Risk magazine/News
SEC quants find signs of ‘cherry picking’ at US hedge funds
Some accounts given more winning trades than others, says senior regulator
CME swaptions clearing ready for November launch
Service is waiting for CFTC approval; dealers say they will approach with caution
FCA to defy Europe on forex forwards reporting
EC ‘forgets’ to mention sterling in letter defining forex contracts
FTSE vol and skew fell prior to Scottish vote
Positions unwound before independence vote, traders say
US margin rules 'punish lenders', warns CFTC's Giancarlo
Lower threshold in US proposals would catch more medium-sized banks
EU clearing timeline will not force out FCMs – Risk.net poll
Around three-quarters of respondents expect clearing providers to stay the course
Dealers welcome US uncleared margin rules
But cash variation margin restriction may upset the buy side
Barnier hints at longer pensions clearing exemption
EC internal markets head says clearing system not ready for pension funds
Custody Risk European Awards nominations open
Friday, September 26 entry deadline
Negative Eonia rate causes CSA headaches
Banks look for clarity on collateral interest payments
Forward-starting swap volumes fail to surge, says Isda
Data shows users are not flocking to the product to avoid Sefs
OIS rate change easy to absorb, says Isda's O'Connor
Moving reference rate from Fed funds to GC repo rate to pose few problems
Termination rights protocol due by end of September
But concerns remain about effects on resolution and capital requirements
LCH payments system raises concentration concerns
Most cash payments to the CCP routed via just two banks, sources claim
CCPs to get multiple recovery planning tools
ECB's Coeuré says regulators won't specify one approach
Fed rejects muni bonds from US LCR
Tarullo hints at future inclusion subject to criteria
CDS de-correlation a threat to CVA hedging, traders warn
Fears relationship between credit indexes and constituents becoming more tenuous
EBA: Objections over WGMR rules not our fault
EU authorities claim hands are tied by WGMR proposals on non-cleared margin requirements
People: Citi names new equity derivatives head
Boyle chosen as replacement for Yates
South Africa's Eskom ends CSA flirtation
No obvious benefit to posting collateral, says company's treasurer
Powell says Fed will ‘make sure’ swap market can ditch Libor
Central bank will coordinate switch to new risk-free benchmark
ECB’s Coeuré: Europe faces ‘fundamental choice’ over ABS
High-quality ABS will need some form of public backing to reach potential
All change at SocGen's Russian arm
Two departures from senior management
Industry fears Mifid shake-up of futures clearing
Esma weighs blanket use of stricter OTC rules on indirect clearing