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Stress-testing amid Covid‑19

The Covid‑19 pandemic has proved to be a real-life stress test for the banking sector as firms adjust to new ways of working. Here, SAS explores how the pandemic has magnified the importance of stress-testing, scenario analysis and contingency planning…

Libor Risk – Quarterly report Q2 2020

Detaching an estimated $350 trillion of financial contracts from Libor was always going to be an uphill struggle. For a rump of so-called “tough legacy” contracts it’s a near impossible task. Now their future lies in the hands of legislators

Delivering certainty in uncertain times

TriOptima explains how it combines the reduction of gross notional exposure and the conversion of net risk exposure to deliver outsized results, partnering its portfolio compression network with core net ICE Libor over-the-counter swap portfolios

How Covid‑19 is impacting transition preparations

A forum of industry leaders, including the sponsors of this report, discusses key industry concerns around the transition away from Libor, including how the discontinuation deadline will be impacted by the Covid‑19 pandemic, the benefits and challenges…

Metals – Caught in a supply–demand tug of war

In the face of a deep, global economic contraction in the first half of 2020, prices of industrial metals have been remarkably resilient. Copper has rebounded to pre-pandemic levels at the start of the year, and while aluminium prices are lower than at…

2020 SOFR ecosystem mid-year recap

After building tremendous momentum in autumn 2019, SOFR floating rate note (FRN) issuance saw a slowdown in winter, only to surge to new highs in Q1 and Q2 2020. Already over $650 billion notional to date, from 50+ participants, the FRN market growth is…

Initial margin – Special report 2020

Buy-side firms in advanced preparations for phases five and six of initial margin (IM) rules are eager to maintain momentum and put their efforts to the test now that implementation has been delayed by 12 months following disruptions related to the Covid…

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