www.risk.net
Open in
urlscan Pro
2a04:4e42:200::703
Public Scan
Submitted URL: https://chinarisk.net/
Effective URL: https://www.risk.net/
Submission: On June 11 via api from US — Scanned from FR
Effective URL: https://www.risk.net/
Submission: On June 11 via api from US — Scanned from FR
Form analysis
2 forms found in the DOMGET /search/articles
<form block="block-headermobilesearch-2" action="/search/articles" method="get" id="im-search-header-mobile-form" accept-charset="UTF-8" data-hs-cf-bound="true">
<input class="submit_style button js-form-submit form-submit" data-drupal-selector="edit-search-submit" type="submit" id="edit-search-submit" value="">
<span><input placeholder="Search here..." class="search-head-input form-search" autocomplete="off" data-drupal-selector="edit-query" type="search" id="edit-query" name="query" value="" size="60" maxlength="128">
</span><span class="visually-hidden"><input data-drupal-selector="edit-header-search" type="text" id="edit-header-search" name="header_search" value="true" size="60" maxlength="128" class="form-text">
</span>
</form>
GET /search/articles
<form class="im-search-header-form main-search-form" data-drupal-selector="im-search-header-form" novalidate="novalidate" action="/search/articles" method="get" id="im-search-header-form" accept-charset="UTF-8" data-hs-cf-bound="true">
<input class="loop button js-form-submit form-submit" data-drupal-selector="edit-search-loop" type="submit" id="edit-search-loop" value="">
<span class="loading show"></span><span id="search-panel-input" class="search-icon"><input placeholder="What are you searching for?" class="search-head-input form-search" autocomplete="off" data-drupal-selector="edit-query" type="search"
id="edit-query" name="query" value="" size="60" maxlength="128">
</span><span class="visually-hidden"><input data-drupal-selector="edit-header-search" type="text" id="edit-header-search" name="header_search" value="true" size="60" maxlength="128" class="form-text">
</span><input class="search-submit button js-form-submit form-submit" data-drupal-selector="edit-search-submit" type="submit" id="edit-search-submit" value="Search">
<span class="search-submit-loading show"></span>
</form>
Text Content
With your agreement, we and our 8 partners use cookies or similar technologies to store, access, and process personal data like your visit on this website, IP addresses and cookie identifiers. Some partners do not ask for your consent to process your data and rely on their legitimate business interest. You can withdraw your consent or object to data processing based on legitimate interest at any time by clicking on “Learn More” or in our Privacy Policy on this website. We and our partners process data for the following purposesAnalytics, Audience Measurement, Functional, Personalised advertising and content, advertising and content measurement, audience research and services development Learn More →Agree and close 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 * SG trader dismissals shine spotlight on intraday limit controls * Basel Committee reviewing design of liquidity ratios * How banks are adapting to all-powerful pod funds * Breaking out of the cells: banks’ long goodbye to spreadsheets * Revealed: the three EU banks applying for IMA approval * Top stories by region * Asia Pacific * Europe * North America * Special features * Top 10 Op Risks * 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. If you already have an account please use the link below to sign in. If you have any problems with your access or would like to request an individual access account please contact our customer service team. Phone: 1+44 (0)870 240 8859 Email: csqueries@infopro-digital.com * Sign in * Welcome * You are currently accessing Risk.net via your institutional login. If you already have an account please use the link below to sign in. If you have any problems with your access, contact our customer services team. Phone: +44 20 7316 9685 Email: csqueries@infopro-digital.com * Sign in * * Latest articles Topics * Home * Risk management * Markets * Regulation * Investing * Cutting Edge * Quantum * Counterparty Radar * Insight * Books * Journals * Learning * Events * Awards * * Highlights * Lessons from CCP fire drill * Done with ‘done with’ trades * RBC sees 22% CVA rise * Tensions high at CFTC * Pensions haver on journey plans * LATEST * Regulation SHOCKS TO THE SYSTEM: HOW BASEL IRRBB UPDATE AFFECTS NEW EU TEST DISCLOSURES SUGGEST MORE BANKS WILL BE CLASSIFIED AS OUTLIERS ON NET INTEREST INCOME ASSESSMENT * By Samuel Wilkes BASEL’S CHERRY-PICKING TOUGHENS IRRBB SHOCK SCENARIOS * By Samuel Wilkes EC TO ADOPT NII OUTLIER TEST WITHIN ‘WEEKS’ * By Samuel Wilkes THE AMERICAN WAY: A STRESS-TEST SUBSTITUTE FOR BASEL’S IRRBB? * By Menghan Xiao * Investing OCC READIES NEW INTRADAY MARGIN REQUIREMENT Draft measure would cover all options positions including 0DTEs * By Faye Kilburn * Risk Quantum AT BAYERNLB, NYKREDIT AND ERSTE, OP RISK CHARGES HIT RECORD HIGHS Annual model recalibrations responsible for double-digit rises * By Joshua Walker RISK DATA 24.4% Drop of capital needs for market risk at JP Morgan Europe’s trading book €13.7 BILLION RWA charge Rabobank suffered from real estate model change in Q1 1.8PP Drop in Norinchukin’s CET1 capital ratio due to unrealised losses * Regulation LOSS OF DIVERSIFICATION BENEFITS ‘WILL DRIVE HIGHER FRTB CHARGES’ Independent study backs industry’s claims of significant rise in market risk capital requirements * By Daniel Blackburn * Risk Quantum RBC’S CVA CAPITAL CHARGE UP 22% SINCE FRTB ADOPTION Bank eschewed revised standardised approach in favour of simpler yet constraining formulas * By Lorenzo Migliorato * Regulation BREAKING WITH BEHNAM: INSIDE THE DYSFUNCTION AT THE CFTC POLICY AND PERSONALITY CLASHES HAVE LEFT THE CHAIRMAN ISOLATED AND SLOWED RULEMAKING ACTIVITY TO A CRAWL * By Luke Clancy and Bernard Goyder BASEL III ENDGAME AS RISK OF US BASEL DELAY GROWS, EUROPE IS IN A BIND OVER CVA EUROPEAN COMMISSION MAY POSTPONE FRTB, BUT IT’S HARD TO SEPARATE SURGICALLY FROM REST OF FRAMEWORK * By Samuel Wilkes BASEL III ENDGAME: WHY MOVING FAST MIGHT PROVE BETTER FOR BANKS Republicans are pushing for reproposal, but a rapid finalisation may prove less far-reaching * By Janice Kirkel BASEL TRIGGERS NEW TUSSLE ON ANTI-ARCHEGOS RULES Critics argue new guidelines on counterparty credit risk are either unworkable, or don’t go far enough to tackle concentration and wrong-way risk * By Luke Clancy FRTB START DATES MUST ALIGN GLOBALLY, SAYS EUROPEAN COMMISSION Lawmaker could trigger delay to market risk rules in Europe if US implementation drags on * By Samuel Wilkes * Related content * More Basel Committee news * FRTB news * The internal models approach * Machine learning and credit ratings * What is IFRS 9? DEALER RANKINGS i * Markets THE SQUEEZING MIDDLE: DATA SHOWS EUROPEANS TAKING ON US FOES DEALER RANKINGS 2024: BARCLAYS, BNP PARIBAS AND DEUTSCHE GRAB BIGGER SHARE OF THE PIE * By Duncan Wood * Markets CONTINUED DECLINE OF THE ONE-STOP SHOP * By Michael Paterakis * Markets OFTEN FLUID. NOT ALWAYS LIQUID * By Samuel Karasek Read more 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 AT BAYERNLB, NYKREDIT AND ERSTE, OP RISK CHARGES HIT RECORD HIGHS ANNUAL MODEL RECALIBRATIONS RESPONSIBLE FOR DOUBLE-DIGIT RISES * By Joshua Walker RBC’S CVA CAPITAL CHARGE UP 22% SINCE FRTB ADOPTION * By Lorenzo Migliorato NORINCHUKIN HIT WITH 54% RISE IN OP RWAS * By Lorenzo Migliorato Read more CREDIT RISK US LARGE BANK CRE RISKS COULD BE UNDERSTATED, SAY RESEARCHERS COMMUNITY BANKS HAVE THE MOST DIRECT EXPOSURE, BUT SYSTEMIC BANKS EXTEND MORE CREDIT TO REITS * By Menghan Xiao FED GREEN LIGHTS MORE CAPITAL RELIEF TRADES Five US banks authorised to issue repeat credit-linked notes backed by financial guarantees * By Celeste Tamers NAPIER PARK TO INCREASE INVESTMENT IN BANK RISK TRANSFERS Hedge fund sees secular trend in lenders offloading credit risk, and plans to be part of it * By Celeste Tamers FOR A GROWING NUMBER OF BANKS, SYNTHETICS ARE THE REAL DEAL More lenders want to use SRTs to offload credit risk, but old hands say they have a long road ahead * By Natacha Maurin and Celeste Tamers * Related content * Credit risk 101 * Credit risk modelling: research review * Machine learning and credit ratings * More articles on credit risk * What is IFRS 9? * Markets HEDGE FUNDS SPUR QUANT PRODUCTS TO NEW HEIGHTS RISE OF MULTI-STRATEGY VEHICLES TRIGGERS DEMAND FOR INDEXES ONCE SEEN AS COMPETITORS * By Helen Bartholomew CLEARING CALLS GROW FOR DEALERS TO UNBUNDLE US TREASURY CLEARING SEC’S GENSLER AND NY FED’S NEAL TURN UP PRESSURE ON DEALERS TO CLEAR ‘DONE AWAY’ TRADES * By Bernard Goyder and Janice Kirkel REGULATORS URGED TO BACK NON-CASH VARIATION MARGIN Market participants warn FSB on cash demands if banks curb collateral upgrade trades * By Paulina Pielichata OCC INTRODUCES NEW INTRADAY RISK CHARGE COVERING ZERO-DAY OPTIONS Revised measures “a nightmare” to implement, says one broker-dealer * By Faye Kilburn CHINA CDS USERS SLOW TO EMBRACE NEW CREDIT EVENT PANEL Decisions from Nafmii determinations committee yet to be switched on in agreements * By Chris Davis * Related content * More on clearing * CCP coverage * Margin news TRENDLINES INTEREST RATE SWAPS CONTINUED DECLINE OF THE ONE-STOP SHOP OFTEN FLUID. NOT ALWAYS LIQUID JSCC PRESSES FOR US CLIENT CLEARING EXEMPTION FOREIGN EXCHANGE BANKS, VENDORS MINE AI FOR CORPORATE FX HEDGING BLOOMBERG TO LAUNCH T+1 FX FIXING SPECTRAXE FIRES UP OTC FX OPTIONS CLOB HEDGE FUNDS THE (SLOW) ROAD TO CAPITAL-BACKED INVESTING FOR PENSIONS FORM AN ORDERLY QIS: HEDGE FUNDS SPUR QUANT PRODUCTS TO NEW HEIGHTS BASEL TRIGGERS NEW TUSSLE ON ANTI-ARCHEGOS RULES COMMENT HOW ARGENTINA’S FINANCIAL TANGO COULD BECOME A DANCE OF DEATH * By Marcello Minenna OP RISK DATA: TD BANK TAKES US REG PILL IN PURPORTED DRUG-RELATED AML FAILS * By ORX News PODCAST: OLIVIER DAVIAUD ON P&L ATTRIBUTION FOR OPTIONS * By Mauro Cesa OUR TAKE ALTICE’S DROPDOWN IS A WARNING FOR EUROPEAN CREDITORS * By Nathan Tipping ARE MARKET-MAKERS BETTER AT DEALING WITH CENTRAL BANK INTERVENTION? * By Joe Parsons HEDGE FUNDS MUST RACE THE CLOCK TO CHECK THEIR DEALER-RULE STATUS * By Celeste Tamers 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 RISK LIVE EUROPE * 18 Jun 2024 - 19 Jun 2024 * London, UK Find out more ASIA RISK CONGRESS * 25 Sep 2024 - 26 Sep 2024 * Singapore, Singapore 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. slide 1 to 5 of 10 CREDIT RISK MANAGEMENT SOLUTIONS 2024: MARKET UPDATE AND VENDOR LANDSCAPE * ENGIE EMPOWERS CLIENTS GLOBALLY TO DECARBONISE AND ADDRESS THE ENERGY TRANSITION * BEACON’S UNIQUE OPEN ARCHITECTURE UNDERLIES ITS STRONG PERFORMANCE * PRICE SENSITIVE: MAXIMISING VALUE FROM IPV DATA AND VALUATION CONTROL * THE EVOLUTION OF PORTFOLIO STRATEGIES: SPECIAL REPORT 2024 * IN PURSUIT OF PORTFOLIO PERFORMANCE: BUY-SIDE FIRMS ADOPT NEW TECHNOLOGIES AND STRATEGIES * VIDA’S ONGOING JOURNEY: INNOVATING PORTFOLIO SOLUTIONS * FX ALTERNATIVE RISK PREMIA AS A KEY DIVERSIFIER FOR EQUITY BOND PORTFOLIOS * PRICE CHECK: IS YOUR FIRM KEEPING PACE WITH IPV? * CAN FINANCIAL FIRMS GRASP THE AI OPPORTUNITY? * * * MOST READ 1. Regulators urged to back non-cash variation margin 2. Drilling for default: dry run gives CCPs a Lehman-like lesson 3. Breaking with Behnam: inside the dysfunction at the CFTC 1. Loss of diversification benefits ‘will drive higher FRTB charges’ 2. New CDS index delayed by regulatory capital concerns 3. Calls grow for dealers to unbundle US Treasury clearing 1. Banks, vendors mine AI for corporate FX hedging 2. Record number of US banks turned to riskless assets in Q1 3. RBC’s CVA capital charge up 22% since FRTB adoption Support * About us * Contact us * 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. Published by Infopro Digital Services Limited, 133 Houndsditch, London, EC3A 7BX. Companies are registered in England and Wales with company registration numbers 09232733 & 04699701. You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial. Sign in YOU ARE CURRENTLY ON CORPORATE ACCESS. To use this feature you will need an individual account. If you have one already please sign in. Sign in. Alternatively you can request an individual account here