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From Pillar to Pillar… to post: where now for op risk in Europe?
Experts think enhanced Pillar 2 charge informed by Dora would be more useful than a blunt Pillar 1
Bloomberg brings e-FX options trading to API
Buy-side users will run full RFQ workflow for vanilla and exotic FX options through one connection
NSCC issues record $27.6bn margin call in Q2
Required IM hits all-time high as posted cash nearly doubles
Slimmed-down and automated, ERM seeks a seat at the top table
Latest Risk Benchmarking exercise finds ERM growing in influence, even as headcounts shrink
Dollar reversal could scupper EM carry boom, dealers warn
Surprise rate hike or a USD rally may force unwinds in popular emerging markets carry trades
PRA struggles to follow Fed’s FRTB modelling moves
Market risk experts say minor differences in US rules add up to more incentives for IMA adoption
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Tokenisation
Ex-Citi banker’s ‘perfect marriage’ with Franklin’s crypto unit
Investment giant throws weight behind Chris Perkins’ plan for investing in digital markets
Risk managers grapple with hazards and benefits of intraday repo
Expected increase in collateral velocity and re-use could also boost leverage and risk in markets
Repo tokens won’t be cleared. Or will they?
Uncertainty lingers over clearing status of tokenised Treasuries, with decision likely devolved to DTCC
Stablecoin consortia may be ‘interim’ step to solo bank issuance
Former Citi payments head and Ubyx founder says all G-Sibs will issue their own coins
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.
NSCC issues record $27.6bn margin call in Q2
Required IM hits all-time high as posted cash nearly doubles
Risk Benchmarking
Slimmed-down and automated, ERM seeks a seat at the top table
Latest Risk Benchmarking exercise finds ERM growing in influence, even as headcounts shrink
Clearing
JSCC faces pushback on plans to merge futures default funds
Members say commodities products should be kept fully segregated because of different risk profile
CME aims to offer client UST cross-margining internally in 2027
CCP has filed initial proposal with SEC; wants to offer more products than joint FICC programme
Perps extend the menu to tempt TradFi diners
Expiry-less futures are spreading from bitcoin into gold, equities and FX. Institutions are watching, not buying
Risk managers grapple with hazards and benefits of intraday repo
Expected increase in collateral velocity and re-use could also boost leverage and risk in markets
Issuers wrap prediction market bets for European clients
Structured notes from Marex and Otala offer prediction market exposure to European firms shut out of the raw contracts
Capital requirements
EU’s plan to get competitive faces big legislative hurdles
Large and controversial legislative package may be too amorphous to deliver results quickly
Europe’s banks can’t agree on how to fix the output floor
Some want market risk excluded, while others push for greater savings from credit modelling
EU banks shrug off mooted minimum reserves increase
Doubling of unremunerated reserves would curb Eurosystem losses, but banks doubt it will pass
ECB finds gaps in geopolitical stress-testing frameworks
Current methods fail to properly capture impact of geopolitical stress on liquidity
Dealer Rankings 2026
It’s not easy to look under the hood of the OTC derivatives market, but mutual fund, ETF and life insurer filings in the US allow a peek.
The Dealer Rankings use a full year of this data to examine the footprint of each sell-side firm named in the filings. In its fourth edition, the exercise shows the top US banks expanding; it also raises questions about capacity.
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