Risk magazine
FRTB: the nightmare before Christmas
Unwanted gift will be delivered, say regulators, and only its size is up for debate
US regulators not backing down in leverage ratio stand-off
Yellen, Gruenberg and Curry offer no concessions to agriculture committee
Indos: hedge funds switch from depositories affiliated to administrators
Conflict of interest poses operational risk if one part of group oversees affiliate
Banks held back e-trading for swaps, new lawsuit alleges
Icap and Tradeweb also named as defendants
Treasury repos may hit 20bp under DTCC liquidity plan
Repo CCP's committed liquidity facility could force price hike
IFC risk management directors wrestle with strong dollar
Weak emerging markets and commodities downturn are also posing a challenge
Banks eye Traiana for EM forex netting service
Industry turns to utility as CLS emerging markets push stalls
Europe edges closer to final Emir clearing timeline
Deadline could arrive in mid-June; pressure to resolve EU-US dispute grows
ISSA standards seek to stamp out cross-border custody crime
Principles also target misdeeds in settlement and distribution of securities
Irish central bank warns of swaps market shut-out
Official says current clearing capacity “will be saturated” by Emir demand
Fed, BoE officials mount defence of resolution regimes
Resolution regimes are “not a power grab” by regulators, says BoE’s Gracie
Fed official defends LCR treatment of custody deposits
Rising rates may ease the pressure on custodian banks, Gibson claims
Custody Risk European Awards 2015 winners announced
HSBC picks up top honours as best custodian and fund administrator
Statistical spin may decide severity of trading book rules
Capital increase levied by Basel Committee could depend on use of mean versus median
Phizackerley on Icap deal: 'I believe in voice'
In swap markets, bank efficiency drive has its limits, says Tullett CEO
New firm to join EU derivatives repository melee
Two years into regime, Abide Financial targets trades it sends to Regis-TR
Cutting edge introduction: Jumpy wrong-way risk
Quants propose easy approximations for modelling wrong-way risk in CVA frameworks
To breach or not to breach: Mifid II and the reporting wrangle
Rules double down on existing clash with national privacy laws
US politicians renew push for change to leverage ratio
Agriculture committee ups pressure on Fed over client margin
And so, farewell: David Rowe's final risk analysis column
After 16 years as our risk analysis columnist, David Rowe looks back at a recurring challenge
Deutsche Bank loses Fan ahead of investment banking overhaul
Deutsche's Fan exits; Credit Suisse investment banking co-head retires; Sweden's prudential regulator hires new director general
Isda escapes CDS case pledge to help CFTC
Association still faces licensing overhaul as part of pending settlement
Mifid II delegated acts unlikely before end-2015
Further delay to rules could leave firms scrambling to prepare for implementation
Risk budgeting and diversification based on optimised uncorrelated factors
Meucci, Santangelo and Deguest introduce a risk decomposition method based on minimum-torsion bets