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John Kiff

John Kiff's Public Library

about 11 hours ago

"Natural disasters now cost the globe between $250 billion and $300 billion each year, as asset values increase and urbanisation expands bringing disaster risk management to the forefront of a sustainable future, according to the United Nations’ (UN)."

about 13 hours ago

"The European Securities and Markets Authority has signed a memorandum of understanding with the Reserve Bank of Australia which will allow the RBA access to derivatives data held in European trade repositories as required under the European Market Infrastructure Regulation. The Australian central bank can now access EMIR-compliant trade data that is disseminated to EU trade repositories on behalf of Australian counterparties under the terms of the provision, which is not legally binding and lasts indefinitely until termination."

about 13 hours ago

"Big dislocations in the Swiss franc and the US Treasury market have highlighted – again – the limitations of standard regulatory capital models. But banks insist their other lines of defence are up to the task"

about 13 hours ago

"HSBC has recorded a $263 million FVA charge for its uncollateralised derivatives trades, which climbed to $460 million after it adopted OIS discounting for the portfolio"

about 13 hours ago

"Barclays, Citi, HSBC and Lloyds Bank are among dealers now adding an extra spread when discounting bond-collateralised swaps – which eats into the profits pension funds can see. Funds do not like the change but privately agree banks have a point"

about 13 hours ago

"As essentially brand-new entities in the often-complex business of derivatives trading, swap execution facilities are well-served to make the end-user experience as streamlined as possible. For interest rate swaps, one way to simplify is via compression, which eliminates offsetting trades, reducing risk and cost and freeing up available credit in the process."

about 14 hours ago

"Pre-trade price transparency is the lifeblood of an electronic marketplace. Fixed income participants need access to a broad set of streaming prices to have the confidence they need to enter orders and create vibrant electronic markets."

about 14 hours ago

"Credit rating agencies have been and continue to be a weak link in our financial system. A dual credit rating system under which corporations are rated more leniently than state and local government borrowers still persists."

about 14 hours ago

"Banks say global regulators’ plans to stiffen capital rules for asset-backed debt held in the trading book could price them out of the market even as Mario Draghi pushes to revive sales in Europe."

about 14 hours ago

"Issuance in the European securitisation market meandered along at an average of less than 1bn per week in the first two months of the year, marking the slowest start to a year since 2009, according to Barclays analysts."

about 14 hours ago

"Virtual currencies present both a threat and an opportunity to financial institutions. Regardless of your position on this new market development, you would be well advised to watch this space closely."

Mar 05, 15

"Trading in total-return swaps linked to bond indexes has surged to $4 billion a week, up from $2.4 billion a year ago, according to data compiled by BNP Paribas SA. JPMorgan Chase & Co. forecasts trading of the derivatives, which are meant to make it easier to place bullish and bearish bets in credit markets, will increase by as much as threefold this year."

Mar 05, 15

"The European Securities and Markets Authority (ESMA) is being urged to recalibrate its proposed liquidity thresholds for some classes of derivative, after its December consultation paper appeared to indicate products with as few as one trade per day would be considered liquid."

Mar 05, 15

"Our intrepid reporter explored the background to the recent SwapClear announcement and received a little more information:"

Mar 05, 15

"From Sweden to Spain, banks, brokers and other financial firms are grappling with technical and legal glitches thrown up by negative rates, forcing them to redesign computer systems, tear up spreadsheets and redraft legal contracts."

Mar 05, 15

"“It’s official, there are no more sellers of bonds.” An investor told us yesterday, and he’s not alone. Bond buying on ECB QE, the Greek loan extension and recent growth data in the periphery has transformed itself into bond hoarding."

Mar 05, 15

"Citic Securities, one of China's largest securities firms by assets, has been approved by the country's regulator to conduct cross-border over-the-counter derivatives business – a move that makes it the first onshore firm to gain direct access to international markets."

Mar 05, 15

"Sun Life will reinsure a portion of the longevity risk to RGA Canada and SCOR Global Life."

Mar 05, 15

"This publication provides an overview of the collateralized loan obligation (CLO) market, its participants and their roles, and a discussion of the accounting, tax, and regulatory rules and laws impacting their investment and role."

Mar 05, 15

"The U.S. Securities and Exchange Commission has extended the time period for action on the proposed tick-size pilot 60 days, until May 6, 2015. The extension will provide the Commission with additional time to consider the comments received on the proposed plan, the SEC said in a release. The one-year pilot program would widen the quoting and trading increments for certain small capitalization securities to allow the SEC to further study and assess decimalization’s impact on the liquidity and trading of these securities."

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