Article ID: f50e66215cb797cbf734249a9b99b2f2185f00fbd5a3f957ea8bc7054a2e54c7
Source ID: regulatory:risk.net
Published At: -
Extraction Method: trafilatura
URL: https://www.risk.net/topics/liquidity
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Liquidity BofA’s Level 2 HQLAs triple in Q2 Less liquid assets make up highest share of buffer in three years Critics say perps are all froth. The numbers suggest otherwise Healthy open interest in perpetual futures with TradFi underlyings could threaten incumbent exchanges like CME and Eurex Big investors turn to off-exchange prediction markets Millions of OTC event contracts are being traded monthly, with individual deals as big as $10 million Cross-border credit to the US hits highest since 2008 Milestone of crossing a fifth of GDP represents culmination of decade-long trend Perps extend the menu to tempt TradFi diners Expiry-less futures are spreading from bitcoin into gold, equities and FX. Institutions are watching, not buying Optimal quoting under adverse selection and price reading A market-making model is introduced to account for significant real-world effects Banks join forces for stablecoin builds Three regional consortia gain traction; SG and Standard Chartered stay on solo track Digital deposits blunt India’s LCR overhaul Higher run-off rates drive up stressed outflows at HDFC and ICICI, offsetting relief for wholesale funding Barclays LCR hits three-year low as outflows rise Net stressed outflows rise £9.4 billion while liquid assets hold steady BoE’s crisis lending plan hits buffers Scepticism greets regulator’s proposal to increase releasable leverage capital buffers AI agents for cash management in payment systems The authors asses to what extent generative artificial intelligence models can assist with high-level intraday liquidity-management tasks in wholesale payment systems. Bank vs non-bank: FX’s two-tier reality CME and LSEG data show banks provide sticky and broad liquidity, while non-banks cling tightly to the price CCP liquid resources pivot to secured commercial bank cash Eurex, CME and ECC drive jump in reverse repo-linked liquidity buffers in Q1 CCP liquidity risk measures hit highs in Q1 LCH, HKEX, JSCC and OCC set payment obligation records Tailoring tails within the mixture model framework Introducing a data generator mixing Gaussian and Student-t distributions to capture fat tails Banque de France’s Denis Beau on supervisory reform Deputy governor speaks about suppression of systemic risk buffer, TLAC floor proposals, and simplifying regulation and resolution Integrated risk management software of the year: TS Imagine TS Imagine’s integrated risk platform helps clients monitor exposures across markets, counterparties and asset classes amid increasingly complex trading environments Best in-house ALM technology: EFG Bank The EFG ALM Risk Suite has shifted ALM from a retrospective reporting exercise into a forward-looking, strategic discipline EUR vs USD stablecoins is the wrong debate Market structure and regulatory cohesion is at the centre of the stablecoin liquidity evolution, says Flow Traders’ digital assets head We won’t copy UST clearing mandate wholesale in UK – BoE Senior official also indicates that any minimum repo haircuts will likely be calculated at portfolio level Liquidity on Kalshi, Polymarket ‘too thin’ for institutional use Patchy trade flows cause outsize market impact for financial events, research from Risk.net shows
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