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Risk.net - Financial Risk Management News AnalysisThe world's leading source of in-depth news and analysis on risk management, derivatives and regulationRisk.net - Financial Risk Management News Analysis Risk.net All sections Desks Risk management Markets Regulation Investing Risk Quantum Cutting Edge Risk Data Counterparty Radar Credit: Index CDS Credit: Single-name CDS Credit: Credit options Equity: Index stock options Equity: Single-stock options Foreign exchange: FX forwards Foreign exchange: FX options Rates: Inflation swaps Rates: Interest rate swaps Rates: Interest rate swaptions Repo Risk Quantum Risk Quantum database Risk Scenarios Inflation scenarios (May 22) Climate scenarios Inflation scenarios (Oct 21) US election scenarios Editors' choice Between the lines: why banks are rethinking risk management Margin calls jumped threefold as global markets sold off Long shadow of Apollo looms over turmoil at Athora CME, Ice tread nuanced path to US Treasury clearing Sliced and sliced again: investors’ latest trick for risk transfer Top stories by region Asia Pacific Europe North America US Banking Special features Top 10 Op Risks Op Risk Benchmarking Quant Finance Master's Guide Talking Heads Top 10 Investment Risks Dealer Rankings Awards Risk Awards Asia Risk Awards Markets Tech Awards Risk Tech Awards Upcoming events Conferences Training Webinars Risk Learning Public courses Books Journals Latest white papers Risk Library Insight Insight home Tech Directory Meet Ignite Marketing services Our digital network Central Banking FX Markets WatersTechnology Chartis Research Glossary Access and account options Sign in Newsletters Register Subscriptions Corporate license finder Apps Help centre End of drawer navigation content Skip to main content Search risk.net Risk.net Register Subscribe Sign in My account Account details Follow topics Saved articles Newsletters Apps Help Centre Subscriber rewards Sign out Welcome You are currently accessing Risk.net via your Enterprise account. 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Phone: +44 20 7316 9685 Email: csqueries@infopro-digital.com Sign in Home Risk management Markets Regulation Investing Cutting Edge Quantum Counterparty Radar Insight Books Journals Learning Events Awards Latest articles Topics Highlights BofA’s alpha bet Asia Risk Awards 2024 Gilt trip for repo JPM boosts Europe derivs Liquidity relief fears Latest Markets Finland’s Ilmarinen goes back to basics Talking Heads: Once one of the few funds that would enter bank risk recycling trades, recent overcrowding has seen it pivot to listed equities By Lukas Becker Doubts dog equity dispersion as market grows up to five-fold By Faye Kilburn and Helen Bartholomew Collapse of correlation fails to stem zeal for dispersion By Helen Bartholomew and Faye Kilburn Supply chain decoupling fires up alpha focus at BofA By Helen Bartholomew Markets LCH set to take CGBs as collateral Asia Risk Congress: US dollar and euro CGBs confirmed for next year while CNY versions remain a goal By Jiefei Liu Markets India’s index inclusion could herald future flow shifts Limited boost to FX flows after Indian govvies debut on JPM index may change as others follow suit By Emma Siponmaa Risk data €8.1 billion Eurex Clearing’s peak hypothetical loss in double default scenario 9% Stake in Commerzbank disclosed by UniCredit, igniting takeover rumors $47 billion Notional cleared by UBS Americas in Q2 – lowest since end-2021 Risk Quantum EU dealers added €38bn of Level 3 assets in 2023 Groupe BPCE, DZ Bank led accumulation of mark-to-model instruments By Lorenzo Migliorato Regulation Ruled out: can regulators settle the pre-hedging debate? Market participants are at odds over the practice and whether regulation or principles can settle the score By Samuel Wilkes Investing Regulators want to fix AT1s. Investors want restraint Tweaking the instrument that regulators love to hate may be the only way to prevent its abolition By Nathan Tipping Trending How these stories are chosen These articles reflect the choices of users with a similar profile to your own. To see stories that are trending for a different user profile, use the dropdown below. No persona Bank risk manager Front office BASEL III ENDGAME EU banks fear loss of NSFR repo relief European Commission must decide by next June; other jurisdictions adopted softer calibration By Natacha Maurin Endgame manoeuvre: US banks put SLR reform back in spotlight Plan to ease Basel III brings renewed focus to impact of leverage ratio on US Treasury market By Sharon Thiruchelvam Fed’s Basel III rollback gives clearing units a capital break Client-cleared trades will be exempt from CVA charges and G-Sib surcharge calculations, says Barr By Philip Alexander EU banks lose relief on model test after FRTB delay Deferment of new trading book regime to January 2026 eats into transition period for “erratic” P&L attribution test By Samuel Wilkes Related content What is Basel III? More Basel Committee news Articles on FRTB The internal models approach Risk Quantum Data insights, delivered daily i Risk Quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross-section of the financial system. Published daily, articles are short and broken into chunks – the facts, the context and a brief commentary – and use data visualisations to get each story across. More information EU dealers added €38bn of Level 3 assets in 2023 Groupe BPCE, DZ Bank led accumulation of mark-to-model instruments By Lorenzo Migliorato IM requirements at LCH ForexClear hit record high in Q2 By Lorenzo Migliorato JPM’s EU arm outpaced bloc’s top dealers on OTC derivatives in 2023 By Lorenzo Migliorato Read more Counterparty Radar Matchmaking and benchmarking for OTC derivatives i Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info Markets 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 By Samuel Karasek Markets New data reveals Pimco is top Ucits interest rate swaps user By Bernard Goyder Markets HSBC loses FX forwards market share with EU funds By Cole Lipsky Read more US election 2024 Could Trump presidency herald $27bn margin call on World Bank? Think-tank’s policy plan to pull US out of multilateral threatens AAA rating, ending collateral exemption By Luke Clancy Bonds will cushion equities in election volatility – Lombard Odier August showed old risk models can be trusted ahead of voting day, says investment manager’s macro chief By Celeste Tamers ETF dispersion set for election revival Sector-based approach to popular vol trades boasts cheaper entry cost than classic version, proponents argue By Celeste Tamers and Helen Bartholomew On geopolitical risk, G-Sibs choose their battles Conflicts – both existing and threatened – raise concern among banks, but many are still grappling to weave the risk into their frameworks By Tom Osborn Related content More election news Video: Rory Stewart on geopolitical risk All articles on political risk Risk management Risk management overhauls juggle speed and independence Some banks say the 1.5 line of defence responds faster to risk, but supervisors are still divided By Paulina Pielichata Information security Should banks risk lightning hitting twice for CrowdStrike? Bank tech teams divided on whether to give security vendor a second chance after update crash By Menghan Xiao CrowdStrike outage spurs rethink on ‘critical’ vendors Some want US regulators to designate tech firms that pose risks to financial stability By Menghan Xiao and Luke Clancy Between the lines: why banks are rethinking risk management Lloyds is not the only bank wanting to reshuffle the three lines of defence as tech risks grow By Paulina Pielichata For G-Sibs managing cyber outages, confidence makes the difference IT disruption drops among top G-Sib concerns this year, as banks revamp models and retool risk indicators By Tom Osborn Related content More on information security Top 10 op risks: infosec Articles on cyber risk Data on operational risk losses Trendlines Clearing LCH set to take CGBs as collateral IM requirements at LCH ForexClear hit record high in Q2 JPM’s EU arm outpaced bloc’s top dealers on OTC derivatives in 2023 Interest rate swaps New data reveals Pimco is top Ucits interest rate swaps user Seeking muted rate sensitivity, NYCB scraps all IR hedges Marex plots interest rate clearing push Foreign exchange India’s index inclusion could herald future flow shifts IM requirements at LCH ForexClear hit record high in Q2 BofA quants propose new model for when to hold, when to sell Comment Op risk data: Shady loans robbing Reliance of $1.1bn By ORX News FX algo users change tack to navigate market doldrums By Yangling Li Op risk data: Payday lender Skytrail sees $1.4bn disappear By ORX News Our take BofA quants propose new model for when to hold, when to sell By Mauro Cesa Are regulators wrong to think of AT1s as debt? By Nathan Tipping How Risk.net’s robots unlocked Ucits trade data By Michael Paterakis   Op risk benchmarking Our new research service compares op risk practices at financial institutions – from staffing to AI safeguards, key controls to board reporting packs. Click here for selected highlights Events Asia Risk Congress 25 Sep 2024 - 26 Sep 2024 Singapore Find out more Risk Live Roadshow Berlin 01 Oct 2024 Berlin, Germany Find out more Risk Live North America 16 Oct 2024 - 17 Oct 2024 Nashville, USA Find out more Sponsored content About These articles were paid for by contributing third parties. Click here for more information on content funding. Only human: the secret of reliable LLM workflows Managed services under the spotlight Derivatives pricing with AI: faster, better, cheaper Counterparty risk innovation of the year: Cumulus9 ETRM systems 2024: market update and vendor landscape From chaos to clarity: the role of clean data in banks’ digital journeys Banks must close the loop on counterparty credit risk CTRM systems 2024: market update and vendor landscape Life and pensions ALM system of the year: Conning Recent volatility highlights tech’s vital role in fixed income pricing Most read articles loading... Support About us Contact us Editorial pledge Help Centre Services Advertising Media pack Legal & Privacy Privacy notice Terms and conditions California Residents – Do not sell my personal information Consent preferences Useful links Follow topics Twitter Linkedin Newsletters Facebook Apps Social hub RSS © Infopro Digital 2024 © Infopro Digital Risk (IP) Limited (2024). All rights reserved. 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