Nomura
Nomura shuffles risk methodology team
Epperlein takes advisory role six months after Japanese bank’s FRTB IMA go-live
European regulator praises Japan’s ‘smart’ NMRF manoeuvre
Comments come after revelation that Nomura is able to reverse NMRF status for risk factors
How FX pricing is adapting to Trumpian markets
Dealers are tying pricing engines to new signals in effort to cope with out-of-the-blue moves
Nomura’s ES requirement swings 75% in turbulent debut
New gauge for modelling interest rate desks’ charges ranged from ¥23bn to ¥41bn over the course of Q1
People: Rates revamp at Nomura, JP’s structuring shuffle
Latest job changes across the industry
Nomura wins NMRF reprieve from Japan’s FSA
Relief granted due to scarcity of vendors offering pricing data for market risk models
Nomura’s FRTB models reap 33% saving on debut
Trading desks cleared for new IMA’s use win ¥225 billion relief on end-March capital requirements
Basel III overhaul doubles Nomura’s credit risk
Surge reflects asset migration and new equity treatment
Japan election result sours hedge funds’ yen options bets
Dealers saw flows in significant size for JPY weakness but were forced to take profits
Barclays takes selective approach to FRTB IMA applications
Risk Live: UK bank is applying for approval for parts of its portfolio most likely to pass approval tests
Automated market-making tested by intraday FX vol
Price gaps in spot FX markets could be exacerbated by algos trading on headline risk
Nomura’s HQLAs hit record ¥7.1 trillion
Notes issuance, favourable yen boost easy-to-sell reserves
Talking Heads 2024: All eyes on US equities
How the tech-driven S&P 500 surge has impacted thinking at five market participants
People: All fall in at Citi, TD turbulence, and more
Latest job changes across the industry
Derivatives house of the year, Japan: Nomura
Asia Risk Awards 2024
Inside Nomura’s European equities rebuild
Talking Heads: Global chief Simon Yates also addresses US crowding and Japan’s prospects post-carry trade
Asia Risk Awards 2024: The winners
All the winners of this year's Asia Risk awards
Pricing and funding woes hit gilt repo
QT-driven funding cost rises combined with clients’ price demands see at least two banks pull back
People: Masters moves into FNZ, Two Sigma founders step back, and more
Latest job changes across the industry
Traders flipped long yen vol ahead of market rout
Hedge funds and real money bought long yen volatility in the run-up to Monday’s turmoil
Nomura’s market risk jumps ¥800bn in Q2
Yen depreciation and rising default risk drive RWAs to record high