October 2014

'Articles' Swaptions Spotlight 31 October 2014 | Orlando Almodovar

As the first swaptions clearing service prepares to launch by CME as early as November 2014, this data driven analysis of these instruments is timely to survey the market. 

'Articles' European banks: Stress relief 30 October 2014 | The Economist Feed


'Articles' The Price of Clearing 30 October 2014 | DerivSource Feed
'Articles' Reference Rates Upgraded to all new Avatars | (Part I of 3) 29 October 2014 | Pat Aditya

This article is Part 1 of my explanation on recent recommendations suggested by the Financial Stability Board (FSB) on existing reference benchmark rates. 

'News' The banks may have passed – but the ‘stress test’ is failing 29 October 2014 | Damon Batten

Without doubt, industry-wide stress testing exercises are an important indicator of banks’ health.

'Events' PRMIA New York Presents - Career Planning and Job Seeking in Risk Management 28 October 2014 | Sol Steinberg

Careers in Risk Management

'News' Weekly Roundup | 26th October 2014 27 October 2014 | Sol Steinberg

Recent news headlines indicate that the markets are still assessing the impact and implications of the high volatility day on October 15

'News' Deutsche Börse names new CEO as Francioni signs off 27 October 2014 | The Trade News Feed

Reto Francioni will step down from his role as chief executive of exchange group Deutsche Börse to be replaced by the former head of UBS’s investment bank, Carsten Kengeter.

'Articles' Markit venture is first casualty of US swap flop 27 October 2014 | Risk Magazine Feed

Closed sign

Clearing credit hub closes, with Markit citing disappointing Sef volumes

'Articles' The clocks have gone backwards….. but you don’t have to. 27 October 2014 | Penny Davenport Feed

Autumn Exercise

'Articles' Optimisation: An Opportunity For The Buy-Side to Take Advantage of the Collateral Shortfall 26 October 2014 | Matthieu Baudoin

As stated by the International Capital Market Association in April 2014, new regulations are having an impact across all areas of collateral fluidity.

'Articles' Esma gets tough on trade identifiers in new Emir fix 24 October 2014 | Risk Magazine Feed

Get those UTIs right and watch the inter-TR match rates improve?

'News' EMIR Q&A - 11th update 24 October 2014 | ESMA Feed

Woo hoo - a new Q&A from ESMA on trade reporting. You can reach the PDF using the link below. The new items in the document include this:

'News' EMIR validation table 24 October 2014 | ESMA Feed
'Articles' Lost Lobos 24 October 2014 | Nick Dunbar Feed

Bill: This article is from Nick Dunbar, a writer on the capital markets and is imported from his RSS Feed.

'News' Cyber-security top issue for systemic risk says DTCC 24 October 2014 | Feed

Cybercrime1Greater information sharing and closer collaboration between the public and private sectors are needed

'Articles' Buy-side firms slam broker Sefs over lack of anonymity 24 October 2014 | Risk Magazine Feed


Name give-up a way of shutting market to non-dealers, critics claim.

'Articles' Fed Official Slams ‘Fantasy’ Of CCP Default Management 23 October 2014 | Dee Dervish

Dee Dervish from Formicary adds his thoughts on the Fed's view of how banks are roped in to help with CCP default management.

'Articles' EBA video on the EU-wide stress test 23 October 2014 | European Banking Authority Feed

Bill: The context for all this is a test of capital versus liabilities for many banks throughout Europe, the results will be published soon. Follow the link for the background and video.

'Jobs' Head of Market Supervision | London £80k - £120k 23 October 2014 | Bill Hodgson

Head of Market Supervision, £80k - £120k basic.