Concentration risk
Over one-quarter of EU bank credit exposures overseas
Spanish banks exhibit highest level of overseas risk, Nordic banks the lowest
Citi fastest growing FCM; Credit Suisse loses ground – CFTC data
Citi grows client margin 36% in year to end-April, Credit Suisse shrinks 16%
Concentration of EU banking assets grows
Share of assets held by top five banks in median EU country increases year-on-year
Concentration of client positions rises at LCH
Over 75% of client positions handled by five largest clearing members at LCH Ltd
Hong Kong prepares boost to equity derivatives booking
Proposed revamp of large exposure limits would allow netting to reduce capital charges
Banking union: big bang or damp squib?
Eurozone needs package of interrelated measures to prevent project going backwards
Tranche warfare: uphill struggle for euro safe bonds
Junior tranche and regulatory impasse are key challenges for pan-eurozone sovereign bond-backed securities
JP Morgan CRO: CCPs need extra tail-risk buffers
Bail-in capital would help avoid contagion, says JPMorgan Chase's Ashley Bacon, in an interview with Risk.net
Banks tweak Euro Stoxx autocalls to cut concentration risks
Changes to popular structured products aim to help dealers reduce hedging costs, but will investors make the switch?
Managing and monitoring a single view of concentration risk
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CFTC counsel warns of threat to clearing portability
Leverage ratio seen as biggest impediment to porting client positions
Japan CVA shift may break local banks’ swaps stranglehold
Introduction of pricing adjustment could see foreign banks compete for corporate business
Regulators may consider portability in CCP fire drills
BoE, BaFin and CFTC move signals concern over whether client positions can be moved between banks in a crisis
Clearing portability under threat as FCM pool shrinks
Failure of big clearing brokers could see clients unable to move to stable competitors
Exposing actionable insights in credit risk management
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Identifying and managing emerging operational risks
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Central clearing: what obstacles remain for Asia?
Despite the deadline for introducing central clearing already passing, a number of questions are unanswered. Leading figures from around the region voice their concerns
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Putting cash to work – Now and post Solvency II
Name concentration correction
Credit Risk
Name concentration correction
Name concentration correction
Concerns grow on correlation of derivatives collateral
Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
AIFM provision threatens to change the risk profile of depository banks
Article 17 of AIFM seeks to impose strict liability on depository banks that could have far-reaching ramifications for the industry
Breaking up banks could increase instability, research finds
Banking systems with small numbers of large banks are more stable and less likely to undergo crises, according to World Bank and NBER economists.