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Buy-side retreats to ‘dirty’ CSAs amid collateral crunch
Repo market fears prompt insurers and pension funds to revert to bond collateral
Uncertainty over ECB’s TPI muddies monetary and fiscal impact
Analysts say anti-fragmentation tool exposes long-standing flaws in EU fiscal framework
Netting uncertainty inflates Citi’s Russia exposure
Russia made up 1.2% of the bank’s top 25 exposures by country, up from 0.8% in Q1
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Netting uncertainty inflates Citi’s Russia exposure
Russia made up 1.2% of the bank’s top 25 exposures by country, up from 0.8% in Q1
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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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Risk Management
Uncertainty over ECB’s TPI muddies monetary and fiscal impact
Analysts say anti-fragmentation tool exposes long-standing flaws in EU fiscal framework
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