Risk Quantum/Bank for International Settlements (BIS)
Interest rate ETDs surge to second-highest level on record
Futures-led surge signals firmer views on rate direction
Basel III adoption gap widens as Turkey and India stall
With just a third of jurisdictions fully compliant, progress on the post-crisis banking reforms remains uneven worldwide
Euro IR derivatives dethrone dollar as turnover hits new high
Latest BIS triennial survey shows euro-denominated contracts averaged $3trn a day in April
Cross-border lending to NBFIs hits record $678bn in Q1
Half of international bank credit flows to shadow banks, despite growing regulatory concerns
Cross-border lending to shadow banks spiked in Q3
Non-bank financial institutions record fastest annual growth since Covid-19 pandemic
Junk-rated CDS clearing rates slid in H1 2024
Shift away from CCPs concentrated in sub-investment grade multi-name products
Record share of OTC trades eschews interdealer, CCP channels
More than one-fourth of global notional involves a single dealer and is not cleared, BIS data shows
OTC derivatives hit $730 trillion peak in H1 2024
Interest rate and FX derivatives drive notional spike
Deutsche misses G-Sib surcharge cut despite EU score benefit
Carve-out of intra-bloc exposure lowers score below 230bp, but 1.5% surcharge remains
Barclays dethrones JP Morgan as largest OTC derivatives dealer
UK bank’s notionals surged 12.6% to $49 trillion in 2023, G-Sib indicators show