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Dollar reversal could scupper EM carry boom, dealers warn
Surprise rate hike or a USD rally may force unwinds in popular emerging markets carry trades
Major US banks’ equity collateral surges to record $140bn
Stocks overtake Treasuries as fourth-largest OTC collateral type
PRA struggles to follow Fed’s FRTB modelling moves
Market risk experts say minor differences in US rules add up to more incentives for IMA adoption
SEB’s LCR drops to six-year low on corporate deposit surge
Temporary corporate inflows lift stressed outflows as lending as HQLAs stay flat
Ex-Citi banker’s ‘perfect marriage’ with Franklin’s crypto unit
Investment giant throws weight behind Chris Perkins’ plan for investing in digital markets
9/11: the colleagues we lost, and the years that followed
We revisit our article from the 20th anniversary of the September 11 terrorist attacks, during which several of our friends lost their lives
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Tokenisation
Risk managers grapple with hazards and benefits of intraday repo
Expected increase in collateral velocity and re-use could also boost leverage and risk in markets
Repo tokens won’t be cleared. Or will they?
Uncertainty lingers over clearing status of tokenised Treasuries, with decision likely devolved to DTCC
Stablecoin consortia may be ‘interim’ step to solo bank issuance
Former Citi payments head and Ubyx founder says all G-Sibs will issue their own coins
Rapid-fire repo raises hopes of cheaper, faster trading
Tokenised Treasuries piloted by DTCC could squash settlement cycles and enable 24/7 repo
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.
Major US banks’ equity collateral surges to record $140bn
Stocks overtake Treasuries as fourth-largest OTC collateral type
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
More dealers enter OTC market – but are there enough?
Dealer Rankings 2026: Data shows bigger list of sell-side names in many markets; also suggests largest buy-side firms may be short of options
Clearing
CME aims to offer client UST cross-margining internally in 2027
CCP has filed initial proposal with SEC; wants to offer more products than joint FICC programme
Perps extend the menu to tempt TradFi diners
Expiry-less futures are spreading from bitcoin into gold, equities and FX. Institutions are watching, not buying
Risk managers grapple with hazards and benefits of intraday repo
Expected increase in collateral velocity and re-use could also boost leverage and risk in markets
BoE backs away from mandatory gilt clearing
Discussions with industry shift to portfolio-based repo haircuts and ways to encourage voluntary clearing
Dealer Rankings 2026
It’s not easy to look under the hood of the OTC derivatives market, but mutual fund, ETF and life insurer filings in the US allow a peek.
The Dealer Rankings use a full year of this data to examine the footprint of each sell-side firm named in the filings. In its fourth edition, the exercise shows the top US banks expanding; it also raises questions about capacity.
Capital requirements
EU’s plan to get competitive faces big legislative hurdles
Large and controversial legislative package may be too amorphous to deliver results quickly
Europe’s banks can’t agree on how to fix the output floor
Some want market risk excluded, while others push for greater savings from credit modelling
EU banks shrug off mooted minimum reserves increase
Doubling of unremunerated reserves would curb Eurosystem losses, but banks doubt it will pass
ECB finds gaps in geopolitical stress-testing frameworks
Current methods fail to properly capture impact of geopolitical stress on liquidity
FDIC relearns SVB lessons in resolution tinkering
Paring back requirements gets thumbs up from some, but concerns linger
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