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Microsoft outage disrupts structured notes trading
Document-heavy OTC trades upended as term sheets and confirmations languished in outboxes
Shared deposit networks eye ‘$2 trillion’ extra capacity
Following post-SVB boom, loosening restrictions expected to lead to gradual rise
Santander’s TLAC ratio drops to all time low
Leverage-based headroom narrows to 35bp in Q3 as eligible resources decline by €10bn
One-factor rates models sit behind most XVA calculations
Risk Benchmarking: Dealers coalesce around calibration depth, but runtimes and lookbacks vary sharply
Could a prediction market bet get you fired by your bank?
At least half of US systemic banks limit personal prediction trades, but mention markets still a concern
EBA brainstorming ways to make capital rules competitive
Watchdog aims to provide advice on future revisions before year-end
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Rates
French yield surge sparks scramble to salvage range accruals
Dealers look to shift barriers and reference indexes after Tec10 notes breach upper barriers
How hedge funds ‘hooked’ on carry fuelled rates mayhem in Europe
Short-volatility traders with ‘weak hands’ may have created a market that breaks easily under stress
Swap spread swings push US corporates to rethink locks
Volatile swap spreads have issuers weighing a shift from swap locks to costlier Treasury locks for pre-issuance hedges
Hedge funds shelved yen basis bet on US deal
Funds exited USD/JPY flatteners tied to Japan’s $550bn pledge and new funding may not revive the trade
Risk Quantum
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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.
Santander’s TLAC ratio drops to all time low
Leverage-based headroom narrows to 35bp in Q3 as eligible resources decline by €10bn
Risk Benchmarking
One-factor rates models sit behind most XVA calculations
Risk Benchmarking: Dealers coalesce around calibration depth, but runtimes and lookbacks vary sharply
Artificial intelligence
Regulators must think bigger to tackle tech risks, says Hong Kong SFC
Leung warns AI adoption and recent cyber scares show new threats require global co-operation
Why a hybrid approach works best for AI in credit risk modelling
AI helps models look beyond quarterly reports, but CRO says governance curtails full automation
Barclays built a system to spot AI agents that might go rogue
Research setup ‘reads the mind’ of LLM-based agents and flags if they’re about to do something risky
Podcast: Ariye Shater and Hariom Tatsat on AI explainability
Barclays quants discuss their method for monitoring AI with mechanistic interpretability
How enterprise risk rose to the top of the bank
Previously a support function, ERM is naturally positioned to identify strategic risks for the board
Tokenisation
Future of settlement is taking shape – so are some big questions
Cash or coins? How to tackle loss of netting? What about CBDCs? Market has a lot to decide in settlement revamp
Beyond settlement: LSEG’s Dish eyes funding boom
Stablecoin-sceptic, blockchain-agnostic service touts new world of intraday repo and foreign exchange
Ripple builds ‘one-stop’ payments shop
Flurry of acquisitions marks latest step in digital payments specialist’s masterplan to crack trad-fi
Canton: has Wall Street found its blockchain?
Network and privacy behind Digital Asset spin-off’s tilt at next-gen settlement
Rewriting the output floor: how EU reform options would split the banks
Making transitional relief permanent would offer the biggest cut by 2033, while market-risk changes would create winners and losers
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