Risk magazine
SEC finds no evidence of lost liquidity in single-name CDSs
Quant Congress USA: data shows stable liquidity for clearable CDSs, official claims
Shrinking ranks of swaps clearers could see new entrants
NFA official says "a couple" of firms have filed applications to open a swaps FCM
CCPs urged to implement liquidity risk charge
Quant Congress USA: liquidity charge might have exposed London Whale, academic claims
Fed official defends clearing incentives report
Risk Derivatives Clearing: pilloried report was "clearly useful", says clearing official
Swaps end-users fear clearing fee and margin hikes
Risk Derivatives Clearing: buy-side firms expect clearing costs to rise
Fed economist sees gaps in CCP risk management
Quant Congress USA: CCPs struggle to model conditional losses and auction behaviour
Greek tragedy will run and run
Bargain staves off threat of Greek exit, but does little to inspire belief in the eurozone
Citi exec laments plight of the quants
Quant Congress USA: Quant departments have become “sterile” and “dumbed-down”
'Gamma trap' theory features in US Treasury meltdown report
Official post-mortem considers claims that options hedging amplified October 15 move
Moody's correct on swaps bail-in risk – Risk.net poll
Nearly 90% say agency is right to assume swaps won't be bailed-in
Greek bank holiday sparks swaps contract chaos
Extended bank closure leaves derivatives payments by end-users in limbo
GFMA, IIF, Isda plan liquidity lobbying push
Draft report urges regulators to consider impact of FRTB and FTT on markets
FRTB will add to liquidity woes, warns hedge fund CIO
New trading book rules will “make the situation worse, not better” says Napier Park's Dorfman
New swaps margin hub aims to solve disputes pre-call
Matching up risk factors should avoid collateral headaches, hub hopes
Target2-Securities: so far, so good as first systems go live
Pan-European securities settlement platform goes live on time and with minimum disruption
DBRS and Fitch consider bail-in boost for swap ratings
If agencies follow Moody's lead, S&P would be isolated
People: FCA bolsters oversight with new hires
IIF's Barbara Frohn to lead risk and compliance oversight
Bail-in: why derivatives are in scope, but out of bounds
Analysing early termination costs - and the risks of contagion - will be tough
BoE on Lehman's lessons for bank booking structure
Complex booking practices result in "worse oversight", say BoE officials
Moody's swaps bail-in bet splits banks and buy side
Asset managers wary of assumptions that make swap counterparts look stronger
BoE warns banks on derivatives booking practices
Dealers must simplify if there is "no coherent rationale" to structures
Funds escape yo-yo effect as CFTC redefines US person
Scrapping of test means investor status will not tip offshore funds into Dodd-Frank regime
Standardised approaches pile up capital and data woes
Banks round on one-size-fits-all rules for market, credit and op risk
Standardised approaches: the risks of reform
Comparing modelled and standardised capital may raise more questions than it answers