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Regulators want to fix AT1s. Investors want restraint
Tweaking the instrument that regulators love to hate may be the only way to prevent its abolition
BIS warns of growing offshore reinsurance risk
Deals by private equity-backed life firms could mask risk in $25 trillion industry, report says
Bonds will cushion equities in election volatility – Lombard Odier
August showed old risk models can be trusted ahead of voting day, says investment manager’s macro chief
Cayman reinsurance shift ‘negative’ for US life firms
Moody’s warns of US insurers switching preference after Bermuda tightens capital rules
ETF dispersion set for election revival
Sector-based approach to popular vol trades boasts cheaper entry cost than classic version, proponents argue
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Brooklyn’s robot analyst cuts costs by four-fifths
In tests, direct indexer’s model picks portfolios for review with near-perfect accuracy
NAIC wants more disclosure about use of offshore reinsurance
US watchdog seeks improved data around deals some say allow insurers to game capital rules
Pre-market trades blamed for record Vix surge
Traders rushed to cover short vol positions before the market opened on August 5
Nvidia is growing up. It’s not settling down
Chip maker is a mega cap that doesn’t act like one
Long shadow of Apollo looms over turmoil at Athora
Risk.net investigation reveals troubling picture of US asset manager’s European insurance project
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
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New data reveals Pimco is top Ucits interest rate swaps user
Counterparty Radar: US managers and dealers reign supreme in European retail fund space
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