Goldman Sachs
Capital One, UBS Americas drive SVAR window adjustments in 2024
Bank duo responsible for over half of all lookback period changes across US banks
Barclays, RBC end 2024 with record-high swaps margin
Both dealers see double-digit increases, but year sees least growth in at least a decade
People: New leader for LCH, Pham lands CFTC top job, and more
Latest job changes across the industry
Intrum auction gives CDS buyers minimal payout
Outcome seen as success for market that needed to adjust auction terms amid ongoing restructuring
G-Sib cross-border risk drops to four-year low
Two-thirds of systemic banks saw systemic indicator decrease in 2023
Goldman chalks up highest VAR breach since pandemic
Nine breaches in total across 34 banks in Q3
US banks return to MBSs amid value recovery
Bank of America and Wells Fargo ramp up AFS holdings in the third quarter
Goldman’s unmatched sold credit protection up 15% in Q3
Written notionals not hedged by buying identical protection on riskiest names jumped 85%
AFS Treasury holdings surge $67bn at US banks in Q3
JP Morgan leads growth, while Citi and Wells Fargo cut back
People: All fall in at Citi, TD turbulence, and more
Latest job changes across the industry
What Goldman’s appeal victory means for Fed stress tests
Decision could embolden more banks to appeal, analysts say. But others believe result is one-off
Currenex loses US court bid to reveal XTX trade secrets
Judge also rules the venue must reveal its own matching code in class action case
Goldman Sachs retakes top FXO dealer spot with mutual funds
Counterparty Radar: Trades with SEI Investments boosts US bank to top spot
Morgan Stanley, Goldman FCMs set new margin records
Investment banks see futures, options and swaps margin hit new highs in September
BNPP overtakes Barclays in Ucits single-name CDSs
Counterparty Radar: Europe’s retail funds shed notional but used wider range of underlyings, new data shows
Avon CDS holders win payout despite narrow debt auction
With swap volumes outweighing eligible deliverable debt, holders feared contracts could be worthless
Citi revealed as top index CDS dealer to Ucits funds
Counterparty Radar: Novel data shows US banks captured nearly 90% of uncleared notional volume in European markets
New data reveals Pimco is top Ucits interest rate swaps user
Counterparty Radar: US managers and dealers reign supreme in European retail fund space
Goldman appoints new financial risk head
Promotion sees Josh Schiffrin oversee strategy and financial risk, including trading supervision
People: Masters moves into FNZ, Two Sigma founders step back, and more
Latest job changes across the industry
Crypto options need more principal market-makers – GS trader
Absence of risk warehousing market-makers holding back options development, says GS crypto trader