News
Royal Commission report sparks conduct risk changes at ANZ
Regulators must work with banks on conduct risk rules to avoid “box-ticking exercise”
Talk of delaying IM ‘big bang’ sparks backlash
EC official's recent comments may hamper compliance preparations, dealers say
Cantab finds ‘value-add’ in alternative datasets
Quant firm estimates how much alpha new data can add before putting it to use
Singapore tech risk guidelines spark scramble for IT talent
Watchdog asks banks to demonstrate tech expertise among board and senior management
LCH veteran Davie set to depart
Clearer looking to fill new role in head of SwapClear and listed rates
Danske Bank hires Alexandre Antonov
Risk’s 2016 quant of the year to join Danish firm from Standard Chartered
Stick to core skills or risk data overload, says Goldman quant
Data-as-a-service chief says asset managers risk being swamped by new types of information
BoE makes climate risk a hot topic for banks
Financial institutions must entrust oversight of climate risk to named individual under senior managers regime
Buy side bemoans gaps in EU benchmark register
Missing detail in approved index list could undermine compliance with new benchmarks regulation, investors warn
Quants blame crowding and concentration for bleak 2018
Funds are still struggling to explain why so many of them did so badly last year
Swaps users mull ‘big bang’ for SOFR discounting
Cleared and bilateral US dollar swaps could move to SOFR discounting on the same day in 2020
Lack of buy-side repo backstop a concern – Citi repo head
Growth of client repo books could create liquidity crunch, says Grigorios Markouizos
Japanese banks inching away from US CLO market
New rules prevent firms investing in CLOs where originator is not obliged to retain risk
China Minsheng and SocGen team up for quant index product
CMBC Macro 1 signal index attracts $580 million as investors adapt to products without performance guarantees
Banks rethink fund-linked trades ahead of FRTB
Some stop offering longer-dated structured products ahead of expected 2023 rules in EU
Banks grapple with social media risk
In shadow of Metro Bank WhatsApp episode, panellists warn banks need to deftly handle social media blow-ups
FCA may delay enforcement of UK’s conduct regime
Smaller firms won’t be penalised right away, says head of regulatory decisions committee
It’s a dangerous world: stress-test your managers
Ex-British Army chief tells banks: “You need to see how your peers react when the pressure is on”
New inflation calculation clips buy side
Was it a rebasing of the European index, or just a change? Mismatch cost inflation receivers 16bp
HKMA unveils measures to combat climate change risks
HKMA will be government’s representative in a potential HK$100 billion green bond offering
CFTC's Berkovitz puts his weight behind position limits
New rule on speculative commodity trades will be proposed within weeks
Want to catch misbehaviour? Watch the electronic chat
“It’s amazing how many people have arguments on chat” – BNP surveillance executive
BoE to scrutinise banks’ op risk tolerance limits
Watchdog says banks must prove they can stick to tolerance limits; cyber stress test planned
Initial margin ‘big bang’ could be deferred, says EC’s Pearson
Senior EC official says smaller firms “really struggling” to comply with margin rules