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Macro traders tread carefully ahead of tariff pause deadline
Uncertainty has held buy-siders back from both hedging and directional trades
BoE analysis sparks debate over reuse of repo collateral
Central bank policy analyst contends reuse of collateral may amplify volatility in repo rates
Citadel Securities’ head of electronic FX departs
Kevin Kimmel’s departure comes just two weeks after the resignation of sales director Brian Seegers
Risk data
CRR III curbs charges for BPCE’s equity stakes
RWAs for subsidiaries outside prudential consolidation drop 82% after Basel revamp
Why AI-enhanced risk management is vital for open finance
In bank-fintech partnerships, AI can be both a source of operational risk and a solution to it
The IMA map: charting market risk capital under Basel 2.5
The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book capital requirements have evolved
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Foreign exchange
Hedge funds return to HKD carry trade after May stop-outs
Widened interest rate differentials spur investors to re-enter positions, but risks remain
Bank FX market-makers ramp up AI usage
Barclays applies tech to predictions, while HSBC and ING look at pricing accuracy
Limited-loss hedges help US firms dodge costly FX moves
Structurers say corporates’ use of options-based net investment hedging helped soften impact of USD selloff
Deutsche Bank takes AutobahnFX on the open road
Proprietary trading platform sets out new workflow-based approach to collaborating with venues
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.
CRR III curbs charges for BPCE’s equity stakes
RWAs for subsidiaries outside prudential consolidation drop 82% after Basel revamp
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
Wells Fargo’s FX strategy wins over buy-side clients
Counterparty Radar: Life insurers looked west for liquidity after November’s US presidential election
Investing
Citi close to launching GenAI investment tools
New tech will be used to improve investment recommendations and increase cross-selling
Why asset owners aren’t turning their backs on America (yet)
Pension and sovereign wealth investors see US exceptionalism outlasting policy-driven turmoil
Investment firms ready plans for US autocallable ETFs
Evergreen format would provide the long-term track record required by portfolio allocators
Back-to-back hedging is back on the table for autocall issuers
Deal activity is picking up as prop shops compete with hedge funds for structured products risk
Op risk benchmarking
Our new research service compares op risk practices at financial institutions – from staffing to AI safeguards, key controls to board reporting packs.
Regulation
How to reform the NSFR… and why regulators may never get there
Ideas for updating funding rules after SVB include recalibration and concentration limits
BoE takes subtle leverage snipe at CCP cross-margining
Margin offsets might increase risk, but could also encourage more central clearing
Leverage ratio reform: the good, the bad and the Treasury
A simple cut would be less likely to stoke interest rate risk than exempting US government bonds
SEC faces debate over possible cull of cyber security rules
Lobby groups pushing for regulator to roll back disclosures, but investors take a different view
Risk managers brace for night shifts as 24-hour trading looms
Questions swirl around how margin breaches and defaults will be handled during overnight hours
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