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Hedge funds trim US swap spreads on tariff decision
Investors cut back asset swap positions as Supreme Court ruling reignites deficit concerns
QIS futures debut – but only simple ones for now
Goldman and Societe Generale kick-start Eurex market with equity baskets
Broker quoting gap keeps Eurex-LCH basis alive
Lack of differentiated prices helps retain CCP basis
EU clearing houses pressured to diversify cloud vendors
CROs and regulators see tech concentration risk as a barrier to operational resilience
Why better climate data doesn’t always mean better decision-making
Risk Benchmarking research finds model and systems integration challenges almost as limiting to effective climate risk management
We’re gonna need a bigger board: geopolitical risk takes centre stage
As threats multiply, responsibility for geopolitical risk is shifting to ERM teams
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Trading platforms
CME outage exposed FX market’s futures dependency, says SNB
Study finds EUR/USD spreads widened eightfold as non-bank PTFs blew out by nearly 30 times in November halt
Esma supervision proposals ensnare Bloomberg and Tradeweb
Derivatives and bonds venues would become subject to centralised supervision
Banks eye cost cuts ahead of RateStream Treasuries push
FX SpotStream’s move into rates seen as both fee-saver and potential boost to streaming execution
BBVA joins growing Spire repack platform
Spanish bank becomes 19th dealer on multi-bank SPV issuer amid rising investor interest
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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.
Exposures with undisclosed risk-weights hit new highs at US banks
Assets in the ‘other’ category of standardised risk-weights grow to $700bn
Risk Benchmarking
Why better climate data doesn’t always mean better decision-making
Risk Benchmarking research finds model and systems integration challenges almost as limiting to effective climate risk management
Bank regulation
BPI says SR 11-7 should go; bank model risk chiefs say ‘no’
Lobby group wants US guidance repealed; practitioners want consistent model supervision and audit
Fed review of mortgage servicing risk-weight to help Western Alliance most
Bowman proposal to revisit 250% risk-weight could reshape $92 billion of RWAs
Treasury repo clearing mandate would free up $207bn leverage exposures for G-Sibs
OFR estimates repo clearing share would jump from 45% to 77% under SEC rules
Fed fractures post-SVB consensus on emergency liquidity
New supervisory principles support FHLB funding over discount window preparedness
Repo stress drove 2025 SOFR-to-fed funds swap pivot
SOFR OIS volumes slipped to almost half of fed funds activity during September repo spikes
Investing
Real money investors cash in as dispersion nears record levels
Implied spreads were elevated to start 2026. Realised levels have been “almost unprecedented”
How Optimal aims to shake up US retail options trading
New wholesaler has assembled a team of market-makers to compete with Citadel, IMC/Dash and Jane Street
Ram AI’s quest to build an agentic multi-strategy hedge fund
The Swiss fund already runs an artificial intelligence model factory and a team of agentic credit analysts
Investors turn to costly ‘all weather’ hedging strategies
Geopolitical and technology risks spur demand for multi-strategy QIS tail hedges
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