August’s volatility thunderbolt rattles risk managers
October 17, 2024 (NO COMMENTS)Investment firms mull changes to value-at-risk models after never-before-seen spike in volatility index
How the rate hike cycle emboldened banks’ deposit modelling
October 17, 2024 (NO COMMENTS)But just because depositors didn’t react quickly doesn’t mean it will never happen
JPM, PNC bolster available-for-sale portfolios in Q3
October 17, 2024 (NO COMMENTS)Four major US banks add $119bn to AFS holdings
Are investors betting on Kamala or Donald? Neither
October 17, 2024 (NO COMMENTS)Hedge funds and others shun election-based trades and rely on existing hedges to guard against surprise market moves
SEC’s Peirce calls for US Treasury clearing delay
October 16, 2024 (NO COMMENTS)Risk Live: Current timeline impractical, commissioner warns; proposes task force to steer implementation
Netting hurdles could decide the US Treasuries clearing race
October 16, 2024 (NO COMMENTS)Competing CCPs must resolve accounting and cross-margining obstacles to benefit from SEC mandate
US jobs shock leads to steepener unwinds
October 11, 2024 (NO COMMENTS)Investors take profit after October employment report leads to flattening moves
Can pod shops channel ‘organisational alpha’?
October 11, 2024 (NO COMMENTS)The tension between a firm and its managers can drag on returns. So far, there’s no perfect fix
Nine jurisdictions yet to finalise Basel III rules
October 11, 2024 (NO COMMENTS)Turkey and South Africa worst laggards, with no final drafts published
BNP Paribas exec fears data drought from market’s IMA cuts
October 10, 2024 (NO COMMENTS)Vendors may not step up with critical inputs to support internal models under FRTB
UBS embraces ‘narrative alpha’ for new form of sentiment strategy
October 10, 2024 (NO COMMENTS)NLP engine traces how stories spread, instead of counting words
FDIC’s McKernan wants single capital stack in Basel III endgame
October 8, 2024 (NO COMMENTS)Rebuffing Barr’s offer of a partial rollback, Republican director also targets op risk framework
Climate stress tests are cold comfort for banks
October 7, 2024 (NO COMMENTS)Flaws in regulators’ methodology for gauging financial impact of climate change undermine transition efforts, argues modelling expert
EquityClear’s IM concentration hits record high
October 7, 2024 (NO COMMENTS)Membership dwindles as LCH SA continues to wind down service
Simm casts off Covid pain for $40 billion IM reprieve
October 3, 2024 (NO COMMENTS)Recalibration cuts risk weights in equity and commodities, but some credit exposures double on ABX halt
Inside Nomura’s European equities rebuild
October 3, 2024 (NO COMMENTS)Talking Heads: Global chief Simon Yates also addresses US crowding and Japan’s prospects post-carry trade