into force, the debate on taxpayer bailouts is far from resolved
Japan holds firm on VM deadline as Fed tracks progress
JFSA says no “strong reason” for delay; Bafin and Fed monitor developments
Swaps play hidden role in UK banks’ ring-fencing plans
UK dealers avoid mass transfers of derivatives
Banks get no relief from CFTC’s variation margin delay
No-action letter will benefit only a dozen or so swaps brokerages and energy firms
CME’s European CCP to lower rates default fund burden
Firm hopes move will entice smaller players to join rates clearing service
Three Japanese banks consider new CVA approach
Industry working group formed to discuss introducing accounting adjustment
Mifid malfunction: Brexit breaks data foundations
Removing the UK from EU markets could derail new European trading and transparency rules
Swiss rate reform set to trigger swap value change
Tois discounting rate set to be replaced in 2018 by Saron, which is 20bp lower
Stress testing under IFRS 9: a field guide
Higher volatility of loan loss provisioning will complicate financial planning and hit capital
Executive disorder: little threat to Dodd-Frank from Trump memos
Order to scrap two rules for each new one cannot capture bank regulators or repeal legislation
Deutsche, Credit Suisse settle mega RMBS fines
Megan van Ooyen from SAS rounds up the top five operational risk losses for January 2017