Derivatives
Taking advantage of relative value credit opportunities with advanced bond analytics
Dmitry Pugachevsky, director of research at Quantifi, a provider of risk, analytics and trading solutions, explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies
Norway oil fund’s derivatives book balloons 192% in H2 2021
Sovereign wealth fund GPFG piled up FX and IR contracts and tapped CDS for the first time
Pimco, Franklin Templeton affiliates top for Russia exposure
Counterparty Radar: Funds had biggest long exposures to Russia across credit, rates, FX at end of Q4
Euro rates volatility wrong-foots dealers
Banks’ risk appetite and liquidity are low following painful rates vol moves, say traders
UniCredit ties buybacks to Russian exposure fallout
The Italian lender could lose as much as 200bp of CET1 ratio from a full write-down of Russian assets
Barclays, HSBC held $12trn of Libor swaps on eve of cessation
Both banks made significant progress over 2021, but more remains to be done
For corporates, Sora seems to be the hardest word
Singapore is facing challenges adapting to new overnight lending rate, but progress is being made
New technology is redefining the success of the front office
A Q&A with Numerix’s Chief Product Officer giving insights into how new technologies are changing the ways financial institutions operate, invest and trade
Outrunning risk with cloud
Supercharged risks are running circles around banking risk models. Here’s how the cloud can keep you one step ahead
Building artificial intelligence in credit risk: a commercial lending perspective
This white paper provides a contemporary look at what AI and machine learning adoption could mean for commercial lending and credit risk assessments
GM Financial’s derivatives fall 72% in value in 2021
A steeper forward interest rate curve paired with an appreciating dollar erased most of the gains booked by the carmaker’s lending arm in 2020
SSA risk manager of the year: European Commission
Risk Awards 2022: EC debt programme skyrockets to fund recovery package of up to €800 billion
Derivatives exposures up 26% at BP
Oil giant posts fourth consecutive yearly increase in 2021
Risk solutions house of the year: Santander Corporate & Investment Banking
Risk Awards 2022: Multi-jurisdiction transactions saw the bank solve three-way currency conundrum and take on litigation risk
Prime broker of the year: Barclays
Risk Awards 2022: Focus on risk management helps UK bank win client trust – and balances – in wake of Archegos collapse
Currency derivatives house of the year: UBS
Risk Awards 2022: T-Pricer platform enabled bank to gain technological edge
SOFR swaps surge past $1 trillion weekly
OIS make up the majority of SOFR-referencing swaps
How do you solve a problem like the lira?
Asset managers diverge in their approach to managing Turkish currency turmoil as FX hedging costs soar
Netting challenges push ING’s market RWAs up 64%
A regulatory issue left the bank unable to consolidate cross-border positions in Q4
Shell derivatives exposure rose by $15bn in 2021
Over 93% of the oil giant’s derivatives instruments were designated as current
Protecting a crude oil derivatives portfolio from event volatility with WTI Crude Oil Weekly options
A case study on how a trader identified a short-term risk to their portfolio and used Crude Oil Weekly options as a precise low premium hedge
Liquidity risk rose at most CCPs in Q3
JSCC, CME, Ice and Eurex among those that revised their VM estimates
Leveraging data in e-FX trading
A white paper explaining how, in a world where electronic trading has infiltrated virtually every aspect of today’s FX market, having access to data and the means to interpret it are fundamental components of a successful e-FX strategy
Outrunning risk with cloud
Supercharged risks are running circles around banking risk models. Here’s how the cloud can keep you one step ahead