Subject: Liquidity ratios, intraday controls, and a long goodbye to Excel

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THIS WEEK'S TOP STORIES
Regulation
Basel Committee reviewing design of liquidity ratios
Focus on LCR and NSFR after Silicon Valley Bank and Credit Suisse, but assumptions may not change
08 May 2024   |  News
Markets
Breaking out of the cells: banks’ long goodbye to spreadsheets
Dealers are cutting back on Excel amid tighter regulation and risk concerns
09 May 2024   |  Feature
Markets
SG trader dismissals shine spotlight on intraday limit controls
Risk experts say many banks rely on daily reports and can’t effectively monitor intraday limits in real time
03 May 2024   |  News
Markets
Canada’s triparty repo launch aims to fill C$60bn void
Test trades on TMX/Clearstream platform represent “quantum leap” for creaking funding markets
06 May 2024   |  News
Comment
Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition
03 May 2024   |  Opinion
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STAT OF THE WEEK

NYCB doubles down on borrowing as deposits keep ebbing

New York Community Bancorp’s borrowed funds rose $5.8 billion to $26.8 billion in the first quarter, offsetting most of a $6.3 billion fall in customer deposits, to $75.2 billion.

QUOTE OF THE WEEK

How Man Group’s private credit arm keeps risk in check

“The interesting question in the market right now is: ‘What’s your minimum fixed charge coverage ratio to do a new deal?’” – Walter Owens, Man Varagon

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