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Jane Street claims may prompt bank scrutiny
Reputational risk policies require dealers to quiz clients that hit the headlines
Foreign dealers still lag US banks in stress tests
IHCs’ CET1 depletion triples that of domestic participants, despite improved performance since 2024 exercise
Traders hedge on Jane Street manipulation claims
Market-makers side with Sebi, while bankers accept arbitrage explanation. Most want more details.
Risk data
Optimising broker evaluation through intraday modelling of execution cost
A method to assess brokers’ performance via their market impact is presented
Can behavioural science curb rogue traders… and compliance costs?
Instead of using surveillance to catch endless bad apples, experts urge banks to clean the barrel
Jane Street controversy raises old questions
Could market manipulation in options be more common than assumed? Researchers in 2023 pointed to pricing patterns in S&P futures and options, which they argued were hard to explain as arbitrage. Click below to read coverage from Risk.net at the time.
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Collateral
Non-cash collateral jump spurs tri-party VM expansion
BNY, Euroclear and JPM extend collateral platforms to variation margin as bonds and equities gain traction
For variation margin payments, cash is no longer king
Dealers are being pressed to accept corporate bonds and even equities as collateral for non-cleared trades
Proposed stress protocol for collateral stirs debate
Isda Future Leaders recommendation seen as useful thought exercise, but difficult to implement
BoE analysis sparks debate over reuse of repo collateral
Central bank policy analyst contends reuse of collateral may amplify volatility in repo rates
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.
Foreign dealers still lag US banks in stress tests
IHCs’ CET1 depletion triples that of domestic participants, despite improved performance since 2024 exercise
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
Mutual funds were USD bulls going into April’s tariff chaos
Counterparty Radar: Positioning in Q1 reflected market sentiment that tariffs would lead to a dollar rally
Model risk
Esma official insists CCP model approvals will speed up
CCP supervision chief says regulator is seeking more human resources for its new responsibilities
Brain drain at OCC raises concerns about US model supervision
Quant team cull will reduce capacity to validate bank models, but that could be part of the plan
Bank of England urged to rethink HHI concentration risk add-on
Experts think overhaul of credit risk measure should be part of PRA’s ongoing Pillar 2 review
The VAR-centric models that never were
Often spotlighted, rarely dominant – VAR plays a surprisingly small role in most IMA stacks
For Esma to triumph as supervisor, it must stop being Esma
Europe’s markets watchdog may soon have sweeping new powers, but experts say it will have to shed its reputation as slow, expensive and process-driven if it is to succeed
Geopolitical risk
Why Iran tensions failed to rattle markets
Despite initial fears, traders say risks were signposted and investors had deleveraged after April
Hong Kong watchdog taps GenAI to monitor shadow banking risk
News headlines, social media and bank earnings calls all followed using in-house tools
Trump getting stuck in Washington ‘swamp’, says Scaramucci
Risk Live: Former White House comms director says lobbyists have become effective constraint on Trump agenda
Allocators try to stay strategic in a world turned upside down
Investors are revisiting long-held assumptions about how to allocate large pools of assets
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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