Credit Suisse
US G-Sibs’ OTC derivatives hit record $243 trillion
JP Morgan leads US dealers in boosting notional amounts during volatile first quarter
In DFAST, banks clear 4.5% minimum but breach all-in buffers
Forty-three percent of participants would have seen capital plans rejected under pre-2020 CCAR regime, up from 30% last year
Meet the sharks, stroke the rays in hidden OTC ecosystem
Dealer Rankings 2023: Analysis of millions of trades reveals big fish – and small ones – in 10 derivatives instruments
In age of constraints, top dealers pick their battles
Dealer Rankings 2023: Three US banks are consistently top 10; none are consistently top five
MassMutual maintains lead in IR swaps market for life insurers
Counterparty Radar: Bank of America heads dealer rankings as sector’s notional drops 1%
Lessons on bank resolution, from Silicon Valley to Zurich
After the chaos of SVB and Credit Suisse, is First Republic a model for future bank rescues?
Op risk data: Credit Suisse hit for $900m in offshore trust bust
Also: Goldman boys’ club gets the boot; HSBC double whammy; Havilland’s economic sabotage plan. Data by ORX News
CDS auction-rigging lawsuit set to proceed
US judge clears way for case in which pension funds allege dealers manipulated CDS settlements
Forced CS merger casts doubt on use of resolution regimes
Risk Live: Spreads on European AT1 bonds still wider than before March bail-in
US arms of Credit Suisse, SMBC stumble on VAR
Breaches of trading forecasts in Q1 result in higher value-at-risk multipliers for the duo
US life insurer index options market hits $1trn mark
Counterparty Radar: Lincoln Financial emerges as top player in Q4 with $43 billion portfolio increase
Risk modellers navigate fearful new world of depositor behaviour
Silicon Valley Bank suffered fastest bank run in history, but how should others respond?
In bank runs and market crashes, it matters how ideas ‘catch’
Contagion episodes show importance of network effects in finance
DC to consider second request to trigger Credit Suisse CDS
Last-ditch effort hinges on whether the bank was, or said it was, unable to pay its debts
DC rejects attempt to trigger Credit Suisse CDSs
Committee dismisses claims Swiss bank’s AT1s were not subordinated to the CDS reference entity
FSB to examine social media role in bank runs
Isda AGM: upcoming report will trace flow of deposits out of failing banks; BoE warns of hidden leverage
Investor wish-list offers no quick fix for Swiss CoCos
Some want bond doc overhaul to clarify bail-in risk, but sovereigns can always change the rules
UBS’s risk density set to increase after Credit Suisse takeover
Rescued bank’s RWA-to-exposure ratio rose at faster clip prior to collapse
Liquidity modellers clash on assuming central bank support
Experts disagree on whether internal stress tests should include emergency facilities
The tweet and the trust collapse: how banks can fall on a dime
In March’s market contagion, experts see lessons in the rapid erosion of confidence
Bank runs prompt rethink of IRRBB deposit models
ALM managers are looking for ways to separate the impact of rate hikes from idiosyncratic risks
Why tougher liquidity rules may not reduce the risk of bank runs
EU regulator and industry experts say LCR reform is the wrong response to Credit Suisse and SVB
Asia moves: Senior hires at Citi, Nomura and more
Latest job news from across the industry
Legacy legal costs could stretch state support for UBS
Downside protection of Sfr9 billion must cover numerous outstanding claims against Credit Suisse