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BANKS SEEK GREATER CLARITY FROM REGULATORS ON CLOUD RISK
OPERATIONAL RESILIENCE: CHARTING EVOLUTION, STRENGTHENING IMPACT
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STABLE MATES: THE INTEROPERABILITY OF CRYPTOCURRENCIES
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FEE STANDOFF INTENSIFIES AS FX SPREADS COMPRESS
As spread squeeze continues, brokers refuse to budge on trading fees
* 04 Nov 2021
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BANKS SEEK GREATER CLARITY FROM REGULATORS ON CLOUD RISK
Regulators are reluctant to specify cloud risks, despite warning of overreliance
on three big providers
* 03 Nov 2021
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EU FIRMS CALL FOR SINGLE CONSOLIDATED TAPE PROVIDER
Some say new rules could create data fragmentation and raise connectivity costs
* 03 Nov 2021
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EU SOFTWARE CAPITAL REVERSAL TO HIT LLOYDS, BARCLAYS THE MOST
* 03 Nov 2021
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CURRENEX LAWYERS ASK JUDGE TO DISMISS CLASS ACTION LAWSUIT
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AFTER FTSE INCLUSION, CHINA BONDS STILL FACE CNY HEDGE HURDLES
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BARCLAYS’ F&O CLEARING UNIT BOOSTS CLIENT MARGIN BY $2.1BN
* 02 Nov 2021
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MODEL CHANGES COULD RAISE EUREX SWAPS MARGINS BY OVER A FIFTH
* 01 Nov 2021
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STABLE MATES: THE INTEROPERABILITY OF CRYPTOCURRENCIES
* 01 Nov 2021
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INTERNAL RISK FLOORS ADD $7.1BN TO WESTPAC’S RETAIL RWAS
* 01 Nov 2021
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NEURAL NETWORKS SHOW FEWER FALSE POSITIVES ON BAD LOANS – STUDY
* 29 Oct 2021
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EXPANSION OF ‘SOFR FIRST’ TO EURODOLLARS FACES RESISTANCE
* 28 Oct 2021
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VAR MODEL UPDATE CUTS NATWEST’S MARKET RWAS BY 26%
* 29 Oct 2021
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North America.
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EU SOFTWARE CAPITAL REVERSAL TO HIT LLOYDS, BARCLAYS THE MOST
Top UK banks boost CET1 ratios in Q3 as the PRA confirms capital benefit will
end on January 1
* 03 Nov 2021
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BARCLAYS’ F&O CLEARING UNIT BOOSTS CLIENT MARGIN BY $2.1BN
* 02 Nov 2021
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INTERNAL RISK FLOORS ADD $7.1BN TO WESTPAC’S RETAIL RWAS
* 01 Nov 2021
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COUNTERPARTY RADAR
MATCHMAKING AND BENCHMARKING FOR OTC DERIVATIVES
i
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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.
* Derivatives
HOW US FUNDS TRADE DEFAULTING CDS NAMES
Counterparty Radar: Funds slashed sold positions ahead of 2020’s auctions but
post-default Argentina remains a focus
* 27 Oct 2021
* Derivatives
US FUNDS REGAIN THEIR NERVE IN INDEX CDS MARKET
* 20 Oct 2021
* Derivatives
LEGG MASON, WESTERN AM JUMP INTO SURGING INFLATION MARKET
* 15 Oct 2021
Read more
EDITORS' CHOICE
* Regulation
DEALERS SCRAMBLE TO MEET SEC SWAPS RULE DEADLINE
* 28 Oct 2021
* Regulation
CONGRESS MUST FIX CRYPTO RULES PERIMETER, SAY POLICY-MAKERS
* 28 Oct 2021
* Derivatives
HOW US FUNDS TRADE DEFAULTING CDS NAMES
* 27 Oct 2021
* Risk management
INFLATION SCENARIOS: TAIL RISKS LOOM FOR US EQUITIES
* 22 Oct 2021
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SHOW, DON’T TELL, ON OP RESILIENCE – FED EXAMINER
OpRisk North America: banks warned of “disconnect” between theory and practice
* 28 Oct 2021
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* 09 Dec 2021
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COMMENT
* Peter Best
AFTER FTSE INCLUSION, CHINA BONDS STILL FACE CNY HEDGE HURDLES
* ORX News
OP RISK DATA: CRYPTO EXCHANGE BITCONNECT HIT WITH $2BN LAWSUIT
* Risk staff
9/11: THE COLLEAGUES WE LOST, AND THE YEARS THAT FOLLOWED
* ORX News
OP RISK DATA: DEFI-ANT CRYPTO HACKER STEALS $610M
OUR TAKE
* Blake Evans-Pritchard
BOND HEDGING: CHINA MUST BE BOLDER
* Mauro Cesa
AN ‘OPTIMAL’ WAY TO CALCULATE FUTURE P&L DISTRIBUTIONS?
* Tom Osborn
CITI REORG THE FINAL NOTE IN FAILED SWAPS CLEARING MODEL
* Lorenzo Migliorato
CLIMATE RISK: THE WRITING IS ON THE WALL
TRENDLINES
i
OPERATIONAL RISK
BANKS SEEK GREATER CLARITY FROM REGULATORS ON CLOUD RISK
SHOW, DON’T TELL, ON OP RESILIENCE – FED EXAMINER
FED: BANKS MAY NEED AI RISK SYSTEMS TO COPE WITH SMART DEVICES
BUY SIDE
FEE STANDOFF INTENSIFIES AS FX SPREADS COMPRESS
CURRENEX LAWYERS ASK JUDGE TO DISMISS CLASS ACTION LAWSUIT
NO FAIR: BUY SIDE TAKES ON PRICING PROBLEM IN FX FORWARDS
CLEARING
BARCLAYS’ F&O CLEARING UNIT BOOSTS CLIENT MARGIN BY $2.1BN
MODEL CHANGES COULD RAISE EUREX SWAPS MARGINS BY OVER A FIFTH
HOW ‘OPEN’ BECAME ‘RANDOM’ IN MIFIR OPEN ACCESS CCP RULE
SOFR
EXPANSION OF ‘SOFR FIRST’ TO EURODOLLARS FACES RESISTANCE
EARLY MOVERS GET BETTER PRICING ON SOFR LOANS
DEALERS FEAR OPERATIONAL ‘CLIFF EDGE’ WHEN LIBOR DISAPPEARS
MACHINE LEARNING
NEURAL NETWORKS SHOW FEWER FALSE POSITIVES ON BAD LOANS – STUDY
FED: BANKS MAY NEED AI RISK SYSTEMS TO COPE WITH SMART DEVICES
AN ‘OPTIMAL’ WAY TO CALCULATE FUTURE P&L DISTRIBUTIONS?
CRYPTOCURRENCY
STABLE MATES: THE INTEROPERABILITY OF CRYPTOCURRENCIES
CONGRESS MUST FIX CRYPTO RULES PERIMETER, SAY POLICY-MAKERS
BRAINARD: STABLECOINS ‘FRONT AND CENTRE’ OF REGULATORY FOCUS
BIG FIGURE
NATWEST RWAS HIT BY VAR UPDATE
Following regulatory green light, a value-at-risk model update triggered a fall
in NatWest’s market risk-weighted assets (RWAs), from £10.9 billion ($15
billion) to £8 billion in Q3.
Read the full article
CUTTING EDGE
* Banking
APPROXIMATING LIFETIME EXPECTED CREDIT LOSS
* 27 Oct 2021
* Cutting Edge
PODCAST: ANTONOV ON PRICING NOT-SO-VANILLA RATES PRODUCTS
* 25 Oct 2021
* Banking
BLACK BASKET ANALYTICS FOR MID-CURVES AND SPREAD OPTIONS
* 15 Oct 2021
* Views
AN ‘OPTIMAL’ WAY TO CALCULATE FUTURE P&L DISTRIBUTIONS?
* 12 Oct 2021
SPONSORED CONTENT
Previous
SOLVING THE DATA CHALLENGE: TECHNICAL SOLUTIONS FOR OPTIMISATION OF RISK
MANAGEMENT, CAPITAL AND LIQUIDITY RESOURCES
OPERATIONAL RESILIENCE: CHARTING EVOLUTION, STRENGTHENING IMPACT
DATA AND AI: ADDRESSING INCREASING REGULATION FOR SMARTER COMPLIANCE
MEASURING CLIMATE RISK: WHAT’S POSSIBLE NOW
BIG DATA CHALLENGES: UNLOCKING OPPORTUNITIES FOR BANKS TO RETHINK THEIR
DATA STRUCTURES
HELPING FIRMS MAKE THE MOST INFORMED BUSINESS DECISIONS
CAPITALISING ON COMMERCIAL MORTGAGE-BACKED SECURITIES
ACCELERATING THE EVOLUTION OF CREDIT DECISIONING AND MODELLING
NEXT-GENERATION ESG DERIVATIVES
APPLYING SCENARIO ANALYSIS TO CLIMATE RISK
Next
INVESTING
CONGRESS MUST FIX CRYPTO RULES PERIMETER, SAY POLICY-MAKERS
CFTC and SEC officials say public debate needed on jurisdictional boundaries as
investment ramps up
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MOST READ ON RISK.NET
1. Model changes could raise Eurex swaps margins by over a fifth
2. Banks seek greater clarity from regulators on cloud risk
3. Inflation scenarios: tail risks loom for US equities
4. Stable mates: the interoperability of cryptocurrencies
5. Expansion of ‘SOFR First’ to Eurodollars faces resistance
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