Risk magazine
DTCC bets on blockchain to slash CCP liquidity needs
New technology set to boost repo netting, shrinking $50bn facility "substantially"
Banks struggle to crack 'very complex nut' of IFRS 9
Move to expected loss impairment regime brings major challenges, say banks and accountants
Mac swaps, swap futures face new tax threat
Isda urges US tax officials to postpone rule treating certain payments as loans
Capital sums set to drive FRTB desk decisions
Using Volcker desk structure may hurt model approval chances, banks say
SEC leverage ratio meetings alarm broker-dealers
US Treasury spread trades could face 850-fold jump in capital requirements
When it comes to correlation, cleaning is a chore that pays
Recent trends in research may help firms obtain reliable correlations from limited data
Basel Committee to amend leverage ratio calculation
CEM to be ditched, but regulators still considering treatment of client margin
ABN Amro cuts rates swaps from €24bn covered bond programme
High cost of downgrade triggers forces Dutch bank to use alternative hedge
Unresolvable clearing houses pose ‘enormous risk’
CCPs, the TLAC and Basel III capital rules are all cause for concern, Minnesota Fed hears
Questions remain after final EU uncleared margin rules
Industry gives a positive welcome, but the treatment of non-netting jurisdictions is still uncertain
Q&A: FDIC’s Hoenig warns on daily settled swaps
FDIC vice-chair on leverage-cutting schemes, TLAC and TBTF
FDIC’s Hoenig: don’t impose TLAC, let equity 'do its job'
FDIC vice-chair says TLAC should reflect individual bank business models
SDR battle between CME and DTCC heralds huge cost savings
Firms reporting more than 50,000 open swap positions could save $1 million a year at CME
Top quant Peter Carr leaves Morgan Stanley
Global head of market modelling is no longer with the bank, say industry sources
Industry slams EU equity derivatives disclosure proposals
"The rules are based on assumptions that are incorrect," says Isda
End-users shun ‘broken’ US swap market
Negative swap spreads forcing hedgers to look for alternative instruments
Crying wolf on CVA?
Standardised approach will hit corporates – but it's not clear that capital will jump
Eurex pilots direct clearing for the buy side
CCP predicts 80% reduction in capital charges for banks acting as clearing agents
Blockchain tipped as fix for margin segregation
ISAs could move to distributed ledgers within 18 months, Barclays technologist claims
Post-Libor squeeze could stifle benchmarks, industry warns
Obligations set to mushroom for administrators and contributors
Cleaning correlation matrices
Bun, Bouchaud and Potters present a technique that allow cleaning in-sample noise from correlation matrixes
Banking redefined: Helping clients succeed in the new market structure
Sponsored Q&A: UBS
Fed to use CCAR to push BCBS 239 compliance
"The stick they're wielding right now is around CCAR," says SunTrust executive
Dealers 'getting very creative' ahead of FRTB implementation
FRTB will force banks to rethink the structure of their businesses