Articles by Olesya Dmitracova
TradingHub: client data trove offers jump on market abuse
Surveillance firm already using aggregate info to tackle best execution questions
Varying bank leverage ratio could fix ‘broken’ repo market
Risk Live: Repo with buy side should incur different leverage ratio, suggests big asset manager
‘Stigma’ around some fund liquidity tools must end, say CROs
Fund managers are wary of using redemption gates and fees to manage outflows during crisis periods
Fulcrum hangs ESG designs on honing hard numbers
ESG risks will become part of investment and risk management processes across all funds at the firm
Covid-19 tumult prompts rethink of buy-side risk management
Buy-side risk survey: investment firms making changes to their risk reports, stress tests and concentration limits
AllianceBernstein’s CRO on managing risk with imagination
Buy-side risk survey: Andrew Chin suggests ripping up old assumptions and creating crisis ‘playbooks’
Pimco’s Mariappa on iterating through the Covid-19 crisis
Buy-side risk survey: bond giant’s risk head is paying closer attention to idiosyncratic risks
Funds warm to Esma liquidity rules after Covid crisis
Funds are embracing stress-testing, and swing pricing, after “a real liquidity crisis” in March
Esma’s move on hedge fund leverage worries industry
Critics say proposed guidelines rely on patchy data and inconsistent calculations
Index delays leave passive bond funds in purgatory
Moves to postpone index rebalancings could backfire as rating agencies press ahead with downgrades
Funds try to predict behaviour of mystery investors
New EU rules on liquidity stress-testing force fund managers to hunt out clues on investors
Luxembourg regulator probes loan investments by Ucits
Lawyers say CSSF has already told a number of funds to prepare to sell their holdings
Transneft quits OTC market after settling $1bn swaps case
Russian market participants edgy after settlement leaves disclosure duties unclear
Treasury review not rollback of reforms – CFTC counsel
Trump order is a chance to ease some rules and promote cross-border regulatory deference
Sberbank appeal win will help Russian swaps market – lawyers
Moscow court’s ruling in $1.1bn dispute sends “very positive signal”, but fears of similar cases remain
Sberbank: doubts over courts hamper netting in Russia
Unpredictable decisions undermining faith in close-out netting opinion, says Russian bank
Compression is your friend, energy firms told as Mifid II nears
Slashing gross notional of trades can keep firms out of reach of incoming rules
Looming EU-US deal on clearing gets cool welcome from banks
Proposed European rule change will raise risks and costs of clearing, critics fear
Banks attack proposed risk weights for specialised loans
EU lenders say both EBA proposals would distort capital requirements
Live coverage: OpRisk Europe conference 2015 – Day 2
Highlights from London event
Live coverage: OpRisk Europe conference 2015 – Day 1
Comments by speakers as they happen
Whizzes assemble: op risk industry gathers for annual conference
OpRisk North America covers maths, psychology and everything in between
Op risk analysis underrates human behaviour – Fed examiner
Risk managers urged to focus on group dynamics
Op risk management has tangible benefits, firms claim
Advantages include lower costs and capital