Our take
How energy players are reaching the limits of hedging
Commodities firms face lasting changes in 2018
Reducing noise is as important as radical change
Quants study ways to reduce noise in XVA Greeks calculations
FHLBs: safe as houses?
Health of huge bank funder rests on home loans and money market funds
The DIY approach to China bond investing
Lack of international ratings means foreign investors will need research resources of their own
‘Catching the outliers’ does not always make sense for Basel
The capital impact of Basel III on Nordic banks is disproportionate to the risks they face
Machine learning is not just for the buy side
Sell-side quants develop machine learning technique to optimise margin costs
Making the alternative a reality
Quant firms will have to adapt to prosper in the new datasets environment
Quantitative finance still needs mathematicians
Quants develop model that fixes a longstanding problem with pricing American options
Esma navigates a Brexit maze over equivalence
Regulator offers share-trading reprieve for EU firms without relaxing rules for UK
Asian regulators need to step up to swaps challenge
Markets on the cusp of change require new supervisory capabilities
The future of risk in 10 interviews: volatility, liquidity and tech
Fed’s Powell, JP Morgan CRO, Bridgewater co-CEO all feature in upcoming profiles
Insurers want clarity not compromise on G-Sii list
Insurance regulators must be clear about rut into which global supervision has slid
Machine learning could solve optimal execution problem
Reinforcement learning can be used to optimally execute order flows
Mifid’s great race to the bottom
If rules are unclear, regulators cannot prevent banks adopting the softest interpretations
A common interest in common law
Losing UK court judgement recognition in EU would not dim enthusiasm for English law contracts
Emerging Asian markets question one-size-fits-all bank rules
Nations such as the Philippines seek a more proportionate approach to level the playing field with global lenders
CFTC need not walk the talk on swap data harmonisation
Global compatibility of data fields may be an unnecessary burden to put on an already-stretched industry
Monitoring failure: limited progress for commodities firms
Majority of market participants unprepared for position limits regime
Don’t leave margining till the last minute
Institutions in Asia have a narrowing window to plan for initial margin regime
Regulators struggle to balance global and local
Global banks merit global rules, but local banks can end up as collateral damage
A silver lining to the repo clouds
Central clearing of buy-side trades could further buttress the repo market
The bald truth about collateral haircut modelling
HSBC’s Wujiang Lou says parametric modelling of haircuts has many advantages over historical VAR
Commodity position reporting: XML, email, or fax?
Asymmetry in European regulator tech abilities could add to market’s workload
Mixed motives threaten messy outcome in euro clearing row
Stability, oversight, Parisian ambition, repo haircuts: LCH is under attack from all sides