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LATEST

 * Risk management


HACKED OFF: BANKS DEMAND ANSWERS AFTER ION CYBER ATTACK


CLIENTS LEFT IN THE DARK ABOUT RANSOMWARE ATTACK THAT DISRUPTED FUTURES TRADING
LAST MONTH

 * By Luke Clancy and Costas Mourselas

ION CYBER OUTAGE CONTINUES AS BANKS USE WORKAROUNDS

 * By Luke Clancy and Costas Mourselas

A THREAT TO THE ION THRONE?

 * By Luke Clancy

BANKS TEAM UP FOR ‘ION REPLACEMENT’ PROJECT

 * By Duncan Wood

 * Derivatives

EUREX-LCH BASIS HITS NEW HIGHS AMID RATES VOL

10-year price gap spikes to 4bp as 30-year whipsaws; Eurex gauge indicates
stable flow balance

 * By Helen Bartholomew

 * Regulation

SVB WOULDN’T HAPPEN IN EUROPE, SAYS DEUTSCHE CIB HEAD

Campelli also thinks Credit Suisse’s bailed-in AT1 bonds acted as originally
intended

 * By Lukas Becker

7.38%

Capital hit to Barclays if rates rise 200bp

$301 BILLION

BTFP-eligible securities held by small/mid-sized US regional banks

€29.1 TRILLION

UBS's OTC derivatives post-takeover

 * Risk Quantum

CREDIT SUISSE’S FUNDING DISCLOSURES RAISE QUESTIONS

The bank reported $141 billion of “other exposures” in NSFR at the end of 2022

 * By Alessandro Aimone

 * Investing

INVESTORS ZERO IN ON SHORT-DATED OPTIONS TO TRADE US INFLATION PRINTS

But critics say 0DTE products are increasing volatility around CPI announcements

 * By Faye Kilburn

 * Regulation


FED’S CLIMATE STRESS TEST WHIPS UP STORM FOR BANKS


LONG-AWAITED US CLIMATE RISK EXERCISE PUTS PRESSURE ON BANKS’ DATA AND MODELS

 * By Sharon Thiruchelvam

BANKS IN CRISIS


MISSING BASEL METRIC COULD HAVE REVEALED SVB RISKS


US REGULATORS DID NOT IMPLEMENT ECONOMIC VALUE OF EQUITY TEST THAT SVB FAILED
BADLY IN 2021

 * By Samuel Wilkes



EU BANKS NEED ‘BILLIONS’ IN HEDGES TO PASS NEW NII TEST

Declines in net interest income can be hedged, but the markets may struggle to
handle the demand

 * By Samuel Wilkes

WHY RISK MANAGERS DON’T TRUST THE EU’S NEW IRRBB TEST

And why there may never be a perfect way of assessing the risks of changes in
net interest income

 * By Samuel Wilkes

FIRST REPUBLIC HAD JUST $11BN ELIGIBLE FOR FED’S NEW FACILITY

The bank held nearly $20bn of municipal bonds, representing over 60% of its
securities portfolio

 * By Alessandro Aimone

 * Related content
 * SVB’s spiking interest expenses
 * Five banks report negative NII
 * Europe frets over IRRBB regime
 * IRRBB test failures
 * More on interest rate risk

RISK QUANTUM

DATA INSIGHTS, DELIVERED DAILY

i

Risk Quantum finds insights in data. The service tracks the public disclosures
of over 120 banks, funds, insurers, corporates, and central counterparties – as
well as reports from prudential and markets regulators – in Asia, Europe and
North America.

More information


CREDIT SUISSE’S FUNDING DISCLOSURES RAISE QUESTIONS


THE BANK REPORTED $141 BILLION OF “OTHER EXPOSURES” IN NSFR AT THE END OF 2022

 * By Alessandro Aimone

CAIXABANK, UNICREDIT MOST EXPOSED TO RATE INCREASES IN EUROPE

 * By Lorenzo Migliorato

AT REGIONAL US BANKS, BTFP-ELIGIBLE SECURITIES TOP $300BN

 * By Joshua Walker

Read more
 

COUNTERPARTY RADAR

MATCHMAKING AND BENCHMARKING FOR OTC DERIVATIVES

i

Counterparty Radar is based on position data from around 20,000 US mutual funds
and ETFs, rolled up to the manager level – it shows the OTC derivatives they
have on their books, and who they traded them with, providing unique insights
into an important market segment. More info

 * Markets


MUTUAL FUNDS DUMP TWO-THIRDS OF FX OPTIONS POSITIONS IN Q4


COUNTERPARTY RADAR: MORGAN STANLEY INVESTMENT MANAGEMENT LEADS FALL IN VOLUMES
WITH BIG CUTS TO RMB TRADES

 * By Joe Parsons

 * Markets

PIMCO NEARLY HALVES FX FORWARDS BOOK IN Q4

 * By Joe Parsons

 * Derivatives

US RETAIL FUNDS FURTHER SLASH REPO BORROWING

 * By Michael Paterakis

Read more


FIA BOCA 2023


NASDAQ EXEC CRITICISES VAR MODELS IN ERRATIC ENERGY MARKETS


FIA BOCA 2023: MODEL BEING ADOPTED BY RIVALS IS “BAD CHOICE” FOR UNPREDICTABLE
ASSETS, SAYS EXCHANGE TECH OFFICIAL

 * By Costas Mourselas



CFTC CHAIR GLOOMY OVER CRYPTO LEGISLATION PROSPECTS

FIA Boca 2023: Behnam also asks Congress to grant more powers to regulate
third-party tech providers

 * By Bernard Goyder

ICE EXEC REJECTS CLOUD FOR CRITICAL INFRASTRUCTURE

FIA Boca 2023: SVP Bland “can’t imagine” outsourcing critical infrastructure;
DRW’s Wilson warns of concentration risk

 * By Costas Mourselas

HIGH-FREQUENCY FLAP OVER CME’S AURORA DATA CENTRE

FIA Boca 2023: Exchange group’s migration to Google’s cloud could render HFT
networks redundant

 * By Bernard Goyder

 * Related content
 * Who blew up gas prices?
 * Energy market ructions
 * Crypto looks to FX market structure
 * Cloud computing: latest

 * Investing


RISK.NET’S TOP 10 INVESTMENT RISKS FOR 2023


GEOPOLITICAL FRICTIONS, STICKY INFLATION AND A HARD LANDING ARE AMONG THE
HAZARDS CITED BY INVESTORS

 * By Risk.net staff

TOP 10 OP RISKS


TOP 10 OPERATIONAL RISKS FOR 2023


THE BIGGEST OP RISKS FOR THE YEAR AHEAD, AS CHOSEN BY SENIOR INDUSTRY
PRACTITIONERS

 * By Risk.net staff



TOP 10 OPERATIONAL RISKS: FOCUS ON THIRD-PARTY RISK

Ion hack deals industry painful reminder on drawbacks of outsourcing

 * By Costas Mourselas

TOP 10 OPERATIONAL RISKS: FOCUS ON CYBER RISK

All firms fear data breach; smaller banks also concerned over IT disruption

 * By Luke Clancy

TOP 10 OP RISKS 2023: REGULATORY RISK JUMPS SHARPLY

Cyber and third-party risks also rise, along with concerns around data
management and execution errors

 * By Tom Osborn

 * Related content
 * Top 10 op risks 2022
 * AI and anti-money laundering
 * Op risk loss data: CIBC takes $850m hit
 * More articles on operational risk
 * Journal of Operational Risk
 * Book: Op Risk Capital Models

TRENDLINES

INTEREST RATE SWAPS

EUREX-LCH BASIS HITS NEW HIGHS AMID RATES VOL

EU BANKS NEED ‘BILLIONS’ IN HEDGES TO PASS NEW NII TEST

TAKING THE MEASURE OF CMS PRICING

STRESS-TESTING

US BANKS RACE AGAINST TIME AS FED PLAYS CLIMATE CATCH-UP

WHY RISK MANAGERS DON’T TRUST THE EU’S NEW IRRBB TEST

US CREDIT RISK MODELLERS PREPARE FOR LIFE AFTER IRB

PENSION FUNDS

EUREX-LCH BASIS HITS NEW HIGHS AMID RATES VOL

STILL TRUSSED UP: UK PENSIONS CONFRONT FALLOUT FROM LDI CRISIS

CENTRAL BANKS GRAPPLE WITH MARKET BACKSTOP DESIGN

COMMENT

OPTIONS LIQUIDATION CAN BE COSTLY. HOW COSTLY?

 * By Ravi K Jain

OP RISK DATA: CERBERUS FIGHT BITES $850M OFF CIBC

 * By Risk Staff

OP RISK DATA: WELLS FARGO WALLOPED TO THE TUNE OF $1.7BN

 * By Risk Staff

OUR TAKE

TAKING THE MEASURE OF CMS PRICING

 * By Mauro Cesa

INFLATIONARY FORCES (AND MICROBIAL SOUPS)

 * By Rob Mannix

WAS ARCHEGOS DEFAULT A ONE-IN-A-MILLION EVENT?

 * By Mauro Cesa

 


EVENTS

ASIA RISK CONGRESS

 * 28 Sep 2023

 * Singapore, Singapore

Find out more

RISK LIVE NORTH AMERICA SPRING

 * 13 Apr 2023

 * Boston, USA

Find out more

RISK LIVE EUROPE

 * 07 Jun 2023

 * London, UK

Find out more

SPONSORED CONTENT

About

These articles were paid for by contributing third parties. Click here for more
information on content funding.

slide 1 to 5 of 10

CHALLENGES STILL LIE AHEAD AS FRTB IMPLEMENTATION STALLS

 * 

DIGITAL EXPOSURE MAKES FRAUD MANAGEMENT A VITAL RESPONSIBILITY FOR FINANCIAL
INSTITUTIONS

 * 

THE FUTURE OF CAPITAL RAISING IN ASIA: INSIDE CRÉDIT AGRICOLE CIB’S
CLIENT-CENTRIC SOLUTION OFFERINGS

 * 

OIL AND PRODUCTS HOUSE OF THE YEAR: MACQUARIE GROUP

 * 

EMISSIONS HOUSE OF THE YEAR: MACQUARIE GROUP

 * 

DERIVATIVES HOUSE OF THE YEAR: MACQUARIE GROUP

 * 

COMMODITY TRADE FINANCE HOUSE OF THE YEAR: MACQUARIE GROUP

 * 

INCORPORATING CLIMATE RISK INTO ALM FRAMEWORKS FOR BANKS

 * 

BENCHMARKING DEEP NEURAL NETWORKS FOR LOW-LATENCY TRADING AND RAPID BACKTESTING

 * 

THE IMPACT OF RISING INTEREST RATES ON RISK MODELS AND BALANCE SHEET MANAGEMENT

 * 

 * 
 * 

MOST READ

 1. How Finma milked Credit Suisse’s CoCos to close UBS deal
 2. Missing Basel metric could have revealed SVB risks
 3. EU banks need ‘billions’ in hedges to pass new NII test

 1. UBS takeover of Credit Suisse to trigger higher G-Sib surcharge
 2. US banks race against time as Fed plays climate catch-up
 3. Nasdaq exec criticises VAR models in erratic energy markets

 1. US regional banks hold smaller proportion of high quality assets
 2. Hacked off: banks demand answers after Ion cyber attack
 3. CaixaBank, UniCredit most exposed to rate increases in Europe



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