Intercontinental Exchange (Ice)
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
US regulators approve VM route to capital savings
Guidance tips balance in debate over interest payments in settled-to-market swaps
CFTC to review swap data reporting regulations
Rule changes could be proposed as early as fourth quarter of 2017
Commodity swap data goes from bad to worse
Lack of regulatory guidance, collaboration and market confusion continue to plague SDR reports
CME to pass on Ice CDS administration charges
Clearing house to hike CDS index trade fees from July after Ice’s determinations committee takeover
Monthly swaps data review: ETD vs OTC margin totals
New disclosures from big CCPs show listed market consumes more margin than cleared swaps
Fear of something worse seen as key to CCP recovery
Forcing banks to pick up defaulted trades is “viable option”, says Fed researcher
EU regulators consider Mifid electronic trading lock-out
Moves to restrict third-country firms from offering direct electronic access blamed on Brexit
Esma turns the screw on direct electronic access
Guidance thwarts narrower definition adopted by Eurex to help third-country clients
Ice rule change will see members post more cash
Changes pinned on CCP’s lack of access to Fed deposit account
CCP chiefs warn on clearing provision capacity
Ice and LCH question whether direct buy-side clearing models can alleviate capital crunch
People: Jacob Frenkel joins CME’s markets advisory think-tank
Recent changes at CME, S&P Global, CFTC, Ice, ANZ, Euronext, Finra and Eti
People moves: Credit Suisse’s Dainton departs
UniCredit promotions; Hazlewood leaves Deutsche; Goldman's CIO; senior forex hire at SG
People moves: Natixis appoints new head of Apac global markets
Singapore MP joins Ice; FastMatch hires sales chief; RBNZ's new risk assessment head
Ice hires ex-Barclays OTC clearing chief in rates push
Ex-Barclays and Lehman banker Ray Kahn joins exchange group to focus on interest rate derivatives business
People moves: Jain joins Cantor
FCA hires Foulger; new CRO for HSBC; Goldman's senior shake-up; equities chief for Credit Suisse
CCP default risks not correlated, CFTC finds
Timothy Massad: stress tests reveal “quite a bit of diversification” in CCP exposures
LSE forced to rework Curve deal over merger risks
Banks demand LSE use its own cash while awaiting verdict on Deutsche Börse tie-up
Nasdaq energy futures face questions over ‘artificial’ volume
One year on, NFX faces uphill battle to draw commercial hedgers
Exchanges spar with CFTC over hedge exemptions
Latest tweaks to position limits rule draw ire of CME and Ice
CCPs and Brexit: don’t forget the rest of the world
Losing equivalence with the US could be more serious than arguments over the location of euro clearing
CME warns some fintechs ‘miss the point’ in clearing
IDX panellists see reduced operational role for CCPs that will instead act as trusted oracles
CFTC automated trading proposal worries energy firms
Companies surprised to learn they may need to register as algorithmic traders
People: Three senior forex managers leave Citi
Citi loses three in London office; RBS head of markets departs; Serafini joins Ice; and more