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Flexibility a sticking point in buy-side resolution stay protocol
Firms want a choice of the counterparties covered, regulators are opposed
SDRs urge CFTC for more help on data harmonisation
Regulator’s swap data woes are “absolutely solvable”, SDR chiefs say
MEPs split on how to protect package trades from Mifid II
Ferber warns amending text "risks opening Pandora's box"
Accounting change threatens structured note DVA hedges
Move could force unwinds, but an IFRS exemption may prove a saviour
US dollar/yen basis blows out to –100 on negative rates
Bank of Japan policy adds to domestic banks’ dollar funding dilemma
Firms weigh impact of blockchain on post-trade services
Opportunity for using distributed ledgers in OTC market discussed at meeting held by CFTC
Banks struggling with IFRS 9 impairment rules
Firms seek clarity on use of probabilistic scenarios ahead of January 2018 deadline
EU capital rules for energy traders not as bad as feared – PwC
Commodity firms can slash Mifid II capital charges by 40%, report finds
Dealer algos strike back in swaps market showdown
Auto-quoting starting to take root as incumbents try to keep pace with Citadel
CFTC proposal to expand swap data reporting criticised
Increasing the number of reporting fields ‘doesn’t necessarily add a ton of value’, market participants argue
Philippines OIS watchdog tussle resolved, says SEC
Securities regulator – not central bank – will be overseer for long-planned new swap market
Banks take various approaches to tackling conduct risk
Definitions, reporting lines, frameworks and metrics vary among major banks, Risk.net research shows
Florida utilities’ $6bn hedging loss spurs public backlash
Firms face heat over out-of-the-money natural gas hedge transactions
Voltaire Capital and the prop shop that changed its spots
London-based start-up joins liquidity contest via buyout of Chicago HFT firm
Life firms split on what risk margin means for bulk annuities
L&G predicts record volumes, but Aegon and UK's Prudential say risk-margin costs too high
EU's foreign benchmark equivalence rules under fire
Critics fear repeat of CCP approvals saga
EBA lacks mandate for new CVA push, critics claim
Move to hike counterparty risk capital has corporate treasurers ‘fuming’
Hungary central bank action ‘distorting’ swaps curve
Flooding market with cheap swaps knocks 14% off bid rate
New EU market abuse rules worry energy traders
Ban on insider trading in commodities seen as “very tricky”
Tensions at for-profit CCPs could put them at risk
Demutualised CCPs must find a way to keep clearing members engaged in risk management
Emerging market benchmarks under threat from EU law
Heightened regulatory scrutiny discourages banks from participating in third-country benchmarks
Autocallable issuers avoid pain despite HSCEI collapse
Dealers say Korean autocall pain subdued as volatility stays low
CFTC does the right thing on trade reporting
US regulator finally moves to clean up its own swap data mess
Daily fund liquidity needs rethinking, say asset managers
Buy-side firms sceptical about liquidity metrics, but see need for fundamental change