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CCPs face pressure to deal with cyber security threats
Regulators and clearing members urge central counterparties to do more to guard against attacks
SGX hopes to shake up LNG market with new index
Traders cautiously optimistic about ‘Singapore Sling’ index and derivatives
The limits of the leverage ratio
Data from 30 European banks shows even 6% ratio would miss regulators’ stability target
CME set to launch swaptions clearing in Q2
Uncleared margin rules the driver; may also impact CME-LCH basis
Beyond Libor: what reform plans mean for swaps users
Big bang still an option in plans to propagate new benchmarks
SEC in wait-and-see mode on CDS clearing mandate
Industry sources that have met with the agency claim it has “no plan” for mandate
UK regulator outlines wish list for Solvency II review
Risk margin “highly pro-cyclical” and ultimate forward rate “completely unrealistic”, says financial policy director
LME Clear ‘welcomes scrutiny’ of CCP risk management
Oversight from clearing members is good for central counterparties, says LME Clear CEO
US issuers push for structured notes TLAC carve-out
US banks lobby Fed to reconsider eligibility of principal-protected notes
Freddie Mac reviews $600bn hedge book as losses mount
Swap spread inversion contributed to derivatives losses of $2.7 billion in 2015
Europe opens door to Mifid II package trade waiver
MEPs to vote on four changes to Mifid II text on March 17
Accounting puts brake on move to daily settled swaps
New margin approach threatens hedge accounting status, could hurt effectiveness
Pensions industry says permanent Emir exemption not enough
European Parliament and UK regulator push for carve-out, but industry unimpressed
Quant Ideas: How VAR can add value to energy market analysis
Alessandro Mauro shows how using value-at-risk can improve market risk analysis in the energy sector
Benchmark providers eye banks’ prop index disposals
Stricter oversight could see index houses gobble up dealers’ in-house indexing units
Operational Risk Awards 2016 open for entries
Practitioners, vendors and service providers invited to enter to win an Operational Risk Award
Isda would create protocol for swap rate ‘big bang’
Tool to allow for legacy contract amendments in case of OIS rate change
Banks grapple with ‘unprecedented’ vendor risk rules
Firms cutting numbers of vendors and hiring more staff to oversee third-party relationships
Commodity hedge funds hope for rebound after 2015 rout
As ranks of commodity funds thin, survivors say investor interest is starting to pick up
Dealers turn to structured products for LCR relief
Liquidity options for tackling Basel-mandated LCR come of age
CCPs seen as reluctant to report cyber attacks
Clearing houses urged to share information in aftermath of cyber security lapses
OTC trading will live on, SG’s top US commodity trader says
Corporates still need banks for complex, structured deals, says Koppel
AllianceBernstein credit aggregator tackles bond illiquidity
Internal liquidity aggregator helps cut credit trading costs
Banks launch drive to crush outsized XVAs
Novations and profit-sharing form part of push to trim derivatives valuation adjustments