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Technical information
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| Risk.net - Financial Risk Management News Analysis | |||||||||||||||||||||||||||||||||||||||||||||||||||
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| The world's leading source of in-depth news and analysis on risk management, derivatives and regulation | |||||||||||||||||||||||||||||||||||||||||||||||||||
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SEO headers
h5 All sections
h1
h4 Latest
h2 Simm casts off Covid pain for $40 billion IM reprieve
h3 Recalibration cuts risk weights in equity and commodities, but some credit exposures double on ABX halt
h6 Isda pushes to ‘decouple’ Simm calibration from model changes
h6 LDI firms update margin stress tests post-gilt crisis
h6 Why Isda ditched ‘off-cycle’ updates for Simm
h6 As Fed eyes rule change, over 50% of US banks’ securities held as HTM
h6 Quantum cognition machine learning: financial forecasting
h6 Risk data
h4 €8.1 billion
h4 9%
h4 $47 billion
h6 BNP Paribas’ FX forwards volumes jump 75% in Q2
h6 Rate risk modellers relieved as EU deposits stay sticky
h2 Ruled out: can regulators settle the pre-hedging debate?
h3 Market participants are at odds over the practice and whether regulation or principles can settle the score
h4 Trending
h5 How these stories are chosen
h4 BASEL III ENDGAME
h2 Fed’s new liquidity rule spells more pain for regional banks
h3 Limit on HTM assets follows move to deduct unrealised losses from capital buffers
h6 EU banks fear loss of NSFR repo relief
h6 Endgame manoeuvre: US banks put SLR reform back in spotlight
h6 EU banks lose relief on model test after FRTB delay
h4 Risk Quantum
Data insights, delivered daily
h2 As Fed eyes rule change, over 50% of US banks’ securities held as HTM
h3 PNC, BofA and Schwab report highest share among banks subject to LCR amid move to limit their role in liquidity buffers
h6 UniCredit slashes CCP exposures by nearly 40% in a year
h6 Markdowns on Japan Post Bank’s domestic bonds widen 50%
h4 Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
h2 Citi revealed as top index CDS dealer to Ucits funds
h3 Counterparty Radar: Novel data shows US banks captured nearly 90% of uncleared notional volume in European markets
h6 New data reveals Pimco is top Ucits interest rate swaps user
h6 HSBC loses FX forwards market share with EU funds
h4 Risk models
h2 Risk management overhauls juggle speed and independence
h3 Some banks say the 1.5 line of defence responds faster to risk, but supervisors are still divided
h6 The post-Archegos risk model rebuild begins… slowly
h6 Between the lines: why banks are rethinking risk management
h6 BofA quants propose new model for when to hold, when to sell
h2 Cable basis set to shrink as pension buyouts dwindle
h3 BoE rate cuts and tightening US credit spreads expected to further normalise the sterling-US dollar cross-currency basis
h4 Central clearing
h2 Fed’s Basel III rollback gives clearing units a capital break
h3 Client-cleared trades will be exempt from CVA charges and G-Sib surcharge calculations, says Barr
h6 Accounting fix needed for done-away Treasury clearing – DTCC
h6 LCH set to take CGBs as collateral
h6 Clearing members welcome JSCC initial margin reforms
h4 Trendlines
h4 Credit default swaps
h6 Avon CDS holders win payout despite narrow debt auction
h6 Citi revealed as top index CDS dealer to Ucits funds
h6 Barclays disputes CDS committee decision ahead of auction
h4 Foreign exchange
h6 JP Morgan eyes tokenised FX swaps on digital assets platform
h6 India’s index inclusion could herald future flow shifts
h6 IM requirements at LCH ForexClear hit record high in Q2
h4 Interest rate swaps
h6 New data reveals Pimco is top Ucits interest rate swaps user
h6 Seeking muted rate sensitivity, NYCB scraps all IR hedges
h6 Marex plots interest rate clearing push
h4 Comment
h6 Op risk data: Shady loans robbing Reliance of $1.1bn
h6 FX algo users change tack to navigate market doldrums
h6 Op risk data: Payday lender Skytrail sees $1.4bn disappear
h4 Our take
h6 BofA quants propose new model for when to hold, when to sell
h6 Are regulators wrong to think of AT1s as debt?
h6 How Risk.net’s robots unlocked Ucits trade data
h2 Op risk benchmarking
h3 Our new research service compares op risk practices at financial institutions – from staffing to AI safeguards, key controls to board reporting packs.
h4 Events
h6 Risk Live North America
h6 Risk Live ASEAN - Thailand
h6 Risk Live Roadshow Boston
h4 Sponsored content
h6 Pricing and trading system of the year: Murex
h6 Pricing and valuation systems 2024: market and vendor landscape
h6 XVA solution of the year: Murex
h6 Best product for capital markets: Murex
h6 Best structured products support system: Goldhorse Capital – Extramile
h6 Only human: the secret of reliable LLM workflows
h6 Managed services under the spotlight
h6 Derivatives pricing with AI: faster, better, cheaper
h6 Counterparty risk innovation of the year: Cumulus9
h6 ETRM systems 2024: market update and vendor landscape
h5 You are currently on corporate access.
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