Risk magazine
Priips delay unlikely even as pressure mounts
EC said to maintain the stance that firms can issue information documents without RTS
European Commissioner cautions US on TLAC rules
Dombrovskis says foreign banks should not be mistreated by Fed internal TLAC proposal
Final EU non-cleared margin rules softened for pension funds
No margin concentration limits for pension funds, but intragroup rules threaten US equivalence
SGX risk chief urges Asia lobbying push on FRTB
Asian markets could be stifled by “irrelevant” global standards, warns Koh
Lawmakers rush to double Euribor panel membership
Benchmark designated “critical” to stem departures and enable transaction-based methodology
Flylets and invariant risk metrics
Kharen Musaelian, Santhanam Nagarajan and Dario Villani show how to build robust risk metrics for bond returns
Non-cleared margin transfer rules vex asset managers
Market split on whether MTA applies at the client or account level
Swaps market mutation could replace managed change
Banks are finding it harder to control the future of the swaps market – that's no bad thing
Taking the FRTB plunge
Banks entering chilly FRTB waters for first time facing fresh challenges
Rise of the machines: AI begins to tackle credit risk
Self-taught technology could push humans aside from some – or all – of the underwriting process
Traders blame bail-in for Deutsche CDS jump
Debt subordination behind spread widening from January; CVA desks may need to adjust hedge ratios
Margin rules lead to NDF clearing surge
Banks look to finally clear forex products, but options remain a challenge
Repo traders brace for wild quarter-end
Overnight repo rate expected to widen dramatically on Friday
Europe arrogant to reject capital increase, says lawmaker
Parliamentarian hits back at European Commissioner's criticism of Basel model floors
A conflict resolution strategy for capital allocation?
A recently proposed method for capital allocation has the potential to resolve internal disputes
People: O'Hara departs as Credit Suisse global markets head
Barclays poaches another JP Morgan senior executive; Berman joins Citadel Securities; and Icap hire new regulatory affairs head
Organising the allocation
Yadong Li, Marco Naldi, Jeffrey Nisen and Yixi Shi propose a new capital allocation method
CME set to clear CMBX index swaps
Product to clear next year amid fears of falling liquidity from new non-cleared margin requirements
Regulatory fragmentation drives Basel RWA impasse
European Commissioner rejects model floors that US regulators have already imposed
Asset managers sanguine on Deutsche Bank woes
Bank’s troubles seen as unlikely to trigger wider banking crisis
FRTB sends banks around the bend
Banks uncover hidden challenges of data, computing power and need for joined-up approach
EU non-cleared margin regime set to take effect in January 2017
EC expected to publish its final non-cleared margin rules on October 4
Blockchain: a solution looking for a problem
While new financial technologies show considerable promise, many proposed applications are either naive or miss the mark outright
Credit veteran tackles opacity in peer-to-peer lending
PeerIQ CEO Ram Ahluwalia shines a light on the world of peer-to-peer securitisation