Liquidity
Trends in risk management
Sponsored survey analysis: SunGard
BoE and Citadel clash over Sifi status for funds
Asset managers could pose systemic risk, says BoE official
Collateral and counterparty tracking: Emerging initial margin requirements
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SEC probes retail hedge fund liquidity
So-called multi-alternatives are growing rapidly - too rapidly for some sceptics
Corporate hedgers fear OTC liquidity drain
End-user exemptions could prove Pyrrhic victory, says treasury head
Margin calling: Is your VAR methodology ready for initial margin on uncleared derivatives?
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Overnight heroes: central banks weigh loans for CCPs
Eurex and SGX can borrow from their central banks, while rivals have to rely on common-or-garden lenders
The optimisation of everything: OTC derivatives, counterparty risk and funding
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'A terrible disappointment' - IASB fumes as US rejects common approach
Hoogervorst says work on classification and measurement "has been done for nothing"
South African banks say NSFR changes do not go far enough
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Credit portfolio manager of the year: HSBC
HSBC has attempted to improve the accuracy of its credit portfolio economic capital forecasting by extending its model beyond a one-year horizon
Interest rate derivatives house of the year: Goldman Sachs
Interest rate derivatives house of the year: Goldman Sachs
Trading OTC may be costlier than you think
Debate continues to rage about the merits of clearing, with some market observers arguing that the benefits of using central counterparties are outweighed by the precipitous costs involved. But such criticisms fail to take the full burden of over-the…
Why collateral research misses the point
There may be an aggregate collateral surplus, but pension funds and other firms that would face big margin calls in a rising-rate environment are not reassured
Fear the repo: funds face up to rate-contingent liquidity risks
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften the blow, rather than relying on a repo market that could…
'Patchy' liquidity in FX a concern for the future
Concentration in the number of liquidity providers and the reliability of HFT market-making raises concerns for senior industry officials
BoE's Carney: liquidity support for CCPs is a 'last-resort option'
BoE governor insists clearing houses must have enough liquidity to cope with default of two big member firms
CCPs face $161 billion liquidity shortfall to clear FX options, GFXD finds
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number by 73%
Innovations to drive leadership in banking
Sponsored statement: J.P. Morgan
Lat Am hedge funds face disappointment
While hedge funds focused on Latin America are on course to underperform, Japan is a bright spot in the hedge fund universe