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EBA’s Campa: reduce Pillar 2 charges to offset output floor
Bankers plead for smaller capital hit and more predictability on implementation of Basel III
HKEX outage zapped key hedge; now banks push for rule change
Dealers seek shutdown of CBBC market if futures go dark
Morgan Stanley’s swaps clearing unit boosts client margin by $4.8bn
In total, FCMs see required client margin increase 18% quarter on quarter
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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.
Editors' choice
All clear? Structural shifts add to repo madness
Many things contributed to 10% repo, among them a FICC programme and a surge in overnight funding
Big Figure
Counter culture
Over-the-counter derivatives notional amounts soared over the first six months of 2019 to their highest level since 2014. Data from the Bank for International Settlements show notionals jumped 18% to $640.4 trillion over the first half of the year. The fair values of outstanding contracts also climbed over the period to $12.1 trillion – an increase of 25% – interrupting a downward trend going back to end-2016.
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Comment
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Our Take
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