Bloomberg
Swaps data: CCP and Sef volumes still growing
First three quarters show strong growth in interest rate swaps, forex NDFs and index CDSs
MTF bilateral trading protocol offers Mifid arbitrage
Nordic banks to use protocol to benefit from longer deferral period
Firms race to apply machine learning to liquidity risk models
As key regulatory deadline looms, US mutual funds are waiting to see if machine learning can enhance liquidity risk models
Asia warned of LEI crunch over Mifid II deadline
Tens of thousands more Asian LEIs needed to avoid European trading lock-out in January
Monthly swaps data review: credit volumes peak in June
Global cleared credit derivatives volumes reached $1 trillion before ebbing in July
Tradeweb’s Mifid bilateral trading plans draw fire
New process will class privately executed trades as on-venue to satisfy trading obligation
Bloomberg testing use of image recognition in volatility trading
Computers could be used to spot kinks in volatility surfaces
CFTC to review swap data reporting regulations
Rule changes could be proposed as early as fourth quarter of 2017
Asian privacy laws obstruct FRTB data pooling efforts
Bank scepticism and regulatory hurdles likely to inhibit cross-border information sharing
Is wholesale banking disruption-proof?
Fintech threatens market-making, research and wealth management, writes eCo Financial Technology CEO
Robo-traders and robo-labour
Banks and buy-siders are starting to harvest the benefits of machine learning beyond the front office
Quants turn to machine learning to model market impact
JP Morgan, Bloomberg and Portware among those applying AI to long-standing problem
Brexit preparations block Mifid third-country guidance
EU authorities see keeping rules vague as a way to maximise leverage in negotiations with UK
Late adopters: why buy-siders are sticking to RFQ
Asset managers have been slow to embrace alternative trading protocols in fixed income
Rates flow market-maker of the year: Citadel Securities
Risk Awards 2017: New entrant showed swaps staying power as rivals fought back in 2016
OTC trading platform of the year: trueEX
Risk Awards 2017: Innovation gives start-up Sef a foothold – and has forced incumbents to change
Now in 3D: buy side turning to new liquidity risk metrics
Industry moving away from outdated ways to visualise key risk
Losing the match: EU repo rules spark reporting fears
Repositories battling to improve matching rates for Emir trade reporting as SFTR looms
Data providers wrestle with systematic internaliser status
Covering 80% of venues is considered enough to approximate total market size under Mifid II
Dealers warm to all-to-all CDX trading
Liquidity providers new and old want to build on Bloomberg Clob activity
Data muddle fears follow EC adoption of key Mifid RTS
Industry wants to avoid the emergence of multiple identifiers and is worried ISINs will not be adopted globally for derivatives
Esma grasps at solution to Mifid data woes
UK to stay in data aggregation project despite Brexit
Blockchain creators call for new reference data paradigm
Derivatives trade identifiers to leverage off cryptographic hashes
Isda support makes ISIN adoption all but certain
Future of alternatives in doubt as ISINs integrate Isda taxonomy