Risk magazine
Nordic clearing members eliminate Skr288 billion IRS notional
Nasdaq Clearing’s first compression run to be continued twice a year
Banks seek to counter FRTB internal model add-on
Parallel shifts and trading desk reshuffles mooted as fix for non-modellable risk factors
LCH-JSCC basis rockets for cleared yen swaps
Cost of receive-fixed swaps at JSCC jumps fivefold in a week
Mifid II transparency rules pose swaps pricing challenge
Isda AGM: dealers fear pre-trade transparency could lead to front-running of hedges
Regulatory intervention triggers complicate CCP resolution
Isda AGM: Role of supervisors will vary for each situation, say market participants
Options for tackling model risk limited, conference hears
Greater use of models means risk "has significantly increased", says HSBC's Bhaskar
Cold comfort for dealers at crunch FRTB meeting
Banks and regulators make little headway on P&L variance test
Regulators have 'keen interest' in FRTB liquidity effect
Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules
Stress tests at risk of becoming too complex, say bank heads
Regulator demands could lead to "tick-the-box" exercise, hear delegates at Quant Summit Europe
Industry calls for US Simm model approval guidance
Isda AGM: US banks in the dark over uncleared initial margin model approvals
MUFG head criticises internal modelling restrictions
Isda AGM: Mitsubishi UFJ Group CEO also sounds warning on sovereign risk weights and CVA
BoJ: unsecured overnight rate top pick for Ibor alternative
Isda AGM: New rate would complement rather than replace existing ones
Massad denies silencing position limits analysis
CFTC economists stopped from critiquing proposed rule due to “priorities”, not politics
LCH and dealers clash over loss allocations
Isda AGM: CCP equity should not be spared, say clearing members
Technological nightmares worry Zurich Global Corporate CRO
Cyber crime and nanoparticles represent emerging risks for insurers, says John Scott
Blockchain faces obstacles in uncleared swap market
Isda AGM: Technology may have applications but will take time to gain market's confidence
Blockchain tech for derivatives CCPs – friend or foe?
Distributed ledgers can benefit – and won't replace – CCPs, says Nasdaq Clearing president
Standardisation ‘a must’ for uncleared swaps
Isda AGM: Standard products and contracts key to product's future, say trading execs
JFSA calls for more dynamic approach to bank regulation
Isda AGM: Regulators need to rely less on uniform rules and work more closely with banks, says Mori
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Isda chair on twin threats facing OTC market
Capital a “sword of Damocles”, says Litvack; cleaner CSAs will fix valuation woes
Japanese regulator defends risk-based capital rules
Shirakawa warns binding leverage ratio could harm banks' risk management practices
Bloomberg works with banks on FRTB data pool
Pooling market risk factor data could cut capital requirements
Corporates fear price rises if Basel curbs credit risk models
Trade finance exposures would move to standardised approach