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BlackRock faces an early climate change test in China

The firm is the main Western investor in three of the worst emitters. It has yet to change their ways

Risk-free successor jumps to almost half non-linear activity, up from 20% in April

Is short vol taking the long count?

Short volatility players try to box clever after strategy’s Covid rout

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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.

OTC derivatives values surge 36% in 2020

Foreign exchange derivatives were largely responsible for the overall increase in fair values in the second half of last year

Big Figure

Goldman ups margin

Required client margin held by Goldman Sachs’ swaps clearing unit jumped up by $1.2 billion (11%) in the first quarter of the year – the biggest increase of the 16 reporting futures commission merchants. Data from the Commodity Futures Trading Commission shows the US bank held$12.4 billion of required margin from clients to cover their swap trades, the highest level on record.

Derivatives

Risk-free successor jumps to almost half non-linear activity, up from 20% in April