Covid
Covid-forborne EU loans sour faster as more exit moratoria
Exposures classified as stage two rose 37% in the first three months of 2021
UK banks’ RWAs near record low – BoE
Lower credit and counterparty RWAs led the quarterly drop, latest figures show
Eurozone banks add €10bn of Level 3 assets in Q1
First quarterly increase in mark-to-model assets post-pandemic
Sunil Cutinho on CME’s crisis performance
Maverick clearing house boss dismisses the need for anti-procyclicality tools imposed by regulators
The race to digital resiliency – Building a robust data management framework
Addressing privacy concerns is not a new topic for data and analytics, but with the explosion of regulations and growing consumer concern around how data can and cannot be used, addressing compliance requirements is more important than ever
Mizuho EU CRO reveals his top risks – they may surprise you
Fears over technology dominate Wolfgang Koehler’s list of greatest risks for Mizuho’s EU unit
The evolution of stress-testing capabilities, design and monitoring
Risk technology, data strategy and innovation audiocast series (part 3 of a series of 3)
Risk technology to navigate future risk
Risk technology, data strategy and innovation audiocast series (part 1 of a series of 3)
Data and risk strategies to hedge against future black swan events
Risk technology, data strategy and innovation audiocast series (part 2 of a series of 3)
Hedging valuation adjustment gets cold shoulder from banks
Dealers back the idea of charging for hedging costs but not as part of a new XVA
Initial margin – Special report 2021
With many phase five firms in limbo, this special report assesses the issues and key challenges involved, and reveals the changing strategies of firms in meeting their IM responsibilities
Zurich’s Scott: don’t levy climate risk capital charges
Imposing set-asides based on stress tests “does not make any sense”, sustainability chief warns watchdogs
At TD and RBC, higher deposits weigh on LCR
Higher net cash outflows in Q2 keep liquidity coverage pressures up
Banks invest in futures utility to guard against tech snafus
FCMs, including Goldman and JP, stump up $44 million to fund FIA Tech push to standardise trade processing
Real-time scenario analysis to prepare for the unknown
In today’s trading environment, fast, risk-enabled decision-making is increasingly considered a key competitive advantage. In this audiocast, Cboe Data and Access Solutions’ Jerry Hanweck explains how developments in real-time scenario analysis are…
Notionals for rates ETDs rise 26% in Q1
Confidence in rate hikes is on the rise, but the jury’s out on how fast
Time for BoE to rethink the leverage ratio
The disparity of treatment keeps UK banks on an unlevel playing field
EU bail-in debt sales plummeted 47% in H2 2020
Effects of pandemic continue as MREL-compliant liabilities drop, SRB figures show
Singapore banks step up their game against internal fraud
Firms respond to MAS warnings about dangers of remote working spurred by Covid
Deutsche leads eurozone banks on exempted exposures
German bank increased central bank reserves currently excluded from leverage ratio the most in Q1
CME rebuts accusations of procyclical margining
Merc issues white paper touting strong portfolio-level coverage during pandemic, rebuffs calls for higher MPOR
From one extreme to another: Covid upsets loan models once more
Unusual economic slumps tripped up models in 2020. Now, they are struggling with fast recoveries
BoE relief waives record £718bn off UK banks’ leverage exposures
On average, the UK leverage ratio of the top five lenders stood 80bp points higher than the CCR iteration in Q1