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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
US banks step up FX optimisation push as SA-CCR looms
With swaps and forwards hit hard by new capital measure, dealers turn to vendors and bilateral restructuring
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Risk Data
Risk Quantum
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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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Our Take
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