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Prime MMFs accept need for higher liquid asset ratios
But industry wants regulators to steer clear of mandatory swing pricing or gates
Buy side divided on euro swap clearing move
With eurocrats dithering on extension of LCH waiver, asset managers mull when – or if – to jump ship to Eurex
Banks and Fed still stuck on cyber loss data sharing
OpRisk North America: Fed “trying to understand the best way to leverage cyber data,” says Curti
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Risk Data
Risk Quantum
Data insights, delivered daily
Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Credit Suisse’s US clearing unit cuts client margin by 37%
Required segregated customer funds down more than a third since Archegos blowup
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Legg Mason, Western AM jump into surging inflation market
Counterparty Radar: AB, Lord Abbett, PGIM also report larger books in Q2, as swap activity ramps up
Editors' choice
After Archegos, a bigger role for XVA desks?
Credit Suisse has stalled on call to expand XVA remit; others think it would have helped, but disagree on how
Big Figure
A clear margin
Aggregate initial margin (IM) held across LCH’s London-based central counterparty (CCP) rose during the three months to end-June. The amount of required IM – the aggregate minimum demanded of clients – increased quarter on quarter at all of its four clearing funds.
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Investing
How Athora uses its ties to Apollo to boost returns
European life insurer boosts returns by sourcing loan assets directly from private equity firm
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Op risk data: Crypto exchange BitConnect hit with $2bn lawsuit
9/11: the colleagues we lost, and the years that followed
Op risk data: DeFi-ant crypto hacker steals $610m
A defence against the next convexity crunch
Our Take
Bond hedging: China must be bolder
An ‘optimal’ way to calculate future P&L distributions?
Citi reorg the final note in failed swaps clearing model
Climate risk: the writing is on the wall