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  1. Sef execution of package trades to be postponed

    CFTC staff have recommended extending the no-action relief previously provided in order to phase in the requirement to trade on Sefs swaps executed as part of certain package transactions – that is, transactions involving a swap that is required...

  2. Poor liquidity stalls long-dated Thai derivatives market

    The industry is working closely with the Office of Insurance Commission in the development of the second phase of RBC insurance regulations, known as RBC2, which impose lower capital requirements on firms that demonstrate risk reduction via market...

  3. Morgan Stanley's delivers 'turn of the month' triumph

    Academic research shows that a significant proportion of positive trading days are concetrated in a narrow window at the month-end - an anomaly that has been observed across global equity markets and seems to be unaffected by the present phase in...

  4. In-depth introduction: Expected shortfall

    A welter of double-digit-billions trading losses in the opening phase of the financial crisis broke VAR, and the Basel Committee has since proposed it should be replaced with expected shortfall – seen as a better judge of tail risk.

  5. Industry confronts hard choices in CCP recovery debate

    If it becomes obvious that a CCP's standard default management procedures aren't working – that is, an auction has failed, or it can't find hedges – even then, we would like to see last resort options like forced tear-ups pursued within the...

  6. EU stress tests see €46bn trading loss for G-Sibs

    In the implementation of the CRR, there is a calendar for the phasing in of the new requirements, with a lot of discretion given to national authorities on how to phase in the new requirements, and this is leading – for instance on the stress...

  7. Industry picks holes in BCR proposals

    Certain insurers, though, were not shy to present their own ideas on how the IAIS could solve the valuation problem during the BCR consultation feedback phase. One alternative posited by Manulife is a methodology for insurance contracts under...

  8. Mobile Site Migration Planning: Rolling Your M-Dot Into Your .Com

    It’s OK to find out during the WHY phase that there’s not a good enough reason to move forward. The mobile mind shift has created a paradigm in which the understanding is that each individual expects more out of each interaction, and their...