Subject: As risk of US Basel delay grows, Europe is in a bind over CVA

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As risk of US Basel delay grows, Europe is in a bind over CVA
European Commission may postpone FRTB, but it’s hard to separate surgically from rest of framework
 28 May 2024   |  Feature
Markets
The squeezing middle: data shows Europeans taking on US foes
Dealer Rankings 2024: Barclays, BNP Paribas and Deutsche grab bigger share of the pie
27 May 2024   |  Feature
Markets
JSCC presses for US client clearing exemption
Heightened yen rate risk adding urgency to US funds’ calls for swaps clearing access
28 May 2024   |  News
Risk Quantum
Record number of US banks turned to riskless assets in Q1
Western Alliance leads pack with doubling of exposures in 0% bucket
28 May 2024   |  Data
Markets
T+1 shift sparks dividend chaos in HK structured products
Products staying on T+2 leave providers scrambling to deal with ex-dividend dates caught inbetween
24 May 2024   |  News
Markets
FX futures momentum challenges primary venues’ pricing role
Panellists suggest spot FX primary markets’ importance in models has “diminished”
24 May 2024   |  News
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Risk Quantum
Cleared rate for CDSs dropped in H2 2023
Record five-percentage point decline driven by multi-name contracts
24 May 2024   |  Data
Markets
Citi tops second edition of Risk’s Dealer Rankings
Dealer Rankings 2024: Data shows five big US dealers still lead, but with Europeans closing in
24 May 2024   |  News
Investing
OCC introduces new intraday risk charge covering zero-day options
Revised measures “a nightmare” to implement, says one broker-dealer
23 May 2024   |  News
Risk management
New FICC clearing model still holds fears for buy side
Sponsored access with margin segregation hasn’t reassured firms about loss mutualisation
23 May 2024   |  News

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