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The UK carbon floor and power plant hedging
How to calculate expected future carbon costs and optimal valuation and hedging decisions, by adjusting Monte Carlo simulations for the UK market
Basel CVA bombshell widens gulf with bank accounting
Dealers face conflicting incentives and capital hike after internal models are blown away
David Rutter: gambling on blockchain and a Treasuries revolution
Former BrokerTec chief says technology can transform the financial markets
US wrestles with bankruptcy-based resolution regime
Political divides undermine efforts to bolster insolvency process
Ex-Citi oil options head enjoys the hedge fund life
GZC’s Elbhar rode oil spread trade to 40% annual return in 2015
Iosco considering benchmark proportionality guidance
Chair says EU rules an example of how to avoid one-size-fits-all approach
Banks pitch auto-resetting CSAs to cut leverage ratio and XVAs
Regular settlement of margin would reduce swaps' residual maturity
Strong banks, weak stocks: should regulation share the blame?
Analysts say regulatory risk plays a part in weak bank valuations and wobbly prices
Regional banks may benefit from Basel CVA surprise
Basel Committee decision removes potential source of competitive advantage for large dealers
US banks face questions over bad oil loans
Resilience of hard-hit regional lenders scrutinised as losses mount
Banks brace for qualitative objections from CCAR
Fed stress tests tilt towards data, governance, internal controls and modelling techniques
Lower UFR would be dangerously pro-cyclical – Bafin
Solvency II rate cut would crowd insurers into long-dated assets, says insurance chief
NSFR to hike hedging costs for end-users, industry warns
Costs could increase by 10–15%, House Agriculture Committee hears
PRA frets about Solvency II internal model ‘drift’
Bank-style leverage ratio for insurers one option being discussed
Transparency may be hazardous to your health
Esma should fine-tune Mifid II disclosure rules before they wreck markets
Japan struggling with negative rate impact on swaps
Dealers facing issues with collateral interest payments and loan mismatches
Internal model use may decline under FRTB, banks say
"The jury is still out on whether internal models are worth the effort" – HSBC's Jenkins
Getting in shape for the FRTB has to start now
Many banks are lagging behind when it comes to ensuring they are fit for the new trading book regime
Just 3% of bonds deemed liquid in EC's Mifid II phase-in plan
Staggered implementation of transparency regime could allow further easing of regulation
EU benchmark proposal may hit commodity index publishers
Platts fears indexes will be ‘less robust’ due to provision on supervised entities
Default risk floors threaten €72bn of RWAs in EU
Risk.net analysis finds PD floor would hit a swath of low-risk corporate loans at the biggest EU banks
End-users debate CFTC automated trading rule
Representatives of energy and agriculture firms clash over Regulation AT
Aussie market clearing well ahead of April mandate
Largest onshore derivatives dealers already caught by US and European rules
Wells Fargo hires senior gas trader from Mercuria
Other hires at Cargill, Millennium Management and Xcel Energy