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Archegos revives Lehman-era trade booking controversy
Experts debate whether defaulted TRS positions should have become house exposures immediately
Can the EC reach consensus in clearing countdown?
Brussels faces a cold, hard deadline to build clearing regulation accord in Europe
Goldman hoovers up $1.5bn of client margin in June
US bank bucks trend as top FCMs all cut required margin for futures and options trades
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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.
Goldman hoovers up $1.5bn of client margin in June
US bank bucks trend as top FCMs all cut required margin for futures and options trades
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
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Why a US fund manager added $4.8bn of Libor swaptions in Q1
Columbia Threadneedle’s eyebrow-raising trades were part of an effort to clean up legacy hedges
Editors' choice
PRA’s pot shots threaten Simm’s global ubiquity
UK regulator’s push to improve model governance could tip non-cleared derivatives market into chaos
Big Figure
VAR jumps at Credit Ag
Crédit Agricole’s average one-day value-at-risk ballooned 88% in the second quarter, driven by blowout interest rate risk.
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Investing
The closer quants look, the less diversifying crypto appears
Analysis seems to confirm that the asset class is not an effective diversification play
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The ghost of Archegos returns to haunt Simm
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Regulators should be careful what they wish for on FRTB