Europe
Large corporates unconvinced by Emir reporting gift
Corporates ask for opt-out from Emir reporting changes proposed for their benefit
Banks tap equities and FX staff for fixed-income fizz
BAML, HSBC, RBC, StanChart among banks transferring e-trading know-how
Commodities firms fear EBA’s inappropriate capital charges
Energy lobbying overlooked as proposed regime threatens vigorous demands
The price is still wrong: banks tackle bond CSA discounting
Diverging Eonia and European repo rates spur banks to look at valuations of swaps with bond collateral
Isda: EU position limits to snag few OTC commodity contracts
Narrow definition could exclude certain trades and lead to netting problems
Compression is your friend, energy firms told as Mifid II nears
Slashing gross notional of trades can keep firms out of reach of incoming rules
Buy side unimpressed with Mifid II cost transparency rules
Clients question value of receiving dealers’ swaps profit margin data
LCH limits substitution to tackle quarterly collateral flight
CCP clamps down on bond-for-cash switches driven by reporting and quarter-end repo spikes
US dealers wade into European CCP relocation debate
CFTC hearing warns of increased margining costs and a pre-Brexit client onboarding crunch
Focus on Basel output floor calibration misses the point
Until all the final standardised approaches are known, the floor has little meaning
Basel capital floor faces credit risk eclipse
Impact of capital floor depends on new credit risk rules and changes to treatment of provisions
US learns to play the Basel game
Mnuchin report marks a US regulatory shift – from leadership to gamesmanship
Numbers game: Mifid guidance adds to swaps trading confusion
Market participants say using strike price to determine trading obligation will be impossible
Quant Guide 2017: University of Bologna
Bologna, Italy
Quant Guide 2017: Bocconi University
Milan, Italy
Quant Guide 2017: University of Florence
Florence, Italy
Quant Guide 2017: Erasmus University Rotterdam
Rotterdam, Netherlands
Quant Guide 2017: EPFL
Lausanne, Switzerland
Quant Guide 2017: ETH Zurich/University of Zurich
Zurich, Switzerland
Quant Guide 2017: University of York
York, UK
Quant Guide 2017: University of Copenhagen
Copenhagen, Denmark
Quant Guide 2017: University of Warwick
Warwick Business School, Coventry, UK
Quant Guide 2017: Technical University of Munich
Munich, Germany
Quant Guide 2017: University of Oxford
Oxford, UK