Liquidity
Liquidity-at-risk sees 'intriguing' similarity in stock profiles
Apple and WD-40 Company liquidity remarkably similar over 10 years
Profile: UBS on the past and future of fixed income
Swiss bank's fixed-income trading floor is home to two distinct businesses
Tarullo: few signs of illiquidity in OTC markets
Fed governor says markets are in transition
EU rapporteur says Mifid II is ‘too complicated’
Bankers claim new rules “trap liquidity”
KeyBank: Starting the day with a full picture of market and counterparty credit risk
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Banks find huge capital jump in FRTB impact study
QIS shows five-times increase under revised standardised approach to market risk
Repo market coping with liquidity regulation for now – bankers
Efficiency gains have kept capital supply up, but challenges remain
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