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BoE takes subtle leverage snipe at CCP cross-margining
Margin offsets might increase risk, but could also encourage more central clearing
Bank FX market-makers ramp up AI usage
Barclays applies tech to predictions, while HSBC and ING look at pricing accuracy
Wells Fargo’s seven-year freeze sees rivals surge ahead
Risk density and loan growth lagged as Fed enforced asset cap
Risk data
Why asset owners aren’t turning their backs on America (yet)
Pension and sovereign wealth investors see US exceptionalism outlasting policy-driven turmoil
Should the Fed mandate collateral pre-positioning at the discount window?
Supervisor wants banks to be ready to access central bank facilities, but formalising pre-positioning has some drawbacks
Op risk benchmarking
Our new research service compares op risk practices at financial institutions – from staffing to AI safeguards, key controls to board reporting packs.
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Foreign exchange
Limited-loss hedges help US firms dodge costly FX moves
Structurers say corporates’ use of options-based net investment hedging helped soften impact of USD selloff
Deutsche Bank takes AutobahnFX on the open road
Proprietary trading platform sets out new workflow-based approach to collaborating with venues
Disclosed trading an oasis in the FX liquidity ‘mirage’
LPs say growth of relationship-based trading bolstered market during April volatility
Fnality joins DLT-based PvP FX settlement service
Baton Systems and Osttra’s joint payment-versus-payment FX network adds central bank-backed settlement option
Risk Quantum
Data insights, delivered daily
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.
Wells Fargo’s seven-year freeze sees rivals surge ahead
Risk density and loan growth lagged as Fed enforced asset cap
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
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
Wells Fargo’s FX strategy wins over buy-side clients
Counterparty Radar: Life insurers looked west for liquidity after November’s US presidential election
Clearing
CFTC set to vote on JSCC client clearing access
US investor demand for JSCC clearing ramps up amid rising yen interest rate volatility
LCH adds China sovereign bonds to collateral pool
Acceptance of euro and dollar debt could be widened to offshore renminbi bonds by year-end
BoE to consult on promoting clearing for gilt repo market
Isda AGM: Deputy governor also takes aim at bilateral repo haircuts and cross-CCP netting
LCH to expand access to FMX futures clearing
Clearing house is awaiting regulatory approval to allow client clearing via FCM affiliates
Risk managers brace for night shifts as 24-hour trading looms
Questions swirl around how margin breaches and defaults will be handled during overnight hours
Regulation
SEC faces debate over possible cull of cyber security rules
Lobby groups pushing for regulator to roll back disclosures, but investors take a different view
The IMA map: charting market risk capital under Basel 2.5
The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book capital requirements have evolved
CCAR at a turning point, but which way is forward?
Banks sniff an opportunity to push the Fed for more openness over stress test models – and seize capital benefits
Emir rule delay leaves Simm paperwork gathering dust
Mid-year refresh triggers Emir 3.0 authorisation process despite unfinished regulatory standards
Leverage ratio reform: the good, the bad and the Treasury
A simple cut would be less likely to stoke interest rate risk than exempting US government bonds
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