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Bowman shuns CECL. Friends say it just needs a little help
How far should FASB go in reforming credit-loss accounting rules?
China opens door to CGBs as initial margin
CCDC’s new rules expected to drive use of CGBs as collateral in non-cleared and cross-border trades
Iran turmoil lifts CCP margin to new peak
Ice, JSCC and ECC among clearing houses posting sharp Q1 increases
Well-drilled: CFTC’s top cop Miller sticks to his guns
Quick to place perceived overreach in the past, agency’s enforcement director leans into the law and his script
Ice rates contracts leapfrog CME SOFR in June
Ice rates open interest hits $62.3trn as euro and sterling hedging demand climbs
Top quants on what AI tools can and can’t do
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Artificial intelligence
MUFG builds compliance-ready Claude Code
Japanese bank says Anthropic’s ‘phenomenal’ coding and productivity tool bucks compliance guardrails, prompting creation of in-house alternative
Anthropic curbs and cost fears spur banks to shop around for AI
Risk Live: Banks increasingly wary of reliance on US models amid uncertain geopolitical environment and mounting costs
0DTE options and non-banks could accelerate market risk
Risk Live: Risk managers warn trading desks in “uncharted territory” with shocks moving faster
Agentic AI for XVAs still five years away, experts say
Risk Live: Questions about validation and accountability keep autonomous AI models out of XVAs for now
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.
Iran turmoil lifts CCP margin to new peak
Ice, JSCC and ECC among clearing houses posting sharp Q1 increases
Risk Benchmarking
Few banks formally evaluate GenAI human-in-the-loop controls
Risk Benchmarking: G-Sibs and challengers use tools to test controls efficacy; others rely on judgement
Basel III Endgame
Floored: Basel III rethink upsets IRB dominance
Introduction of output floor means internal ratings’ popularity takes a hit, but isn’t quite out for the count
US FRTB glitch could spit out negative capital charges
Effort to recognise risk diversification between IMA and standardised approach went too far
US regulators cut FRTB’s IMA capital hit by 59%, Isda finds
Trade body pushes for further changes to cross-product netting, default risk charge
Double, but no trouble? CVA capital hit may lack clout
Industry opinion mixed around Basel III endgame derivatives charge
EBA’s repack answers leave dealers guessing
Spire dealers are split – some see worst-case scenario, others assume gentler treatment
Clearing
CFTC backs clearing exemption for risk reduction runs
CCP sources concerned about switch to bilateral trades, as other regulators also soften rules
OCC default fund plans expose rift between clearers
Retail brokers – but not Robinhood – oppose new allocation of default fund contributions amid options surge
Many Eurex accounts remain inactive as reporting deadline looms
More than 80% of euro swaps clearing accounts opened by buy-side firms are yet to see any activity
Clearing banks pick holes in VAR-based CCP margin models
New models ease cliff effects, but banks say they are less predictable and prone to undershooting
How vol eruption blew up Goldman’s rates book
Dealers were short payer skew from corporate and hedge fund flows. Then came the Iran war.
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Climate risk service of the year: First Street
Integrated risk management software of the year: TS Imagine
Life and pensions ALM system of the year: Fentics Technology
Best in-house ALM technology: EFG Bank
Best use of AI: Moody’s
Credit data provider of the year: Moody’s
Communications surveillance in financial markets
Partnership approach pays off for TD Securities
