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Fight against dirty money falters in blizzard of SARs
Authorities are swamped with suspicious activity reports, many of which are never investigated
UK and EU regulators diverging on double volume caps
Rule that limits anonymous equities trading to be reviewed in UK, but EC has bigger fish to fry
‘Stigma’ around some fund liquidity tools must end, say CROs
Fund managers are wary of using redemption gates and fees to manage outflows during crisis periods
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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
Europe’s clampdown on fund outsourcing chills market
Esma proposals spark worries AIFMD review could wreck existing delegation models
Big Figure
Watermark down
Initial margin (IM) held by top central counterparties (CCPs) fell back from the high watermarks hit at end-March over the second quarter, with holdings of cash collateral dropping the fastest. IM held by the 10 large CCPs tracked by Risk Quantum hit $1.25 trillion at the end of the first quarter. Three months later, though, the total was down 10% at $1.12 trillion. IM held in cash at central bank accounts amounted to $215.7 billion at end-June, down 23% from $279.2 billion three months prior.
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7 days in 60 seconds
Big bangs, FinCEN leak and prime exodus
The week on Risk.net, October 10–16, 2020
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Comment
Strengthening supervisory co-operation in derivatives markets
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