Subject: ALM desks await rebound after euro swap spread hit

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TOP STORY
ALM desks await rebound after euro swap spread hit
Bank treasury desks still feeling pain on bond and asset swap positions that saw big losses last year
 21 Mar 2025   |  News
Markets
Inside the company that helped build China’s equity options market
Fintech firm Bachelier Technology on the challenges of creating a trading platform for China’s unique OTC derivatives market
21 Mar 2025   |  Profile
Risk Quantum
JSCC, DTCC government bond units see default funds surge
Member contributions hit multi-year highs in Q4
21 Mar 2025   |  Data
Risk management
Fed’s NBFI scenario may be more use than CCAR – experts
Main severely adverse scenario does not capture contagion risks from any squeeze on non-banks
20 Mar 2025   |  News
Markets
Asia hours surge complicates FX options market-making
Late tariff announcements in US trigger hedging headaches during less-liquid Asia sessions
20 Mar 2025   |  News
Risk Quantum
US dealers’ OTC clearing rates plunge to multi-year lows
Cleared notionals down $24.3trn in Q4 amid year-end compression push
20 Mar 2025   |  Data
Cutting Edge
Auto-encoding term-structure models
An arbitrage-free low-dimensionality interest rate model is presented
20 Mar 2025   |  Technical paper
RISK JOURNALS
Operational risk, capital regulation and model risk
The author proposes seven basic properties for operational risk modelling to form an operational risk management framework.
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The robot-labeling phenomenon: robot-ready modern operational risk management
The author highlights misuse of the term "robot" in banking practice and the literature, proposes the robot-labelling phenomenon and recommends a shift in approaches to operational risk management to address challenges of the synthetic era.
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