Liabilities
Global banking sector equity surged in 2017
Surplus of assets over liabilities increased 17% in the year – BIS data
Lenders save £200 million as UK bank levy shrinks
Aggregate levy brings in £206 million less year-on-year across five largest banks
ALM and liquidity risk reporting greatly enhanced by big data applications
Sponsored video: Luis Mataias, IBM Watson Financial Services
CCP stress tests need improvement, argues new research
Existing data could inform greater number of stress scenarios and create system-wide test
Barclays trims connections to other financial firms
Intra-financial system assets and liabilities drop 19.6% and 13.5%, respectively
EU Council aims to limit bail-in debt rules
Leaked BRRD text reveals all Greek and Portuguese banks could escape subordinated debt regime
On the offensive – Seeking a new edge, buy-side invests in portfolio and risk analytics
A fast-moving, headstrong hedge fund – hit by rare losses after a black swan event touched on an overweight country exposure – ponders adding fresh quantitative expertise. Much to traders’ chagrin, the chief investment officer and chief operating officer…
BP net derivative assets top $1.5 billion
Hedging instruments fair values rise while oil prices surge
Basel liquidity rules block Fed’s QE exit
LCR and NSFR could produce $1 trillion shortfall in plans for balance-sheet ‘normalisation’
Reinsurers take on role providing Solvency II capital relief
Firms such as RGA are covering surrender risk, offering to replicate matching adjustment
AIFM texts adopted by EU parliament and council
Hedge fund managers based outside the European Union (EU) may have to comply with the alternative investment fund managers (AIFM) directive in order to market products to EU member states, under proposals approved last night (May 17).