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Structured product hedgers shun Eurex quanto futures
Maturities too short to hedge autocallable books, say dealers
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
Buy side targets leverage cap in SEC derivatives plans
AQR says its managed futures fund could suffer larger drawdowns under new rule
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
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
IT heads of energy trading firms wrestle with budget cuts
Migration to cloud-based solutions considered as budgets fall 20–25% in 2016
Questions remain after final EU uncleared margin rules
Industry gives a positive welcome, but the treatment of non-netting jurisdictions is still uncertain
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
US public pensions failing on operational risk
Outdated systems and lax controls expose pension plans to 'operational failure'
Australia regulator rejects liquidity facility for use under NSFR
Apra says that an RBA liquidity line cannot be used for NSFR
Priips rules set for delay, watchdog confirms
Technical standards to be delayed by at least a week, prompting implementation fears
MetLife Sifi win leaves G-Sii status meaningless – US lawyers
Federal court decision brings whole Sifi and G-Sii designation process into question
Industry slams EU equity derivatives disclosure proposals
"The rules are based on assumptions that are incorrect," says Isda
Energy Risk Software Rankings 2016
OpenLink voted best overall ETRM platform
Smaller firms get boost on timing for non-cleared margin
Counterparties will be able to offset extra collateral calls, says source close to EBA
End-users shun ‘broken’ US swap market
Negative swap spreads forcing hedgers to look for alternative instruments
FRTB data standards seen as threat to emerging markets
Need for 'real' prices will limit use of models, increasing capital burden
Crying wolf on CVA?
Standardised approach will hit corporates – but it's not clear that capital will jump
Falling budgets are top IT worry for energy firms
Tech spending by energy trading companies is set to plummet in 2016, survey finds