Risk magazine
Banks warn prime brokerage clients of ‘material’ MVA costs
Some buy-siders reassessing relationships as a result
Banks seek clarity on risk retention capital charges
CMBS issuers in dark about how much capital to hold against risk retention exposures
UK repo decline sparks NSFR tussle in Europe
BoE and EC concerned about repo liquidity, but Basel Committee unlikely to budge
LSE forced to rework Curve deal over merger risks
Banks demand LSE use its own cash while awaiting verdict on Deutsche Börse tie-up
FRTB: a work in progress
Banks cannot wait for clarification but must forge ahead
Lining up the fundamentals
Sponsored Q&A: Asset Control, Murex, Vector Risk, CompatibL, Parker Fitzgerald and Numerix
Regulations, sensitivities and adjoints: Using AAD for FRTB and FRTB-CVA
Sponsored feature: CompatibL
Attribution of risk measures for improved risk and capital control
Sponsored feature: GFT
Freeing up the front office
Sponsored feature: Parker Fitzgerald
The decentralisation trap: The FRTB standardised approach
Sponsored feature: Vector Risk
Land of confusion: FRTB and the calculation burden
Sponsored feature: Quaternion Risk Management
No way out: The road to FRTB compliance
Sponsored feature: Murex
Tough times for the real masters of the universe
Rules tie the hands of bank strategic investing units as fintech opportunities grow
FSB holds too much sway over US regulators, say Republicans
Lew faces questions in Congress over FSB impact on US banks and markets
Loan danger: CFTC sees systemic risk in margin financing
Combination with net margin posting at EU CCPs could leave clearing members on the hook
Large and complex banks face LCR reporting migraine
Repo, collateral and legal entities pose obstacles to liquidity reporting, say panellists at event
Buy-side stress tests ‘not straightforward’ – Irish central banker
Stress tests for asset managers need to be different from those for banks, conference told
Bankers fear confusion over Basel IRRBB disclosures
Differing discount methods and EVE approach will need explaining to investors
Forget your passport: London outside the single market
UK-based banks seek simplest way to retain EU access post-Brexit
New margin timing rules may pose problems for buy side
Dealers warn clients could struggle to meet incoming T+1 deadline for variation margin
European NSFR ‘will change’, say HSBC and Deutsche Bank
Conference hears claims of an EC change in the treatment of derivatives
March margin deadline may force clients onto new CSAs
Dealers say they lack capacity to renegotiate thousands of existing collateral agreements
Hedge funds warned of crowding risks
Crowding is the “biggest challenge” facing the hedge fund industry, CRO of Point72 says
Liquidity stress testing ‘essential’, says ECB supervisor
Supervisor warns conference banks will need to shape up their Ilaap responses for 2017