Cryptocurrency
Risk.net podcast: OCC’s Fennell on Nasdaq breach, crypto and ‘skin in the game’
Clearing house is “seriously considering” contributing to own default waterfall
Cryptocurrencies: king’s ransom or fool’s gold?
Extreme volatility makes products an unreliable store of value – for now
New Venezuelan currency linked to oil-backed crypto
Government tries to tackle inflation by linking “sovereign bolivar” to petro
FSB launches crypto asset monitoring framework
Metrics will focus on the financial stability risk of crypto market
BIS calls for ‘redrawing of regulatory boundaries’ around crypto
Regulation will have to adapt to “new reality”, says BIS, suggesting new ways the underlying technology could improve financial efficiency
Bitcoin futures growth could prompt bank ratings downgrades
Fitch, S&P, Moody’s contemplate impact of bitcoin futures on credit ratings
How fintech could reboot Libor
Polsinelli’s Rutenberg says blockchain technology and ‘Libor currency’ could boost submission incentives and make process more secure
Top 10 op risks 2018: theft and fraud
Cyber theft fears widespread, but old-fashioned frauds dominate losses
BAML hires new US head, Ice names model risk head, and more
Latest job changes across the industry
FCMs demand self-certification overhaul after bitcoin debacle
CBOE, CME rush to list bitcoin futures “felt like an arms race”, says one FCM chief
Forecasting crypto crashes with bubble analysis
Analysis finds bubble signals in bitcoin and ether, write trio of quant risk managers
Bitcoin futures pricing kindles manipulation fears
CME and CBOE insist pricing methodology is robust; critics say contracts are ripe for manipulation
FCMs look to top up initial margin on bitcoin futures
In advance of bitcoin futures launch, brokers seek extra IM buffer from clients
Quintenz: futures will allow regulated bitcoin exposure
New products allow investors to access digital currency in a monitored marketplace, says CFTC commissioner
Russian crypto-currency will threaten AML efforts
Targeting individuals and companies could be impossible with digital currency, write academics
Chicago exchanges embrace crypto-currency
Exchanges' interest piqued, but regulators and some market participants hesitant
Giancarlo: crypto-currency futures do not need new rules
CFTC chair says US regulators can oversee products using existing powers
Banks must embrace their digital destiny
Alexander Lipton believes the time is right for advanced digital banks to take the industry forward, and quants can lead the charge
Banks test promise of blockchain as CCP replacement
“You can imagine a world where you don’t need clearing houses,” says senior banker
‘Smart’ derivatives can cure XVA headaches
Cryptocurrency technology could revolutionise derivatives valuation and collateralisation, say Massimo Morini and Robert Sams
Bitcoin technology finds new uses in finance
Using blockchain should drastically speed up post-trade settlement
Hirani, Masters and Wilson apply bitcoin to settlement risk
Derivatives market pioneers co-opt bitcoin tech in bid to transform mainstream markets
Crypto-currencies pose risk management questions for banks
Uncertainty reigns over the legal and accounting status of currencies such as bitcoin and their regulation
Proposed bitcoin regulations 'unworkable' in current form
NYDFS proposes bitcoin regulations that experts say go too far