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Trading book capital charges scrutinised
Bank capital charges attached to market risk in the trading book could increase by...
News Round-up 22 October 2015 -
'Unique' SFR parity feature debuts
Colony American Finance's (CAF) latest deal is the first single-family rental (SFR) transaction to i...
News 15 October 2015 -
James Alpha taps fund managers
John Brynjolfsson and Tim Alford have joined James Alpha Advisors, in order to continue serving as p...
Job Swaps 14 October 2015 -
ILS risk tool launched
Huang & Associates Analytics has released a risk aggregation platform designed to assist ILS...
News Round-up 12 October 2015 -
Missing link?
Blockchain set to revolutionise derivatives market
New technology could make the derivatives market not only more transparent, but also cheaper. Market...
News Analysis 12 October 2015 -
Valuations service offered
Principia Partners has launched an online derivatives portfolio valuation, risk and accounting manag...
News Round-up 9 October 2015 -
SIMM utility vendor named
ICE Benchmark Administration (IBA) has been selected to build and operate a crowdsourcing utility fo...
News Round-up 8 October 2015 -
CDS clearing RTS issued
ESMA has issued a draft regulatory technical standard (RTS) for the central clearing of CDS. It defi...
News Round-up 5 October 2015 -
Risk-weighted assets report released
The Basel Committee on Banking Supervision has released findings from a hypothetical test portfolio...
News Round-up 2 October 2015 -
KRIS models updated
Kamakura Corp has updated its Kamakura Risk Information Services (KRIS) models. Version 6.0 of the o...
News Round-up 2 October 2015 -
MiFID 2 standards finalised
ESMA has published its final technical standards on MiFID 2, revealing how the legislation will appl...
News Round-up 29 September 2015 -
Aussie reporting exemptions allowed
ISDA has published an Australian single-sided reporting letter, allowing certain market participants...
News Round-up 25 September 2015 -
RPL credit factors highlighted
The performance of reperforming mortgage loans (RPLs) since their last modification is crucial in th...
News Round-up 23 September 2015 -
Derivatives ID initiative underway
ISDA has launched a new industry data project, which aims to develop an open-source standard derivat...
News Round-up 18 September 2015 -
Marketplace reps and warranties assessed
The issue of representations and warranties for marketplace lending ABS should not be considered alo...
News Round-up 15 September 2015 -
Risk analytics pro recruited
Yaacov Mutnikas has been appointed as co-head of Markit's solutions division focusing on risk analyt...
Job Swaps 15 September 2015