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Why US banks are not taking their eye off reputational risk
The concept may be removed from supervisory exams, but the 2023 crisis showed the risk is real
Technology is a double-edged sword for FMIs
Exchanges and clearing houses rely on third-party vendors for vital systems, but outsourcing can also lead to duplication and waste
UBS hit with $761m capital add-on for uncollateralised hedge fund lending
Finma imposes Pillar 2 buffer over Archegos-style exposures
Risk data
Fnality joins DLT-based PvP FX settlement service
Baton Systems and Osttra’s joint payment-versus-payment FX network adds central bank-backed settlement option
Mr Bessent goes to Basel: the fate of global bank regulation
US resistance to international standards could spark greater fragmentation of prudential rules
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
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Foreign exchange
Disclosed trading an oasis in the FX liquidity ‘mirage’
LPs say growth of relationship-based trading bolstered market during April volatility
Eyes on automation as FX options volumes surge
Dealers and trading platforms are making gradual progress to electronify foreign exchange options pricing and workflows
What drove the Taiwan dollar surge?
Foreign speculators, carry unwinds and central bank inaction fuelled the 10% move, not just life insurers, say traders
Hedge funds burned as Hong Kong dollar bets implode
Carry trades and call spreads unwound after Trump tariffs pushed spot to edge of currency peg
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.
UBS hit with $761m capital add-on for uncollateralised hedge fund lending
Finma imposes Pillar 2 buffer over Archegos-style exposures
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
Fixed income
After tariff rout, hedge funds revive euro rate steepeners
Dutch pension overhaul drives bets on euro rates curve steepening
Dodging a steamroller: how the basis trade survived the tariff tantrum
Higher margins, rising yields and stable repo funding helped avert another disruptive blow-up
Yen rates losses from tariff volatility top $1 billion
Pay fixed, curve flattener and vol steepener positions were hit hard as yields swung wildly
Inside the week that shook the US Treasury market
Rates traders on the “scary” moves that almost broke the world’s safest and most liquid investment
Isda AGM 2025
Read all the news from the International Swaps and Derivatives Association’s Amsterdam-based annual general meeting last week
Regulation
US has got what it wanted from Basel, say former regulators
Calls to stay at the table come after US Treasury Secretary condemned “outsourcing” of regulation
US exchanges fight SEC fee caps in court
Cboe and Nasdaq expected to defend rebates that critics say impede market efficiency
US Basel equivalence questioned as EU patience wears thin
MEPs say unfaithful US implementation of Basel III could trigger review of access to EU markets
BoE plans to link system-wide and individual stress tests
Meanwhile, ECB wants to broaden system-wide stress models to include central counterparties
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.
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