United States
FCMs’ required client margin up 29% in 2019
Citi still far and away the largest FCM
BNP leads a comeback for Europe’s clearers
Brexit, leverage ratio tweaks and concentration fears could help European banks compete with US FCMs
US banks anticipate fresh guidance on resolution liquidity
Consultation in first half of 2020 expected to clarify intra-group and forecasting requirements
CCAR more severe than EU stress tests
Real GDP decline greater for US banks under Fed tests than for EU firms grilled by the EBA
Quant Guide 2020: programmes tap banks for teaching talent
Unis are adding machine learning and data science courses, but need instructors to teach them
Fed’s stress tests to gauge banks’ leveraged loan risks
CLOs to suffer “severe corrections” under 2020 scenario
Isda plans February rerun of Libor pre-death trigger poll
Lack of consensus would add pre-cessation option to post-cessation protocol for bilateral swaps
Quant Guide 2020: Princeton University
Princeton, New Jersey, US
Quant Guide 2020: Johns Hopkins University
Baltimore, Maryland, US
Quant Guide 2020: University of Illinois at Urbana-Champaign
Urbana and Champaign, Illinois, US
Quant Guide 2020: University of Washington
Seattle, US
Quant Guide 2020: Stony Brook University
Brookhaven, New York, US
Quant Guide 2020: Rutgers University
Piscataway, New Jersey, US
Quant Guide 2020: North Carolina State University
Raleigh, North Carolina, US
Quant Guide 2020: Cornell University
Ithaca and New York City, New York, US
Quant Guide 2020: Carnegie Mellon University
Pittsburgh and New York City, US
Quant Guide 2020: Fordham University
New York City, US
Quant Guide 2020: New York University (Tandon School of Engineering)
New York City, US
Quant Guide 2020: Baruch College, City University of New York
New York City, US
Quant Guide 2020: Boston University (Questrom School of Business)
Boston, Massachusetts, US