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LCH plans Q4 launch for FCM-style clearing
UK clearing house will be first to offer Europe’s new agent model as Eurex faces tax hold-up
Bucking Japan megabank trend, Norinchukin’s market RWAs spike 41%
Latest surge underscores challenge of adapting to FRTB
BNP Paribas eyes selective algo white label tie-ups
The French bank struck its first FX algo white-labelling partnership with Lloyds
Risk data
EBA mulls rule changes to speed up model approval process
Risk Live: Reducing compliance burden of credit risk model updates can aid banks and supervisors
Deutsche Bank casts a cautious eye towards agentic AI
Risk Live: “An AI worker is something that is really buildable,” says innovation and AI head
OCC payment obligations hit record in Q1
Liquid resources up 6.5% as liquidity risk grows to new highs
Regulators urged to use Dora reporting to track systemic risk
Risk Live: Bankers and regulator say governance requirements for new rules are complex to implement
US Basel III delay to 2026 seen as almost inevitable
Reprioritisation and leadership changes cast doubts on timing of new proposals
BoE official plays down fears of global regulatory fragmentation
Risk Live: UK expects close co-operation with US, while others express concern over Basel III endgame
Risk Live Europe 2025
Risk Live Europe took place in London on June 17-18, with Anthony Scaramucci offering tips on how to understand the Trump administration – and Elon Musk’s third party ambitions. Other highlights included IMA guinea pigs, Deutsche Bank’s AI workers, forecasts of a powerful new bull market, and reasons to believe in Basel standards from the Bank of England’s David Bailey. Read all of our coverage here.
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Foreign exchange
Macro traders tread carefully ahead of tariff pause deadline
Uncertainty has held buy-siders back from both hedging and directional trades
Hedge funds return to HKD carry trade after May stop-outs
Widened interest rate differentials spur investors to re-enter positions, but risks remain
Bank FX market-makers ramp up AI usage
Barclays applies tech to predictions, while HSBC and ING look at pricing accuracy
Limited-loss hedges help US firms dodge costly FX moves
Structurers say corporates’ use of options-based net investment hedging helped soften impact of USD selloff
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.
Bucking Japan megabank trend, Norinchukin’s market RWAs spike 41%
Latest surge underscores challenge of adapting to FRTB
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
Wells Fargo’s FX strategy wins over buy-side clients
Counterparty Radar: Life insurers looked west for liquidity after November’s US presidential election
Investing
Credit investors struggle to decide what tariffs will mean for defaults
Traders report difficulty evaluating risk, but elevated yields have kept demand strong nonetheless
Citi close to launching GenAI investment tools
New tech will be used to improve investment recommendations and increase cross-selling
Why asset owners aren’t turning their backs on America (yet)
Pension and sovereign wealth investors see US exceptionalism outlasting policy-driven turmoil
Investment firms ready plans for US autocallable ETFs
Evergreen format would provide the long-term track record required by portfolio allocators
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.
Regulation
How to reform the NSFR… and why regulators may never get there
Ideas for updating funding rules after SVB include recalibration and concentration limits
BoE takes subtle leverage snipe at CCP cross-margining
Margin offsets might increase risk, but could also encourage more central clearing
Leverage ratio reform: the good, the bad and the Treasury
A simple cut would be less likely to stoke interest rate risk than exempting US government bonds
SEC faces debate over possible cull of cyber security rules
Lobby groups pushing for regulator to roll back disclosures, but investors take a different view
Risk managers brace for night shifts as 24-hour trading looms
Questions swirl around how margin breaches and defaults will be handled during overnight hours
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