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Basel III slashes $78bn in RWAs from top Singapore banks
Credit and operational risk recalibrations fuel double-digit falls at DBS, OCBC and UOB
Cyber risk can be modelled like credit risk, says Richmond Fed
US supervisors may begin to use historical datasets to assess risk at banks and system-wide
FXGO eyes platform upgrades with new fee model
Bloomberg’s brokerage charges will fund upcoming automation and TCA projects
The changing shape of risk
S&P Global Market Intelligence’s head of credit and risk solutions reveals how firms are adjusting their strategies and capabilities to embrace a more holistic view of risk
Pre- and post-trade TCA: why does it matter?
How CP+ powers TCA to deliver real-time insights and improve trade performance in complex markets
Unraveling Lebanon’s financial crisis: the path from promise to peril, delving into a risk strategist’s own experience
The author investigates the causes of Lebanon's financial crisis which began in 2019 and puts forward suggestions with which to restore trust and stability.
The wisdom of Oz? Why Australia is phasing out AT1s
Analysts think Australian banks will transition smoothly, but other countries unlikely to follow
New climate inputs upset Commerz’s loan risk map
Integration of sustainability parameters into provision models shifts €16 billion of loans to stage 2
Finma add-on drives UBS’s market RWAs to eight-year high
Swiss regulator adds $1.4bn to mitigate maturity mismatch risk within IRC
EU bonds favoured over swaps as hedge for European debt
Hedge funds are increasingly using the bonds to hedge Bunds and OATs as swap correlations decline
Canada benchmark shaken by T+1 hedge fund influx
Shortened settlement cycle swept hedge fund trades into Corra, making the rate more volatile
Driving effective transaction cost analysis
How institutional investors can optimise their execution strategies through TCA, and the key role accurate benchmarks play in driving more effective TCA
Adapting FRTB strategies across Apac markets
As Apac banks face FRTB deadlines, MSCI explores the insights from early adopters that can help them align with requirements
Sustainable power purchase contracts for local industries from floating-solar and pumped-hydro integration
The authors put forward both business and technical cases for the provision of baseload power to local industrial and commercial users by hybrid floating-solar and pumped-hydro facilities.
Basis swaps surge amid US repo concerns
Fed funds-versus-SOFR swap volumes nearly quadruple as declining Fed reserves impact funding rates
Commerzbank wager swells UniCredit’s modelled RWAs by 62.5%
Total return swaps on German shares inflate VAR and SVAR components
Choosing trading strategies using importance sampling
The sampling technique is more efficient than A-B testing at comparing decision rules
Consolidation of Arval exposures adds €20bn to BNP Paribas’ RWAs
Bank shifts exposures from soon-to-be retired equity IRB treatment to standardised approach
EU trade repository matching disrupted by Emir overhaul
Some say problem affecting derivatives reporting has been resolved, but others find it persists
India delays initial margin go-live date
RBI communicated putting off initial margin rules one day before planned November 8 implementation
Man Group airs climate allocation tool for real-world decarbonisation
Compass is a guide for steering $200 trillion investment toward decarbonising high-emission industries
Clearing bottlenecks blamed for muted volumes at FMX
Regulatory hurdles and market conditions have also hampered CME rival since its September launch
Russian loan liquidation lifts RBI’s risk density
Cash parked at sanctioned central bank carries higher capital requirements than original loans
JPM sees upside in blurring lines between QIS and SMAs
Hedge funds are combining their strategies with bank indexes to create new products
CCPs’ skin in the game drops to historic low
Clearing members bear increasing load, analysis of 15 clearing houses shows
Barclays and HSBC opt for FRTB internal models
However, UK pair unlikely to chase approval in time for Basel III go-live in January 2026
Quants dive into FX fixing windows debate
Longer fixing windows may benefit clients, but predicting how dealers will respond is tough
Knives out: court cases cleave apart creditor expectations
Diverging court rulings show pitfalls and potential of challenging controversial restructuring transactions