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LATEST

 * Regulation


LME CASE COULD REDEFINE EXCHANGE POWERS TO CANCEL TRADES


EUROPEAN TRADING VENUES HAVE BROAD DISCRETION WHEN RESPONDING TO MARKET
EMERGENCIES

 * By Samuel Wilkes

BACK IN TIME: A BRIEF HISTORY OF LME’S NICKEL MELTDOWN

 * By Costas Mourselas

LME TEAR-UP MAY HAVE AVERTED ‘MULTIPLE DEFAULTS’ – CEO

 * By Costas Mourselas

LME MODEL QUIRK SAVED MEMBERS $915M NICKEL MARGIN

 * By Costas Mourselas

 * Derivatives

WHY CREDIT DEFAULT COMMITTEES ARE A TURNOFF FOR THE BUY SIDE

With high costs and little to gain from participating, investment firms seem
content to leave the legal work to the banks

 * By Ben St. Clair

 * Risk Quantum

US BANKS OFFLOAD FHLB ADVANCES AFTER RECORD GLUT IN Q1

First Citizens leads shift, Regions bucks trend

 * By Joshua Walker

RISK DATA

9 US BANKS

Could be forced to capitalise trading exposures under new Fed proposal

€700 MILLION

Increase in Commerzbank’s market risk-weighted assets in Q2

13.2%

EVE drop at MCB in the event of a 200bp rise across the yield curves

 * Cutting Edge

PODCAST: ARTUR SEPP ON RATES VOLATILITY AND DECENTRALISED FINANCE

Quant says high volatility requires pricing and risk management models to be
revisited

 * By Mauro Cesa

 * Regulation

IOSCO TAKES AIM AT PRE-HEDGING WITH NEW PROBE

Global standard-setter intends to release results of review in third quarter of
2024

 * By Samuel Wilkes


OP RISK BENCHMARKING


USING DATA SUBMITTED BY 11 G-SIBS, OUR NEW SERIES EXPLORES HOW THE WORLD’S
BIGGEST BANKS ARE MANAGING THEIR BIGGEST OPERATIONAL RISKS. TEAM SIZES,
MODELLING PRACTICES, INTERNAL REPORTING, SOFTWARE CHOICES – IT’S ALL HERE

Click here

BASEL III ENDGAME


FED’S PLAN TO END ‘WINDOW DRESSING’ STIRS REPO DEBATE


CHANGE TO G-SIB SURCHARGE COULD SMOOTH YEAR-END VOLATILITY, BUT SOME FEAR
LIQUIDITY WILL WORSEN

 * By Bernard Goyder



THE STRANGE EFFECT OF US CLAMPDOWN ON FRTB MODELS

Ban on internal models for trading book default risk could provide some banks
with unexpected capital relief

 * By Samuel Wilkes

BANKS FEAR G-SIB TWEAK WILL INCREASE CAPITAL VOLATILITY

Fed proposal would raise capital surcharge in 10bp increments

 * By Janice Kirkel

US BANKS RUE MISSED OPPORTUNITY TO REFORM G-SIB SURCHARGE

As method 2 drifts away from Basel, critics fear comparability and
competitiveness will suffer

 * By Janice Kirkel

 * Related content
 * More on Basel III
 * Articles on internal modelling
 * Basel III in brief

RISK QUANTUM

DATA INSIGHTS, DELIVERED DAILY

i

Risk Quantum tracks thousands of data points across hundreds of metrics from
organisations that represent a cross-section of the financial system. Published
daily, articles are short and broken into chunks – the facts, the context and a
brief commentary – and use data visualisations to get each story across.

More information


US BANKS OFFLOAD FHLB ADVANCES AFTER RECORD GLUT IN Q1


FIRST CITIZENS LEADS SHIFT, REGIONS BUCKS TREND

 * By Joshua Walker

AOCI REINCLUSION WOULD PUSH 10 US BANKS BELOW CAPITAL REQUIREMENTS

 * By Joshua Walker

NINE US BANKS COULD BE CAUGHT BY FED’S REVISED MARKET RISK RULE

 * By Lorenzo Migliorato

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

 * Derivatives


PIMCO POWERS BNP PARIBAS TO TOP OF REPO RANKINGS


COUNTERPARTY RADAR: FRENCH DEALER GREW ITS REPURCHASE BOOK BY 65% IN FIRST
QUARTER

 * By Michael Paterakis

 * Derivatives

CITI’S SINGLE-NAME CDS BOOK WITH RETAIL FUNDS DOUBLED IN Q1

 * By Michael Paterakis

 * Derivatives

GLOBAL ATLANTIC’S SWAPTIONS BOOK SURGES

 * By Bernard Goyder

Read more
 

POST-LIBOR RATES


CSRS FIGHT FOR SURVIVAL AFTER ‘DAMNING’ IOSCO VERDICT


STANDARD-SETTER ACCUSED OF IGNORING ITS OWN PRINCIPLES AND FAILING TO BACK UP
ITS CONCLUSIONS

 * By Helen Bartholomew



TMX, CANDEAL SET TO LAUNCH RISK-FREE CANADIAN TERM RATE

Forward-looking version of Corra will take over as official loan benchmark next
year

 * By Max Bowie

DEALERS TACKLE US LIBOR SWAPTIONS TRANSITION

Complexity of legacy book and CCP deadlines sees banks turn to new Capitalab
service

 * By Lukas Becker

IOSCO DEALS HAMMER BLOW TO BSBY, AMERIBOR

Non-compliance ruling does not equate to a ban, but may strangle use by
regulated firms

 * By Helen Bartholomew

 * Related content
 * More on Libor
 * More on SOFR
 * Ameribor plans dashed
 * Canada’s Corra considerations

 * Derivatives


LIKE YOUR CSA DIRTY? IT’LL COST MORE


BUY-SIDE FIRMS HAVE TO PAY UP IF THEY WANT TO POST CORPORATE BONDS TO THEIR
DEALERS, BUT PRICES VARY

 * By Rebekah Tunstead

CREDIT MARKETS


NAIC PROPOSAL SEES INSURERS SNUB DEBT RATED BY SMALLER AGENCIES


ABILITY OF SOME CORPORATES TO RAISE CAPITAL ‘MATERIALLY IMPAIRED’, BANKERS SAY

 * By Nathan Tipping



AN NAIC PLAN TO SECOND-GUESS BOND RATINGS IS ‘NONSENSICAL’, INSURERS SAY

Proposal to create “quasi rating agency” at regulatory body sparks backlash from
industry and US Congress

 * By Nathan Tipping

CREAKY CREDIT SPARKS ‘HIGH’ DISPERSION IN CLO PRICING

Investors are becoming more particular when it comes to tranches and managers

 * By Nathan Tipping

CREDIT SUISSE CDS BLIP SPOTLIGHTS OBLIGATIONS LIST OVERHAUL

Isda began work on updating reference instruments before banking crisis erupted

 * By Ben St. Clair

 * Related content
 * More on credit derivatives
 * Articles on CLOs
 * Counterparty data: index CDS
 * Credit default swaps in depth

TRENDLINES

CRYPTOCURRENCY

NEW HOPE FOR CRYPTO DERIVATIVES AS MARKETS URGED TO HAIL CESR

OP RISK DATA: AUSSIE INSURERS CAUGHT OUT IN CHRONIC PRICING MISCONDUCT

OP RISK DATA: FRANK FIASCO COSTS JP MORGAN $175M; BNP SETTLES $41M MIS-SELLING
SUIT

ARTIFICIAL INTELLIGENCE

AI IN SHEEP’S CLOTHING? WOLFE RESEARCH DEVELOPS FINANCE CHATBOT

BOE MODEL RISK RULE MAY DRIVE REAL-TIME MONITORING OF AI

CITI CYBER CHIEF SAYS AI PROVIDING NEW WEAPONS IN HACKING WARS

CLEARING

OVERBOARD: DITCHING CLIENTS IMPERILS TREASURIES CLEARING MANDATE

LCH LTD’S REPOCLEAR MARGIN MODEL GETS A MAKEOVER

SWAP CONNECT GROWTH HAMPERED BY UNWINDING ISSUES

COMMENT

THE CHATBOT AND THE QUANT: GPT SHAKES FINANCE EDUCATION

 * By Gordon Lee

OP RISK DATA: CREDIT SUISSE HIT FOR $900M IN OFFSHORE TRUST BUST

 * By ORX News

COLLATERAL MARKETS IN NEED OF REWIRING

 * By Manmohan Singh

OUR TAKE

SHHH, DON’T TELL: THE STRUGGLE TO KEEP SKEW UNDER WRAPS

 * By Joe Parsons

HOW A MACHINE LEARNING MODEL CLOSED A HIDDEN FX ARBITRAGE GAP

 * By Mauro Cesa

THE AOCI ELEPHANT IN THE DFAST ROOM

 * By Lorenzo Migliorato

 

EVENTS

RISK LIVE EUROPE 2024

 * 18 Jun 2024 - 19 Jun 2024

 * London, UK

Find out more

ASIA RISK CONGRESS

 * 28 Sep 2023

 * Online, Virtual

Find out more

RISK LIVE NORTH AMERICA FALL

 * 19 Oct 2023

 * New York, USA

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

UNLOCKING THE POWER OF MODEL OPS FOR RISK MANAGEMENT GAINS

 * 

BEYOND LIBOR: THE IMPACT OF SOFR ON RATES, BONDS AND LOANS

 * 

ASSET-LIABILITY MANAGEMENT: SPECIAL REPORT 2023

 * 

HOW SMALL AND MEDIUM-SIZED BANKS CAN ENHANCE DEPOSITS MODELLING FRAMEWORKS

 * 

ALM BANKING AFTER THE CRISIS: STRESS-TESTING FOR MORE ROBUST LIQUIDITY
MANAGEMENT PRACTICES

 * 

ALM BANKING PRACTICES FOR A NEW ERA IN LIQUIDITY RISK

 * 

ALM TECHNOLOGY SYSTEMS 2023: MARKET UPDATE AND VENDOR LANDSCAPE

 * 

AUTOMATING REGULATORY COMPLIANCE AND REPORTING

 * 

THE CHANGING FACE OF CREDIT PORTFOLIO MANAGEMENT AT BANKS

 * 

INDUSTRY INSIGHTS REPORT: COMPLIANT COMMUNICATIONS 2023

 * 

 * 
 * 

MOST READ

 1. The strange effect of US clampdown on FRTB models
 2. Fed’s plan to end ‘window dressing’ stirs repo debate
 3. People: Paco packs up at Citi, Credit Suisse exits continue, and more

 1. Like your CSA dirty? It’ll cost more
 2. Banks fear G-Sib tweak will increase capital volatility
 3. Beyond Libor: the impact of SOFR on rates, bonds and loans
    * 

 1. New hope for crypto derivatives as markets urged to hail CESR
 2. How a machine learning model closed a hidden FX arbitrage gap
 3. Iosco takes aim at pre-hedging with new probe



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