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From the margins: CGBs vie to join the collateral club
Can CGBs emulate US Treasuries as initial margin on cross-border derivatives trades?
Amundi, Axa urge boardroom pay cuts for climate laggards
Link remuneration to carbon-emission goals and companies will get serious, say large investors
Interest rate ETD volumes up 40% from 2020 nadir
Shorter-dated contracts push total open interest higher
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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.
Interest rate ETD volumes up 40% from 2020 nadir
Shorter-dated contracts push total open interest higher
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
US fund filings show CME taking bite out of LCH swaps share
Counterparty Radar: Rivals neck-and-neck after big LCH user cuts swaps book and non-G10 trades surge
Editors' choice
Quant funds tackle chronic overfitting in crypto strategies
Firms adapt backtests and tread lightly to address “huge” overfitting risk, magnified by scarce data
Big Figure
Citi falls under floor
Internally modelled risk-weighted assets (RWAs) at Citi dropped below RWAs calculated using the regulator-set standardised approach in the second quarter, causing the bank to fall under the so-called Collins floor.
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Investing
Amundi, Axa urge boardroom pay cuts for climate laggards
Link remuneration to carbon-emission goals and companies will get serious, say large investors
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