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Basel III switch sends BNP Paribas’s op risk charges up 60%
Blow-up follows shelving of AMA model previously underpinning over two-thirds of op RWAs
US Basel equivalence questioned as EU patience wears thin
MEPs say unfaithful US implementation of Basel III could trigger review of access to EU markets
How BrokerTec, MarketAxess fared during Treasury rout
Electronic bond trading platforms see spike in volumes and small growth in market share, Risk.net analysis shows
The Term €STR transition: challenges and market readiness
The progress, challenges and factors shaping the adoption of Term €STR as financial institutions transition from Euribor
Mitigating risks with derivative ETFs
S&P Global Market Intelligence's Enrico Piccin discusses the evolution of synthetic ETFs, regulatory impacts, and balancing leverage and transparency
Tariff volatility pushes banks to tighten close-outs
Lawyers say dealers are looking to update playbooks for terminating derivatives trades
Tariff turmoil drives $31bn margin surge at FCMs
JPM and Goldman lead futures brokers to record margin highs amid Trump tariff shock
Dodging a steamroller: how the basis trade survived the tariff tantrum
Higher margins, rising yields and stable repo funding helped avert another disruptive blow-up
BoE plans to link system-wide and individual stress tests
Meanwhile, ECB wants to broaden system-wide stress models to include central counterparties
People: Balaÿ is new broom at CA CIB, Ungari swaps QIS roles at SG
Latest job changes across the industry
Cyber insurance costs expected to rise as loss ratios worsen
Recent ransomware and tech failure events could feed through into higher premiums this year
Adapting FRTB strategies across Apac markets
As Apac banks face FRTB deadlines, MSCI explores the insights from early adopters that can help them align with requirements
Addressing risks and leveraging compliance opportunities amid banking regulation uncertainty
Insights into how financial institutions can stay compliant, adapt to shifting policies and seize strategic advantages amid regulatory change
SG’s Ungari swaps research for structuring in new QIS role
Veteran researcher and strategist ‘putting things into action’ with new remit
The WWR in the tail: a Monte Carlo framework for CCR stress testing
A methodology to compute stressed exposures based on a Gaussian copula and mixture distributions is introduced
Fed’s proposed SCB tweak would free $20bn of capital at US banks
Averaging of stress test-based inputs over two years would reduce current add-ons by up to 60bp
Yen rates losses from tariff volatility top $1 billion
Pay fixed, curve flattener and vol steepener positions were hit hard as yields swung wildly
Markets are mispricing tariff uncertainty, say academics
Johns Hopkins economists warn of risk from changes to the ‘rules of the game’
Synthetic deals drive securitisation RWA surge at EU banks
BNP Paribas and RBI lead Q4 rise
‘This is not a wobble’: Brunello Rosa on the path to de-dollarisation
Digital currencies will play a central role as China challenges US hegemony, says economist
Repo clearing rule could raise SOFR volatility – OFR analysts
Analysis of 2022 data finds large divergence in tail rates but no change in median
Investors dip a toe back into Tips despite April losses
US inflation-linked bonds back in vogue as stagflation hedge
One year on, EU banks get greener as GARs grow
Contentious green asset disclosures show improvements for most major European banks in 2024
Europe’s Ucits funds: Made in the USA
Counterparty Radar: EU retail funds market is a prime example of Trump’s miscalculation on trade
Goldman Sachs doubled FX trading revenues in 2024
Bumper Q4 powers bank to head of US dealer pack by foreign exchange revenue
OCC’s security chief on generative AI with guardrails
Clearing house looks to scale technology across risk and data operations – but safety is still the watchword
China’s top banks bulk up liquidity as global peers trim buffers
US G-Sibs continue to trail with lowest median LCR since 2021
CFTC takes red pen to swaps rules, but don’t call it a rollback
Lawyers and ex-regs say agency is fine-tuning and clarifying regulations, not eliminating them