Corporates look to collars amid rates uncertainty
July 16, 2024 (NO COMMENTS)

Selling the floor can cover majority of cap’s premium

EU banks hedge net interest income to pass new IRRBB test
July 16, 2024 (NO COMMENTS)

Would-be outliers look to cut sensitivity of cashflows to rate moves, but at what cost?

DCOs show resilience beyond key default thresholds – CFTC
July 16, 2024 (NO COMMENTS)

Reverse stress test reveals clearing houses remain resilient under low to moderate market shocks

Capital Group grows interest rates swaps book by 62%
July 16, 2024 (NO COMMENTS)

Counterparty Radar: Aggregate notional of US mutual fund and ETF positions hit $957 billion in Q1

Can Citi’s XVA desk help solve risk data failings?
July 15, 2024 (NO COMMENTS)

Resolution plan reviews exposed material limitations in banks’ ability to unwind derivatives

Discord deepens over fund-linked trades in FRTB
July 8, 2024 (NO COMMENTS)

More banks use punitive approach to capital treatment under new trading book regime, irking regulators

Could the SEC revive the private fund adviser rule?
July 5, 2024 (NO COMMENTS)

Industry experts deem a second life for the reviled rule unlikely

How a ‘sushi circle’ approach can improve credit risk management
July 5, 2024 (NO COMMENTS)

AI can help banks shift from manual corporate loan reviews to continuous, digitised risk monitoring

HSBC North America breached leverage ratio minimum in latest DFAST
July 5, 2024 (NO COMMENTS)

Ratio of UK bank’s US subsidiary ended stress test 20 basis points below regulatory threshold

Five battle for euro swaps clearing
July 4, 2024 (NO COMMENTS)

Nasdaq aims to be regional hub, while BME seeks broader slice of ‘active accounts’ pie