Risk magazine
BoE's Sonia fixation complicates secured rate transition
Bank's continuation of Sonia could jeopardise shift to secured rate as Libor replacement
Distributed ledger innovators imagine a world without CSDs
CSDs counter they fulfil functions blockchain cannot, and regulatory changes are needed to disintermediate them
DTCC coaxing HFTs to become clearing members
US Treasuries CCP concerned about contagion risk threat to existing members
Euro regulators may look to cull internal credit risk models
Fewer models and higher capital requirements seen as likely outcomes of SSM review
Pressure grows for more opt-outs from Basel for smaller banks
Key MEP urges broader exemptions for regional banks as FRTB looms
Interview: ECB’s Benoît Cœuré on CCP capital and stress testing
"I would be very much in favour of the concept of a Pillar 2 for CCPs", says CPMI chair
Brexit fears stall regulatory preparations
Dealers waiting until August to implement key FRTB decisions
Barclays taps blockchain for equity swaps, options, swaptions
Regulatory capital savings offered by instant settlement of smart contracts on distributed ledgers
BoE: Libor reform needs swaps market support
“The dependence on term Libor fixings remains an unnecessary vulnerability,” writes BoE’s Salmon
Basel interest rate risk disclosures "problematic"
IRRBB could reveal commercially sensitive information and mislead analysts
End-users face extra unwind costs from CSA rate floors
Dealers demanding compensation for extra funding costs
Dealers disagree over charge for CCP counterparty risk
Fed stress tests push US banks towards charging CVA for cleared derivatives
Enria: new legislation can help bolster AT1 market
The EBA is also reconsidering its advice to the European Commission on the treatment of CVA risk
'Cherry-picking' claims fly in CSA rate floor negotiations
Traders accused of self-interest in negative rate floor discussions
Partial reprieve for package trades in Mifid II deal
Some trades will face transparency, but the outcome “could have been worse”
Esma hits back at "overly burdensome" Mifid II phase-in
Agency resists EC proposal for annual liquidity review
Banks fear huge losses on bond repacks in Japan
Dealers and investors face multi-million-dollar hits if rates continue to slide
Hedge fund AQR hires Isaac Chang as co-head of global trading
Chang was formerly global head of FICC at KCG
Basel CVA bombshell widens gulf with bank accounting
Dealers face conflicting incentives and capital hike after internal models are blown away
David Rutter: gambling on blockchain and a Treasuries revolution
Former BrokerTec chief says technology can transform the financial markets
US wrestles with bankruptcy-based resolution regime
Political divides undermine efforts to bolster insolvency process
Can better data management boost profitability and business?
Risk.net / Oracle survey on measuring the return of improved data management is now open
Canabarro to join Barclays as model validation head
UK bank hires former Morgan Stanley risk analytics head
Iosco considering benchmark proportionality guidance
Chair says EU rules an example of how to avoid one-size-fits-all approach