Article ID: bebca2a404bd32da94a56272ed1a4b4b37a8a3527d1e9254c53ee869987fa2f4
Source ID: regulatory:risk.net
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URL: https://www.risk.net/latest
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Latest Fed fractures post-SVB consensus on emergency liquidity New supervisory principles support FHLB funding over discount window preparedness Crisis-era CDO protection keeps on giving for Athene Apollo-owned insurer still sees payments from sold CDS protection on a 2006 synthetic resecuritisation Barclays, JPM drive record FCM funds growth in 2025 Futures, options and swaps customer funds log biggest annual jump since 2020 Will lifer exodus kill Taiwan’s NDF market? Traders split over whether insurers’ retreat from FX hedging is help or hindrance PNC emerges as top regional player in private credit Lender ranks second only to Bank of America for loans to business credit intermediaries Why UPIs could spell goodbye for OTC-Isins Critics warn UK will miss opportunity to simplify transaction reporting if it spurns UPI How Australia’s inflation overhaul could lure global traders Australia’s move to monthly inflation reporting set to revitalise local inflation-linked bond and swap markets Calamos brings popular US autocall ETF to Europe Dublin filing points to Q1 launch for Calamos Autocallable Income Ucits ETF Apple credit card acquisition pushes JP Morgan above Collins floor Modelled RWAs overtake standardised output for first time since Q3 2016 EC’s closing auction plan faces cool reception from markets Participants say proposal for multiple EU equity closing auctions would split price formation The state of IMA: great expectations meet reality Latest trading book rules overhaul internal models approach, but most banks are opting out. Two risk experts explore why SocGen’s PB clearing head departs for SwapAgent role Jamie Gavin takes external consulting role for LSEG’s non-cleared swaps platform How geopolitical risk turned into a systemic stress test Conflict over resources is reshaping markets in a way that goes beyond occasional risk premia Many banks see obstacles to options-based IRRBB hedging Liquidity, accounting treatment and culture seen as impediments to wider use of swaptions, caps and floors Non-cleared derivatives margining jumps after framework rollout Margin-to-notional ratio trails early regulatory estimates Aussie inflation traders call for linker buyback scheme Firms fear liquidity bifurcation as market transitions to new indexation formula Deutsche Bank returns to US swaps client clearing Re-entry comes after Basel III endgame proposals sparked capacity concerns among global clients ALM has no formal role in capital planning at a third of banks Risk Benchmarking study finds banks split three ways on policy mandates, with G-Sibs as likely as small regionals to assign ALM formal responsibility Pinnacle-Synovus merger could create cat IV bank by year-end $100bn threshold breach looms, but Fed’s Bowman plan could blunt impact Fed pivots to material risk – but what is it, exactly? Top US bank regulator will prioritise risks that matter most, but they could prove hard to pinpoint SpectrAxe steps into FX forwards and swaps US regulatory filings show options Clob is expanding into linear instruments Bowman’s GDP-linked proposal would lift bank thresholds by 42% Recalibration would push five banks out of category III and leave Synchrony and Flagstar below the large-bank line MTS eyes 2027 launch for dealer-to-client swaps trading Plans for US Sef licence could address missing piece in defunct WeMatch swaps tie-up SGX fortifies its defences to ward off tomorrow’s outages Exchange operator fosters “breach mentality” to help prepare for business disruption, explains risk chief How JPM AM swapped platforms for pipes Asset manager wanted to cut FX venues – and their fees – out of dealer relationships. Now, it only trades direct Keeping inflation markets open if government shuts down Last year’s US government shutdown upset inflation trades; an Isda band-aid helped but a longer-term fix is needed Credit card rate cap would cut NII by over 40% at top lenders Synchrony, Capital One and Amex face steep losses under Trump’s proposed 10% ceiling Hopes rise for EU re-entry to UK swaps market EC says discussions on draft decision softening derivatives trading obligation are ‘advanced’ Santander SVAR surge lifts IMA RWAs 22% Third-quarter spike contrasts with broad European declines Op risk data: FIS pays the price for Worldpay synergy slip-up Also: Liberty Mutual rings up record age bias case; Nationwide’s fraud failings. Data by ORX News NBFIs expanded at twice the rate of banks in 2024 Run-prone funds drive NBFI asset growth, FSB monitoring report shows Banks hold 73% of liquidity buffer in cash and Level 1 assets, on average Largest lenders hold highest share of central bank reserves in buffer, latest analysis shows Brokers must shift HFT servers after China colocation ban New exchange guidance drives rush for “proximity colo” in nearby data centres BoE’s Ramsden defends UK’s ring-fencing regime Deputy governor also says regulatory reform is coming to the UK gilt repo market LatAm FX carry trade shrugs off geopolitical fears Clients in regional carry positions remain undeterred by US interventions, say dealers EBA supports global op risk taxonomy, but it won’t happen soon New EU framework designed to ease adoption by banks; other jurisdictions have different priorities What the Tokyo data cornucopia reveals about market impact New research confirms universality of one of the most non-intuitive concepts in quant finance Credit derivatives surge to nine-year high at top US banks $1.35 trillion notional added as banks ramp up CDS activity Sticky fears about sticky inflation Risk.net survey finds investors are not yet ready to declare victory on inflation – with good reason EVE and NII dominate IRRBB limit-setting ALM Benchmarking study finds majority of banks relying on hard risk limits, and a minority supplementing with early-warning indicators Allocating financing costs: centralised vs decentralised treasury Centralisation can boost efficiency when coupled with an effective pricing and attribution framework S&P bull run drives interest in reset and lookback hedges Variable strike put options proved popular alternative hedging format of 2025 Wells Fargo bucks peers with rise in CCP default fund contributions Heavier clearing drives bank’s balance to new high in Q3 Robertson leaves Barclays’ prime services in New York Head of prime derivatives services unit departs after seven years with the bank for Carbon Point Banks split over AI risk management Model teams hold the reins, but some argue AI is an enterprise risk US mutual funds slash short euro positions at record pace Counterparty Radar: Pimco cut $4.6bn of EUR/USD puts in Q3 amid changing stance on dollar direction BofA Securities defies year-end pullback with record F&O customer funds December growth contrasts with broader FCM retrenchment from October peak Nomura hires new global eFX head Mark McMillan to oversee e-trading and sales activities in newly created role Collateral velocity is disappearing behind a digital curtain Dealers may welcome digital-era rewiring to free up collateral movement, but tokenisation will obscure metrics New EBA taxonomy could help integrate emerging op risks Extra loss flags will allow banks to track transversal risks like geopolitics and AI, say experts
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