October 2015

'Articles' Cross-Border Fragmentation of Global Interest Rate Derivatives: The New Normal? 28 October 2015 | Bill Hodgson

The global derivatives markets – in particular, the market for euro interest rate swaps – remains fragmented along geographic lines, according to an analysis of data to June 30, 2015. This report is the fourth in a series of research notes charting changes in global liquidity pools since US swap execution facility (SEF) rules came into force in October 2013.

'Articles' Regulatory Update on Capital 28 October 2015 | Sol Steinberg

Market participants and investors have underestimated the impact that the Basel Capital Framework is having on both the buy-side and the sell-side. The potential impact of the framework will be significant going forward and banks may further cut back on the business lines they participate in.

'Articles' Buy Side System Requirements: Free Whitepaper 27 October 2015 | Sol Steinberg

In the last few years, the financial markets have undergone dramatic change. While some of this is down to natural evolution, much of the change can be directly attributed to new rules introduced in the wake of the 2007 crisis.

'Articles' OTC Derivatives Regulatory Reforms and the changing role of Middleware platforms 27 October 2015 | Samantha Hodgson

In response to the financial crisis that began in 2008, the leaders of the Group of Twenty (G20) nations agreed to a series of measures following concerns about systemic risks in over-the-counter (OTC) derivatives markets. The financial Stability Board (FSB) tasked with revamping the system initiated steps ranging from transparency of the over-the-counter (OTC) derivatives market, protecting against market abuse and mitigating systemic risk.

'News' Get Your Copy of the ISDA IQ Magazine 26 October 2015 | Bill Hodgson

The new ISDA magazine is out

'Articles' Creeping Recognition that Regulation Has Created a Liquidity Death Star 24 October 2015 | Streetwise Professor Feed
'Articles' FRTB: The Capital Time Bomb 22 October 2015 | ISDA Feed

At the end of this year, the Basel Committee on Banking Supervision plans to finalize its Fundamental Review of the Trading Book (FRTB).

'Articles' Building Effective Relationships with Regulators 22 October 2015 | Harvard Law School Feed

Posted by Norm Champ, Harvard Law School, on Thursday, October 22, 2015

'News' 2,000 Jobs to Go at Credit Suisse 21 October 2015 | Bill Hodgson

2,000 jobs to go at CS UK

'Articles' Message Automation - Dialogue 20 October 2015 | Hugh Daly

The second edition of 'MA Dialogue': South Africa - A new partnership to manage the emerging need for Post Trade Control solutions; MA Community Group - next meeting alert
MiFID II v EMIR, different objectives call for a different approach - says Dan Simpson, Regulatory Research Analyst at JWG Group; Incoming Clearing Reports; User & Community Group - April 2015 Review; From mining to derivatives via the Big Apple - James Beattie profile, and much more.

'Jobs' Business Analysts for The Field Effect 16 October 2015 | Samantha Hodgson

The Field Effect are looking for Business Analysts with a view to starting either in late November 2015 or the beginning of 2016.

'Events' Battle of the Quants Worldwide: London 2015 16 October 2015 | Samantha Hodgson

Battle of the Quants Worldwide

Tuesday 27th & Wednesday 28th October 2015: London

'Events' FFK Charity Jazz Banquet: London 16 October 2015 | Samantha Hodgson

FFK exists to encourage and support professionals in the Derivatives and Trading industry to support children’s charities around the world. The event is on the 12th November at One Moorgate Place and is in support of FFk.

'Events' 3rd Annual London EMFX Trading Summit 16 October 2015 | Samantha Hodgson

Emerging markets, emerging technology, emerging regulation, emerging asset class

'Articles' Hedging and Discounting Euro Swaps with a Secured Benchmark 16 October 2015 | Byron Baldwin

Hedging and Discounting Euro Swaps with a Secured Benchmark - Eurex's EUR Secured Funding Futures allows for the hedging and trading of GC Pooling repo rate for up to 7 months forward (first five ECB Maintenance Periods) and offers an ability to h

'News' LSEG and Banks to Take On All Comers at IR Futures Trading and Clearing 16 October 2015 | Bill Hodgson

Consortium to launch trading of Short and Long-Term Rate Futures (STIR futures in Euribor and Short Sterling and Long Term Interest Rate (LTIR) futures in Bund, Bobl, Schatz and Gilts.  Michael Davie steps up to become Head of Rates products for LSEG. New venture launched with a number of major dealer banks and the Chicago Board Options Exchange. Short Term and Long Term Interest Rate Futures to be offered in first phase

'Articles' Understanding Interconnectedness Risks 15 October 2015 | Samantha Hodgson

The discipline of risk management has become more complex and diverse than ever, driven in large part by new regulatory mandates, an explosion of technological and financial innovation and the growing interconnectedness of global markets.