Infrastructure
JSCC’s bond and IRS units hit by almost 200 breaches
Q2 volatility triggered some of the largest initial margin breaches ever reported by the CCP
Options expiry triggered $135m liquidity shortfall at NSCC
The CCP collected supplemental liquidity deposits six times during the first quarter
Systematic hedge funds eye outsourcing to bank algos
Cost pressures encourage new stream of clients to pass FX algo trading to banks
LSEG Singapore NDF platform to gain from EBS London shift
New matching engine could clean up in Asia as rival facility exits Tokyo
The future is now: how data science is revolutionising risk management and finance
This webinar explores how your organisation can move beyond legacy technology, better meet investor demands and remain competitive by embracing the future of finance.
Nickel price chaos triggered $2bn margin breach at LME
The CCP reported its largest breach ever in March, as commodities prices went wild
Decrypting crypto: understanding the requirements for successful institutional participation
This white paper series takes an institutional perspective, examining the multiple dynamics of the cryptocurrency space. Part two explores the adoption of cryptocurrencies within institutional markets
Ice Clear Europe issued $5.4bn VM call in Q4
Price volatility in energy markets behind the largest cash call on record by the CCP
Ice Clear Europe boosts liquidity buffer by 77%
More than half of the CCP’s loss-absorbing funds is now deposited in central bank balances
Ice Clear Europe hit by $1.03bn margin breach
The CCP’s futures and options division reported its second largest IM breach ever in Q4, as energy prices skyrocketed
Liquidity risk up 163% at Ice Clear Credit in Q4
Rate hike expectations led to the highest level on record of contributions to the CCP’s default fund
Firms opt for unified regulatory reporting architectures amid the latest wave of new requirements
Zoi Fletcher speaks to Fabien Romero, executive director at S&P Global Market Intelligence's global regulatory reporting solutions, about the importance of unified architecture for global transaction reporting requirements
Adapting to the new normal
The current interest rate environment and need to adapt to changing technology and regulatory mandates is keeping insurers on their toes, Nakul Nayyar, head of investment risk at Guardian Life, tells Risk.net
LCH turns to central banks in rejig of liquidity pools
Central bank balances hit all-time high, despite aggregate fall in liquidity buffer in Q4
Peak IM calls at FICC leapt 13% in Q4
Number of margin breaches at the central counterparty’s GSD also edged higher, as some members increase exposures after margin calculations
OCC member default fund contributions jump 8%
CCP’s skin in the game fell slightly in Q4, making up 1.8% of the prefunded total
Building a resilient company and communities
A slew of challenges is testing the mettle of companies and communities alike. For Sarah Friar, chief executive of local information app Nextdoor, thriving in this uncertain environment requires diverse perspectives, a tilt to local solutions, playbooks…
Interview with Alain Bejjani, chief executive at Majid Al Futtaim: part 2 of 3
A clearly defined set of values and guidance principles are very important for any organisation for building resiliency, says Alain Bejjani, chief executive at Majid Al Futtaim
New GFXC chair aims to keep up reform on last look
SNB’s Andrea Maechler urges more liquidity providers and trading venues to address hold times
Liquidity risk rose at most CCPs in Q3
JSCC, CME, Ice and Eurex among those that revised their VM estimates
Regulation and infrastructure: levelling up crypto and digital assets
On its arrival, the current generation of digital assets presented an exciting, untapped frontier for trading. But the ‘wild west’ can’t last forever, and increased regulation promises more than just security for these markets – it also provides them…
OCC member default fund contributions climb 11%
CCP's skin in the game up almost 5%
NSCC’s year of living dangerously
The CCP’s models are falling short time and time again, and the consequences could be disastrous
JSCC member received $3bn cash call in Q3
The CCP revised its estimate of the worst-case payment obligation that would have to be met should one of its participants collapse