Subject: Credit risk joins the Q, FX hedging rises, repo interest falters

7 DAYS IN 60 SECONDS
THIS WEEK'S TOP STORIES
Risk management
Wait in the Q: US banks hold back on tariff-related provisions
Lack of data on supply chain vulnerabilities creates challenges for early CECL adjustments
08 May 2025   |  Feature
Markets
What drove the Taiwan dollar surge?
Foreign speculators, carry unwinds and central bank inaction fuelled the 10% move, not just life insurers, say traders
08 May 2025   |  Feature
Markets
European investors ramp up FX hedging as ‘dollar smile’ fades
Analysts at one bank expect average hedge ratios to jump from 39% to 70% within six months
06 May 2025   |  News
Markets
Pension funds hesitate over BoE’s buy-side repo facility
Reduced leveraged and documentation ‘faff’ curb appetite for central bank’s gilt liquidity lifeline
02 May 2025   |  News
Markets
CLO market shakes off ETF outflows
Despite record redemptions, exchange mechanics and relatively small volumes cushioned impact
05 May 2025   |  News
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STAT OF THE WEEK

Systemic risk jumps at Chinese G-Sibs in 2024

Chinese global systemically important banks saw all but one systemic risk indicator grow in 2024, marking one of the biggest annual increases on record. The notional value of over-the-counter derivatives saw the largest increase among the 14 systemic risk indicators, growing 41.6% on aggregate across the five banks to €7.46 trillion.

QUOTE OF THE WEEK

Rising systemic risk demands a new risk management paradigm

No amount of reinsurance capital could possibly cover all the climate-related catastrophic risk losses – Madelyn Antoncic, Development Research Institute

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