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Academic warns of systemic risk from AI-powered trading
Strategies generated by LLMs exhibit “very strange, correlated trading behaviour”, says Lopez Lira
Collateral cushions swell as US hedge fund borrowing tops $5.6trn
Top 10 funds’ borrowing becomes 3.7% over-collateralised amid record Q1 leverage
Op risk data: GVA and Nobitex in geopolitical risk strikes
Also: UBS chief a target of third-party data hack, internal bank frauds in Asia. Data by ORX News
Risk data
The price is tight: UK insurers battle for buyouts
Insurers get creative as traditional pension buyout levers come under pressure
Barr slams weakening of bank supervisory tests
Fed governor warns deregulation during boom times ushers in crises
Former OCC chief on the sting of peeling the Basel III ‘onion’
Michael Hsu warns successors not to cut bank capital or neglect rate risks that destroyed SVB
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Market manipulation
Jane Street rivals call for wider probes of manipulation claims
Sebi allegations raise concerns about similar behaviour in US and European markets
Jane Street claims may prompt bank scrutiny
Reputational risk policies require dealers to quiz clients that hit the headlines
Traders hedge on Jane Street manipulation claims
Market-makers side with Sebi, while bankers accept arbitrage explanation. Most want more details.
‘Witching day’ price spikes point to options market manipulation – study
Data reveals patterns that can be explained no other way, researchers say
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.
Collateral cushions swell as US hedge fund borrowing tops $5.6trn
Top 10 funds’ borrowing becomes 3.7% over-collateralised amid record Q1 leverage
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
Tidal rides retail boom to lead in single-stock options
Counterparty Radar: Volatility-selling ETF firm accounts for half of trading among US funds
Clearing
Why margin transparency is always somebody else’s problem
As Esma pushes for clearing clients to receive better information, no-one wants to provide it
EU firms want clarity on new active account operational test
Final Esma rules reduce burden, but require firms to prepare for higher onshore clearing volumes
Derivatives players divided over 24/7 trading
For some, round-the-clock markets are inevitable. Others see “enormous risks”
Asic probe piles pressure on ASX to deliver Chess replacement
But market insiders think late intervention by regulators could even slow down implementation
Japan regulator calls on laggards to keep Basel promise
After EU and UK delays – and amid fears of US divergence – Japan is keeping a close eye on its peers, says Shigeru Ariizumi
Geopolitical risk
Why Iran tensions failed to rattle markets
Despite initial fears, traders say risks were signposted and investors had deleveraged after April
Hong Kong watchdog taps GenAI to monitor shadow banking risk
News headlines, social media and bank earnings calls all followed using in-house tools
Trump getting stuck in Washington ‘swamp’, says Scaramucci
Risk Live: Former White House comms director says lobbyists have become effective constraint on Trump agenda
Allocators try to stay strategic in a world turned upside down
Investors are revisiting long-held assumptions about how to allocate large pools of assets
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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