United States (US)
A 10% leverage ratio does not justify waiving the Volcker rule
Former Fed manager Christopher Laursen warns against prop trading, even for well-capitalised banks
Focus on Basel output floor calibration misses the point
Until all the final standardised approaches are known, the floor has little meaning
Better data key to cyber risk underwriting, say practitioners
Lack of loss data means predictions are a problem
Fed official: banks must recover from cyber attack in two hours
“If you’re waiting for us to give you regulation, you’re behind the curve,” says Fed’s Ferlazzo
Basel capital floor faces credit risk eclipse
Impact of capital floor depends on new credit risk rules and changes to treatment of provisions
Energy firms raise concerns over CFTC capital rules
Commercial swap dealers might not qualify for a treatment designed specifically for them
US learns to play the Basel game
Mnuchin report marks a US regulatory shift – from leadership to gamesmanship
Dealerweb doubles repo volume on electronic trading boost
Single-fee model gains traction among repo traders
Quant Guide 2017: University of Washington
Seattle, USA
Quant Guide 2017: Stony Brook University
Brookhaven, USA
Quant Guide 2017: Rutgers University
Piscataway, USA
Quant Guide 2017: Princeton University
Bendheim Center for Finance, Princeton, USA
Quant Guide 2017: NYU Tandon School of Engineering
New York City, USA
Quant Guide 2017: Baruch College, City University of New York
New York City, USA
Quant Guide 2017: Massachusetts Institute of Technology
Sloan School of Management, Cambridge, USA
Quant Guide 2017: Columbia University
New York City, USA
Quant Guide 2017: University of Chicago
Chicago, USA
Quant Guide 2017: Carnegie Mellon University
Tepper School of Business, Pittsburgh, USA
Quant Guide 2017: Boston University
Questrom School of Business, Boston, USA
Quant Guide 2017: University of California, Berkeley
Haas School of Business, Berkeley, USA
DTCC’s $74 billion liquidity charge riles members
Some firms may stop clearing US Treasury trades if the CCLF is implemented
Scrap the gold plate: Mnuchin goes global on bank rules
Treasury converges to international standards, but leverage ratio exception may delay Basel deal
SEC and CFTC will align on derivatives rules, Cox tells funds
Ex-SEC head says hedge funds should expect greater harmonisation between regulators
US Treasury stance on CCAR a return to ‘bad old days’
Overhaul would kill test failed by eight banks in past three years