Liquidity
Highlights from Energy Risk Summit USA 2015
Exclusive coverage of congress for energy risk managers and traders
US energy firms lament liquidity 'void' after bank exits
Long-dated natural gas and power markets hit especially hard, conference told
Mifid II liquidity data described as 'garbage'
Regulators have rejected requests to share underlying data set, critics claim
The hidden risks in dormant Basel III bond rule
Growing sovereign bond portfolios face new risks and mixed messages
'Get used to it': central banks advise on liquidity risk
Central bankers fear buy side has not yet woken up to bond imbalance
Q&A: SNB's Danthine on the Swiss franc and market risk
Market participants "must ensure they are capable of bearing losses", says SNB vice-chair
Basel lacks data to judge FRTB impact, critics claim
Isda AGM: Proposed trading book rules are “nuts”, says Ramambason of BNP Paribas
RBC calls for ‘realism’ on LCR definitions
Isda AGM: Canadian banks will start reporting LCR in second quarter
SNB’s Danthine: traders wrong to paint Sfr surge as black swan
It was “absolutely certain” that SNB would end Swiss franc floor, says vice-chair
DoubleLine warns of debt rollover risk
Asset manager plans to be liquidity provider if US credit market is distressed
Combine market, credit and liquidity risk simultaneously
Separate treatments can lead to underestimation of total risk
Robert Litterman: lessons from the quant quake
Ex-Goldman partner says size, crowding and equity risk are bad for quant funds
Dark pools and platforms vie to fix credit markets
A side-effect of tough bank capital rules could be the rise of dark pools for credit trading
Bank and investor exodus worsened oil rout, traders say
Role of financial participants in price plunge adds new twist to old debate
Evasion concerns hamper Mifid package trade fix
Esma working on package trades, but "too premature" to discuss a solution
What links Schumpeter, market structure and Basel III?
Regulators are hoping higher capital levels will translate into healthier markets
Tucker: regulators knew reforms might create 'bumpy' markets
Prudential rules sought to bring about new market structure, says ex-BoE deputy governor
Cutting edge introduction: Hidden models for hidden costs
NYU quants use Bayesian techniques to sequence trades, considering trading costs and multiple assets
Trading book fears grow as rules enter home straight
Hedging threatened by treatment of liquidity and diversification, critics claim
Currency manager calls for Swiss franc liquidity inquest
Evaporation of liquidity on January 15 caught traders by surprise
Swiss franc losses blamed on liquidity gap
Options portfolios were impossible to delta-hedge, traders say
Electronic trading of corporate bonds still work in progress
Industry members discuss the growth of electronic trading of corporate bonds
Buy-side firms reject market-making role
Client mandates and compliance mean dealers cannot be replaced like-for-like
Mariner: improve liquidity with non-bank broker dealers
Hedge funds need to step in, says CIO Williams