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Banks rethink fund-linked trades ahead of FRTB
Some stop offering longer-dated structured products ahead of expected 2023 rules in EU
US G-Sibs keep on expanding repo books
JP Morgan has increased repo exposure by 34% year-on-year
Banks grapple with social media risk
In shadow of Metro Bank WhatsApp episode, panellists warn banks need to deftly handle social media blow-ups
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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.
Editors' choice
Born again: Citi’s forex prime brokerage
After a $180 million gut-punch, the apex brokerage is now evangelising to amused rivals about the perils of mispricing
Big Figure
The weight of securitisation
BNP Paribas postponed a number of securitisations intended to offload exposures in the first quarter, contributing to a €16.2 billion ($18.1 billion) increase in its credit risk-weighted assets. The French bank’s credit RWAs stood at €520 billion at end-March, up from €503.8 billion at end-December – a 3% increase quarter-on-quarter.
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Comment
Not random, and not a forest: black-box ML turns white
Op risk data: Chinese regulators levy record fines
Credit data: worrying trends in sovereign risk
Fixing floaters: how the 10y10y rate can save FRNs
Our Take
Citi scrape could change FXPB skyline
Whose leverage ratio is it anyway?
EU’s new securitisation market stumbles at the starting gate
SA-CCR may need more fundamental fixes