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Macro trading
Chinese corporates shunned hedging during tariff upheaval
High hedging costs and increasingly stable spot rate meant exporters opted not to add FX hedges as RMB rose
Will Taiwan lifers ramp up FX hedging amid tariff turmoil?
As TWD remains strong against the US dollar, Taiwanese life insurers are still poised to act
Macro traders tread carefully ahead of tariff pause deadline
Uncertainty has held buy-siders back from both hedging and directional trades
Hedge funds return to HKD carry trade after May stop-outs
Widened interest rate differentials spur investors to re-enter positions, but risks remain
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.
Seven banks fall short of full capital buffers in DFAST 2025
DB USA posts largest gap, with four G-Sibs also dipping below their full requirements
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
Model risk
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
EBA mulls rule changes to speed up model approval process
Risk Live: Reducing compliance burden of credit risk model updates can aid banks and supervisors
Asset allocation
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
How Brightwell navigates a world of change
‘One portfolio’ approach helped UK pension fund steer a course through trade turmoil, Covid and LDI crisis
Why asset owners aren’t turning their backs on America (yet)
Pension and sovereign wealth investors see US exceptionalism outlasting policy-driven turmoil
Credit investors struggle to decide what tariffs will mean for defaults
Traders report difficulty evaluating risk, but elevated yields have kept demand strong nonetheless
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