United States (US)
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
US Treasury’s leverage fix tipped to boost repo market
US Treasury plan to exempt US government bond exposures expected to help struggling market
Crapo: US Treasury reforms will be ‘complicated’
Democrats unlikely to back changes that benefit big banks, Senate banking committee chair says
Clashing bank resolution plans threaten to stall US reforms
Supporters of bankruptcy act want it separated from repeal of Dodd-Frank Title II
Benchmark fallbacks should be regulated, says industry
Fears of basis risk unless all users are obliged to write backup rates into legacy contracts
Formosas, the Fed, and the billion-dollar Bermudan trade
Rates options desks on alert as decline in Formosa bond issuance could hit profits and raise US volatility
CFTC rules shake-up could outpace Treasury review
Giancarlo’s Project Kiss could deliver faster than Mnuchin’s four-part regulatory reform report due next month
Model risk falls under the CCAR microscope
Fed using qualitative reviews to test compliance with SR 11-7
The Dark Ages: US and EU unite in position limit vagaries
Regulators’ inactivity infuriates commodities markets
Spectre of mass swap unwinds looms ahead of VM deadline
Dealers warn of market disruption if trades lacking new CSAs are terminated before September 1
Delay revised Basel capital rules, say bankers
Regulatory heads at JP Morgan and BNP Paribas recommend regulatory recess
Mnuchin: new Glass-Steagall would not separate banks
US treasury secretary’s stance on banking reform appears to contrast with that of Donald Trump
People: Noble shuffles board in wake of Elman exit
Shell swaps trading chiefs; ex-Dreyfus head joins Cofco; Glencore adds Aberdeen’s Gilbert to board
Banks diving into credit data pools as official support grows
European regulators embrace external data for internal modelling of credit risk capital
‘Standstill’ agreement gives trueEX a lifeline
Temporary deal allows start-up Sef to continue operations until at least July 29