Articles by Catherine Contiguglia
JP Morgan warns on swaps clearing
Bank says client clearing returns are "incompatible" with current capital rules
Hedge funds eye actively managed synthetic CDOs
Active deals seen as “the next step” after last year’s revival of static CDOs
Impact study postponed for Basel rate-risk project
QIS was due to get under way last month but will now start in mid-2015
Basel rates split heralds soft landing, banks hope
First consultation paper on banking book interest rate exposure is expected in March
EBA 'abolishing' two-pillar Basel framework, critics say
New guidelines prescribe make-up of Pillar II capital add-ons for first time
Banking book rate risk project splits in two
Regulators working on Pillar II guidance as well as fixed capital regime
FVA, correlation, wrong-way risk: EU stress test’s hidden gems
How much margin is missing in sovereign swaps? The stress test had the answer
Bafin blocked Deutsche Bank correlation exit, funds claim
EU stress tests showed €34.5 billion notional legacy book
Basel rate-risk project sets up scrap over deposit models
Regulators could cap the maturity banks assume for large chunks of their deposit base
Microfinance boom could be bubble, some fear
More lenders are vying for a small pool of creditworthy intermediaries
EU stress tests see €46bn trading loss for G-Sibs
Estimated losses are lower than in last crisis, analysts say
Russian derivatives reporting rules still in flux
Lawyers say weeks-old ordinance is facing fresh changes
Supervisors push banks to rethink booking models
PRA and others are "sensitive to consolidation of booking", banks claim
German banks attack Basel charge for banking book rate risk
Current plans unsatisfactory, says industry association