Derivatives
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€str discounting switch could be “challenging” – Eurex
By James Thursfield
August 20, 2019, Global Investor Group
The process and compensation involved in switching the discounting from Eonia to new risk-free rate €str is likely to present challenges …
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Carney: Germany and France risk Brexit derivatives cliff edge
By Christopher Jeffrey, Daniel Hinge, and Helen Bartholomew
August 19, 2019, Risk
The failure of Germany and France to amend rules related to the treatment of some over-the-counter derivatives contracts …
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Europe’s banks warned on ending interest rate benchmark
By Martin Arnold and Philip Stafford
August 19, 2019, Financial Times
European banks and other financial institutions need to speed up their preparations for the phasing out of a key …
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CCP non-default losses requires global discussion – expert
By James Thursfield
August 15, 2019, Global Investor Group
A clearing expert has highlighted the need for further discussions about how central counterparties (CCPs) manage non-default losses given the lack …
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Stock loan, derivs groups plan “master reporting” agreement
By Andrew Neil
August 15, 2019, Global Investor Group
The top derivatives and securities finance trade bodies are drawing up a new master reporting document prompted by similarities between different …
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Brexit row delays financial products transparency review
By Peter Teffer
August 9, 2019, E.U. Observer
The uncertainty caused by Brexit has led to disagreement between the European Commission and its Paris-based financial regulatory body, about the usefulness …
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Splits emerge over ‘pre-cessation’ fallback triggers
By Robert Mackenzie Smith and Lukas Becker
August 12, 2019, Risk
Derivatives users are divided on whether and how to include pre-cessation triggers in fallbacks for legacy Libor swaps, raising …
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Most active CDS users get biggest savings – research
By Alexander Campbell
August 12, 2019, Risk
The most active clients in the credit-index swap markets have a palpable edge over smaller players, getting prices as much as 5.33 basis …
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U.K. banks added OTC notionals in 2018 as E.U. peers cut back
By Alessandro Aimone
August 12, 2019, Risk
Over-the-counter derivatives portfolios expanded at big U.K. banks and shrank at the largest continental European firms in 2018.
Data from the systemic risk …
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NLP sniffs out contracts harboring Eonia as fallback
By Helen Bartholomew
August 9, 2019, Risk
The task of hefting an estimated $350 trillion in financial contracts off Libor could get a hand from natural language processing (NLP), which …
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Plato’s Planned Platform Could Serve as Precursor to European Consolidated Tape
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Banks cut middle managers in European research overhaul
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MiFID II Equities: Dark Pools Hit High During Summer Slowdown
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City’s brain drain, price wars, and disastrous deals: MiFID II is not working out as planned
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Last orders: Rise of closing auctions stirs worries in European stock markets
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Plato’s Planned Platform Could Serve as Precursor to European Consolidated Tape
-
Banks cut middle managers in European research overhaul
-
MiFID II Equities: Dark Pools Hit High During Summer Slowdown
-
City’s brain drain, price wars, and disastrous deals: MiFID II is not working out as planned
-
Last orders: Rise of closing auctions stirs worries in European stock markets