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Dealers Seek Clarity on Buy-Side IM Relief
By Helen Bartholomew
March 21, 2019, Risk
The volume has been turned down on the initial margin ‘big bang’ after two global regulatory bodies lifted hundreds of buy-side firms from …
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Initial Margin: Libor Legacy Deals in the Clear – for Now
By Sharon Kimathi
March 20, 2019, Practice Insight from IFLR
Derivatives consultants welcome the international body’s note on grandfathering legacy contracts for Libor reform, without falling into scope of the …
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ISDA Warns UMR May Limit Effective Hedging
By James Thursfield
March 12, 2019, Global Investor Group
Small buy-side firms may be incentivized to reduce their derivatives exposure to stay outside of the phase-five threshold for uncleared margin …
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Drop Margin on Swaps Leaving Libor, Basel Says
By Robert Mackenzie Smith
March 6, 2019, Risk
Legacy Libor contracts being transitioned to new benchmarks should not have to meet margin requirements, two international regulatory standards bodies said on …
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Basel Committee Calls for External Checks on Bank Loans
By Patrick Jenkins
March 1, 2019, Financial Times
One of the world’s most influential financial regulators has called for external checks on the riskiness of banks’ loans as the fallout …
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Vendors Prep for Initial Margin Big Bang
By Josephine Gallagher
March 1, 2019, Waters Technology
As smaller banks and asset managers brace themselves for new rules covering how they trade exotic derivatives come into force, lobby groups …
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FRTB 2.0: Lower Capital but High Running Costs
By Samuel Wilkes
February 26, 2019, Risk
When global standard-setters first revealed their planned revamp of trading book capital rules, bankers responded with furrowed brows. The new regime was dizzyingly …
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FRTB Is Here – Now It’s Up to Local Regulators
By Samuel Wilkes
February 25, 2019, Risk
The Basel Committee on Banking Supervision has finished with its Fundamental Review of the Trading Book, and local regulators must now give it …
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Capital Impact of FRTB Yet to Seen – ISDA
By Louisa Chender
February 21, 2019, Global Investor Group
The changes to the Fundamental Review of the Trading Book (FRTB) are a step the right direction but it’s too early …
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ECB Finds Leverage Ratio Constraints on Swaps Trading
By Louisa Chender
February 19, 2019, Global Investor Group
The leverage ratio may constrain swaps trading as it continues to play a key role in banks’ activity, a study finds.…
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