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How vol eruption blew up Goldman’s rates book
Dealers were short payer skew from corporate and hedge fund flows. Then came the Iran war.
Don’t mind the gap risk: regulatory treatment of credit repacks
Gap risk in repackaging is not a credit valuation adjustment for Basel III capital purposes, argues senior quant Andrey Chirikhin
FactSet’s Portware expands to tackle complex FX
EMS vendor eyes automation for high-touch FX trades while adding connectivity to new venues
Swap customer funds hit record in May at US FCMs
Wells Fargo, BofA see sharpest upticks; Barclays and BNPP reach new highs
Treasury basis trade loses its allure as returns shrink
Tight spreads and rising funding costs are pushing the cash-futures basis trade out of favour
Amid debanking drama, banks try to say ‘no’, safely
A basic risk management tool – the ability to turn a customer away – has become a political football
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Prediction markets
Liquidity on Kalshi, Polymarket ‘too thin’ for institutional use
Patchy trade flows cause outsize market impact for financial events, research from Risk.net shows
Prediction markets can be a canary in the coal mine
Prices of contracts on the likes of Polymarket can act as signals for risk management and hedging, says risk expert
The quiet force steering prediction platforms to regulation
Former Cantor Futures president Richard Jaycobs warns on growth prospects for ‘zero-sum’ market
AI governance rules coming soon, says CFTC chair
Selig doesn’t want to stifle innovation, but says trading or advice algos will need guardrails
Risk Quantum
Data insights, delivered daily
Risk Quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross-section of the financial system. Published daily, articles are short and broken into chunks – the facts, the context and a brief commentary – and use data visualisations to get each story across.
Swap customer funds hit record in May at US FCMs
Wells Fargo, BofA see sharpest upticks; Barclays and BNPP reach new highs
Risk Benchmarking
Second line seeks to stamp its authority on AI risk
Risk Benchmarking study finds fragmented accountability for AI risk among banks, and most are short of controls to contain it
Basel III Endgame
Double, but no trouble? CVA capital hit may lack clout
Industry opinion mixed around Basel III endgame derivatives charge
Erba myth: will US banks choose new capital measure?
B3E gives US banks a dilemma – adopt expanded risk-based approach, or a new standardised alternative
Un-American or un-JPM? Surcharge rethink divides G-Sibs
Some see sense in rethink to funding indicator, others call for a backtrack
Fed to move tailored-capital goalposts soon, says Bowman
Banks hope agencies will index triggers for harsher capital rules to economic growth
How gatecrashers could spoil the tokenisation party
Blockchain can curb settlement risks, but that could come at the expense of new third-party risks
Artificial intelligence
Banks in Asia turn to integrated third-party risk units
Regional and global firms create centres of excellence bridging first and second lines
Barclays built a risk framework for GenAI from scratch
Eleven teams contribute to assessing generative AI use cases in a system that includes 35 controls
AI could shrink trader roles – markets heads
DekaBank, BNPP AM see hedging, risk position management and bond markets as ripe for robots
Regulators question human-in-the-loop as AI governance tool
Bank of England and FSB executives suggest it’s more important to retain overall accountability
The race to model private market risks
BlackRock maps holdings to risk factors; competitors aim to get the best from statistical methods
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