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BIS warns of growing offshore reinsurance risk
Deals by private equity-backed life firms could mask risk in $25 trillion industry, report says
Are regulators wrong to think of AT1s as debt?
Bank capital bonds face criticism. One answer might be to treat them as ‘fixed-income equity’
Nvidia is growing up. It’s not settling down
Chip maker is a mega cap that doesn’t act like one
Brooklyn’s robot analyst cuts costs by four-fifths
In tests, direct indexer’s model picks portfolios for review with near-perfect accuracy
Zero-day options
Taming of the skew sparks new debate over 0DTEs
Some pin lower put premium on short-dated market-maker hedging; others cite fundamentals
OCC readies new intraday margin requirement
Draft measure would cover all options positions including 0DTEs
Bank QIS teams take zero-day options plunge
JP Morgan sees better risk/reward profile for 0DTE-based trend strategies
Balanced trading is calming zero-day volatility fears
UBS finds little evidence that 0DTE options exacerbate volatility
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
BNPP overtakes Barclays in Ucits single-name CDSs
Counterparty Radar: Europe’s retail funds shed notional but used wider range of underlyings, new data shows
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