Deputy editor, Markets
Alessandro Aimone is the deputy editor of Risk's Markets desk.
He previously worked as a staff writer for Risk Quantum. Prior to joining Risk, he worked as a staff writer for FX Week.
Contact Alessandro at: +44 (0)20 7316 9125 or [email protected].
Total Auca stood at $94.4 trillion at end-September
Max payment obligations in event of member default would be sufficiently covered
Surge in required IM indicates explosion in repo demand
Funds for other clearing activities see quarter-on-quarter falls, in contrast
In contrast, futures and options fund shrinks 6% quarter-on-quarter
Model output floor and higher credit and op risk charges will drive most of the increase
Lower projected credit and market risk capital requirements and model output floor drive reduction
Clearing house’s peak same-day payment obligation rose to €5 billion in the second quarter
PCLs total $4.8 billion at end-June
US systemic banks’ liquidity coverage still lags behind other G-Sibs
Open interest in exchange-traded options with maturities of a year or less rise 19%
Barclays and RBS legally transferred share premium account balances to retained earnings over last two years
BNP Paribas sees LCR drop 11.6 percentage points in H1 while Deutsche Bank’s climbs 7.3 percentage points