Risk magazine
Clamour grows for US Treasuries clearing mandate
HFT default could destabilise interdealer markets, participants fear
Rating aggregation flawed, but better than nothing, researchers say
New research finds errors still substantial even after combining ratings
ECB's bank watchdog warned on NPL clean-up drive
SSM may need clearer enforcement process to boost bad loan provisioning, says regulator
FSOC focuses on non-cleared trades in buy-side Sifi debate
CFTC chairman sees ‘very important distinction’ in cleared versus uncleared trades
US Treasury: prepare for a post-Libor world
Senior official urges participants to adopt new benchmark
Big losses force banks to rethink energy lending
Unfunded loans and exposures to suppliers worry credit risk managers
LCH to revise margining after Brexit backlash
Excess intra-day margin will offset other collateral calls from November 3
CCPs defend direct clearing models for the buy side
FCMs unsure if direct margin posting will deliver capital savings
BoE plans could force change to Libor-Sonia swap payments
Reformed Sonia proposals may see floating-leg settlements delayed
EU trading obligation threatens US equivalence
Rigid criteria and poor data could make EU regime too narrow to achieve US recognition
LCH under scrutiny after outsized Brexit margin calls
Intra-day calls criticised by banks; FIA working group pushing for change
Netting questions linger in Asia margining rules
Hong Kong set to exempt non-netting trades from margin regime, following Australian position
Eight months needed for smooth Asia variation margin roll-out
The alternative is an unprecedented repapering exercise, writes Isda's Scott O'Malia
Emir review could enable EU clearing land grab
Experts say 2015 ECJ ruling may not protect London euro clearing if the UK leaves the European Union
How banks weathered the money market storm
Bank funding desks tapped standalone accounts and offshore investors for cash as prime funds slumped
StanChart hires Ramambason as head of XVA
Ramambason to lead newly created XVA desk
Using FX algos: Towards smarter execution
Sponsored feature: HSBC
EU bid to fast-track non-cleared margin rule slammed as ‘reckless’
Requiring banks to post initial margin before year-end 'would be risky', says SocGen's Litvack
Sterling flash crash leads to market price confusion
Banks set their own sterling/US dollar low 4% higher than some traded rates
Asset managers lead the charge for voluntary clearing
Voluntary clearing volumes jump 80% as non-cleared margin rules take effect
MEPs seek solution to STS securitisation stalemate
Rapporteur circulates compromise plan after three large parties reject 20% risk-retention rate
Interview: US Treasury CRO on credit risk, Tarp and cyber threats
Ken Phelan stresses importance of credit risk management in key Treasury role
CFTC ‘puzzled’ by CPMI-Iosco plan on margin procyclicality
Prescriptive models could increase systemic risk at CCPs, market participants warn
AIFs may struggle to meet March margin deadline
Lawyers warn some AIFs may not be ready for the start of Europe's variation margin regime