Liquidity
Barclays taps blockchain for equity swaps, options, swaptions
Regulatory capital savings offered by instant settlement of smart contracts on distributed ledgers
Fixed-income investing: The new world order
Sponsored feature: Lombard Odier Investment Managers and ETF Securities
The academic insights behind fears of a buy-side crunch
Risk of fire sales by highly levered funds is chief worry among influencers of regulatory thinking
Regulators have 'keen interest' in FRTB liquidity effect
Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules
Buy side turning to stress tests to manage liquidity
Asset managers look beyond quantitative metrics for hard-to-model risk
Three ways to model liquidity risk
Deriving synthetic bid/ask spreads offers a new approach to a thorny problem
Managing collateral and liquidity in turbulent times: Preparing for the unknown
Sponsored webinar: BNY Mellon
Industry slams EU equity derivatives disclosure proposals
"The rules are based on assumptions that are incorrect," says Isda
Banking redefined: Helping clients succeed in the new market structure
Sponsored Q&A: UBS
Liquidity adds to institutional zest for hedge fund clones
Demand is high for alternative ETFs, despite underwhelming performance
Liquidity obsession 'irrational', says UK rail pension head
Chief executive of railways pension group says cost controls more important
Dealers turn to structured products for LCR relief
Liquidity options for tackling Basel-mandated LCR come of age
AllianceBernstein credit aggregator tackles bond illiquidity
Internal liquidity aggregator helps cut credit trading costs
Voltaire Capital and the prop shop that changed its spots
London-based start-up joins liquidity contest via buyout of Chicago HFT firm
Part fills add to liquidity woes and sharp price moves
Not trading in full amounts makes market-making harder and more expensive for clients, say market participants
Why feedback loops could tie regulators in knots
Growing awareness of endogenous risk raises difficult questions about too-big-to-fail approach
Daily fund liquidity needs rethinking, say asset managers
Buy-side firms sceptical about liquidity metrics, but see need for fundamental change
To assess liquidity risk, one must ask the right questions
A mathematician’s insight during World War II can help guide risk managers today
Volcker rule didn't dry corporate bond liquidity, research says
When banks closed prop desks, market liquidity improved, academics claim
Non-banks push direct liquidity streams in US Treasuries
Dealers could save millions in broker fees and transaction costs, non-banks claim
Random drawing might fill gaps in liquidity risk data
HypoVereinsbank risk controller proposes bootstrapped approach to liquidity stress testing
Looser capital won’t ease bond liquidity – SNB’s Rime
Central banker calls for counter-cyclical leverage ratio and scrutiny of funds’ role
Bank market-making is more limited, but also more robust
Liquidity is a concern, but lower capital requirements are not the answer, writes SNB's Rime
FSB’s Andresen: liquidity risks were underpriced pre-crisis
Top staffer at FSB addresses liquidity, bank risk data and securities financing risks in a wide-ranging interview