Risk magazine/News
Regulatory intervention triggers complicate CCP resolution
Isda AGM: Role of supervisors will vary for each situation, say market participants
Options for tackling model risk limited, conference hears
Greater use of models means risk "has significantly increased", says HSBC's Bhaskar
Cold comfort for dealers at crunch FRTB meeting
Banks and regulators make little headway on P&L variance test
Regulators have 'keen interest' in FRTB liquidity effect
Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules
Stress tests at risk of becoming too complex, say bank heads
Regulator demands could lead to "tick-the-box" exercise, hear delegates at Quant Summit Europe
Industry calls for US Simm model approval guidance
Isda AGM: US banks in the dark over uncleared initial margin model approvals
MUFG head criticises internal modelling restrictions
Isda AGM: Mitsubishi UFJ Group CEO also sounds warning on sovereign risk weights and CVA
BoJ: unsecured overnight rate top pick for Ibor alternative
Isda AGM: New rate would complement rather than replace existing ones
Massad denies silencing position limits analysis
CFTC economists stopped from critiquing proposed rule due to “priorities”, not politics
LCH and dealers clash over loss allocations
Isda AGM: CCP equity should not be spared, say clearing members
Blockchain faces obstacles in uncleared swap market
Isda AGM: Technology may have applications but will take time to gain market's confidence
Standardisation ‘a must’ for uncleared swaps
Isda AGM: Standard products and contracts key to product's future, say trading execs
JFSA calls for more dynamic approach to bank regulation
Isda AGM: Regulators need to rely less on uniform rules and work more closely with banks, says Mori
Japanese regulator defends risk-based capital rules
Shirakawa warns binding leverage ratio could harm banks' risk management practices
Bloomberg works with banks on FRTB data pool
Pooling market risk factor data could cut capital requirements
Corporates fear price rises if Basel curbs credit risk models
Trade finance exposures would move to standardised approach
DTCC bets on blockchain to slash CCP liquidity needs
New technology set to boost repo netting, shrinking $50bn facility "substantially"
Mac swaps, swap futures face new tax threat
Isda urges US tax officials to postpone rule treating certain payments as loans
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
Unresolvable clearing houses pose ‘enormous risk’
CCPs, the TLAC and Basel III capital rules are all cause for concern, Minnesota Fed hears
Questions remain after final EU uncleared margin rules
Industry gives a positive welcome, but the treatment of non-netting jurisdictions is still uncertain