Brexit
Deutsches Risk Rankings 2016
Derivatives dealers offer simplicity as regulatory change continues apace
Risk managers take note: Brexit was not a black swan
Protecting yourself against true black swans is the art of the possible, not the probable
Vexed by Vix: post-Brexit squeeze sparks fears of losses
Rerun of short squeeze on Vix futures could backfire on speculators
What’s good for the City is bad for UK commodity firms
In effort to retain passporting, Brexit negotiators may sacrifice commodity traders
UK-EU power market integration in doubt after Brexit
Exclusion from market coupling could prove costly for UK
Brexit lessons on handling redemption runs
July experience shows fund suspensions can be used without spillover effects
Risk premia providers claim Brexit success
Index providers say strategies passed critical test convincingly
Brexit sparks worries about trade reporting
UK energy firms fear leaving EU may usher in new layer of reporting rules
What Brexit teaches operational risk management
Receptiveness, resilience and reflection are crucial for avoiding nasty surprises
Brexit roils UK electricity firms’ carbon hedging plans
Utilities may unwind hedges amid uncertainty over EU emissions market
Brexit is a tragedy for EU financial services regulation
Loss of influence belies critical role UK played in crafting sensible financial rules
PRA invites post-Brexit transitional recalculations
UK regulator invites firms to recalculate smoothing effect to ease the pain of higher risk margin
Brexit gives banks a taste of life without AFS bond filters
Liquidity buffer valuations now key concern during stress events
Mifid speeds drive towards regional swaps-booking models
Brexit adds impetus for decentralisation of booking hubs to Asia
FCA asks prop traders about capital impact of sterling fall
Regulator seeks info on currency make-up of capital base, and capital adequacy
UK commodity traders face regulatory chaos from Brexit
Some trading units may move to EU to retain passporting rights
CCPs and Brexit: don’t forget the rest of the world
Losing equivalence with the US could be more serious than arguments over the location of euro clearing
CVA desks suffer Brexit double whammy
Cross-gamma losses estimated at more than $25m for each dealer
Not so fast, François: EU clearing land grab is complex
ECB cannot (yet) make post-Brexit demand for euro clearing to leave London
Brexit leaves insurers playing regulation waiting game
Local regime likely to be tougher than Solvency II, although risk margin might change
Hedge fund H2O suffers $160m loss after Brexit shock
UK-based firm’s four macro funds hit by equity index and sovereign debt losses
EBA stress test ‘obsolete’ after Brexit vote
Experts call for a rethink on setting scenarios for future tests
‘Lottery ticket’ call options saw big losses on Brexit
Emerging market trades dropped more than 80% after 'leave' vote
Brexit clauses put brakes on big UK property loans
Collapse in sterling expected to see in-flight deals renegotiated