Article ID: def1b3abf3279f701819c596bc618651d01c5331c6a2cc7a85f57135f305483d
Source ID: regulatory:risk.net
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Search results 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 Fed fractures post-SVB consensus on emergency liquidity New supervisory principles support FHLB funding over discount window preparedness The changing shape of variation margin collateral Financial firms are increasingly open to using a wider variety of collateral when posting variation margin on uncleared derivatives. But concerns, including cost and operational complexity, are currently slowing efforts to use more non-cash alternatives Repo clearing: expanding access, boosting resilience Michel Semaan, head of RepoClear at LSEG, discusses evolving requirements in repo clearing 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 EC’s closing auction plan faces cool reception from markets Participants say proposal for multiple EU equity closing auctions would split price formation Market data provider of the year: S&P Global Market Intelligence S&P Global Market Intelligence wins Market data provider of the year at the Risk Asia Awards 2025 Macro shocks force risk reset in Asia Measuring, managing and responding to geopolitical uncertainty and volatility 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 Apple credit card acquisition pushes JP Morgan above Collins floor Modelled RWAs overtake standardised output for first time since Q3 2016 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 Non-cleared derivatives margining jumps after framework rollout Margin-to-notional ratio trails early regulatory estimates 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 Aussie inflation traders call for linker buyback scheme Firms fear liquidity bifurcation as market transitions to new indexation formula Central bank digital currency and other digital payments in sub-Saharan Africa: a regional survey The authors highlight the motivations, benefits and challenges of central bank digital currency adoption in sub-Saharan Africa. 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 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 Pinnacle-Synovus merger could create cat IV bank by year-end $100bn threshold breach looms, but Fed’s Bowman plan could blunt impact 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 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
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