Liquidity
Commodity finance house of the year, Asia: Societe Generale
Energy Risk Asia awards, 2017: Green initiatives drive bank’s Asian energy funding business
ETFs under scrutiny over liquidity risk
Secondary market trading in funds could freeze up in times of stress, supervisors fear
SEC approves DTCC’s $74bn liquidity facility
Proposal faced opposition from smaller broker-dealer members of US Treasuries CCP
Q&A: Giancarlo stresses importance of international relations
EU regulatory inexperience causes problems for CFTC chairman
Q&A: CFTC’s Quintenz weighs swap dealer threshold impact
Activity-based threshold could be ‘disincentivising’ dealers, says commissioner
Softened liquidity rule would still be ‘misguided’
Treasury proposals welcome, firms say, but watered-down SEC rule would leave risks unaddressed
Prudential’s Silitch on the blindspots in Basel III
Risk30 profile: Post-crisis reforms have failed to fully address systemic risk, Prudential’s CRO warns
Giancarlo: crypto-currency futures do not need new rules
CFTC chair says US regulators can oversee products using existing powers
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
UBS’s Athanasopoulos on volatility, Mifid and hedging by machine
Risk30 profile: Athanasopoulos sees opportunities to cut hedging costs
Pimco calls for urgency on Libor transition
Bond giant wants SOFR rate published “sooner rather than later”; BlackRock raises questions over liquidity
Top 10 energy risks and challenges
Regulation and changing market dynamics among threats to energy in year ahead
Quintenz: former CFTC leadership failed commodities end-users
Commissioner says regulator “poorly defined populations and risk” under Obama administration
Asian buy side faces non-cleared margin currency penalty
Global banks charge premium for accepting local securities instead of major currencies
Bankers lament growing global regulatory fragmentation
Piecemeal roll-out of Basel III will be “enormously costly”
Liquidity snarls progress on factor investing in credit
Asset managers are re-engineering strategies borrowed from equity to fit practicalities of trading bonds
Swiss regulator fast-track key to cleared Saron swaps launch
Ice warns against rushing new products into clearing, however
CCPs say central bank access needed to avoid liquidity crisis
Uniform access to deposit accounts and overnight liquidity vital, say market participants
Integrating smart beta into a developing Chinese market
Sponsored Q&A: Premia Partners
Machine learning could solve optimal execution problem
Reinforcement learning can be used to optimally execute order flows
AIG decision threatens too-big-to-fail insurer label
Fragmentation of international rules on cards as US denounces systemic designations
ABS set for revival under US Treasury’s liquidity buffer plans
Allowing securitisations to count towards LCR and NSFR buffers could boost ABS market
Quants stymied by lack of alternative risk premia flows data
Data shortage is hampering efforts to model futures market liquidity
Tackling the liquidity challenge for insurers and pension funds
Sponsored feature: HSBC