Subject: Synthetic bank deals, nervous pension schemes, and a blunt CCAR

7 DAYS IN 60 SECONDS

THIS WEEK'S TOP STORIES

Investing

For a growing number of banks, synthetics are the real deal

More lenders want to use SRTs to offload credit risk, but old hands say they have a long road ahead

01 May 2024 | Feature

Investing

Nervous UK pension schemes want liquidity fixes – it’ll cost them

Asset managers are crafting new ways for schemes to raise cash in a crisis

02 May 2024 | Feature

Risk management

Did Fed’s stress capital buffer blunt CCAR?

Experts fear flagship test’s use as a capital top-up has undermined its role in risk management

30 Apr 2024 | Feature

Risk management

How Ally found the key to GenAI at the bottom of a teacup

Risk-and-tech chemistry – plus Microsoft’s flexibility – has seen US lender leap from experiments to execution

29 Apr 2024 | Profile

Risk management

Industry urges focus on initial margin instead of intraday VM

CPMI-Iosco says scheduled variation margin is better than ad hoc calls by clearing houses

29 Apr 2024 | News

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STAT OF THE WEEK

One-tenth of US banks exceed CRE concentration thresholds

More than a tenth of all US commercial banks meet concentration thresholds in commercial real estate that regulators say would warrant heightened supervisory scrutiny, Risk Quantum’s analysis of 4,641 firms shows.

QUOTE OF THE WEEK

Sustainable bond markets miss an options trick

“This perspective of optionality translates into so many important dimensions of the SLB structure that market participants in general have not fully appreciated” – Ulf Erlandsson, Anthropocene Fixed Income Institute