RBC Capital Markets
FCM capital buffers drop below pandemic nadir
HSBC Securities, RBC Capital Markets set record lows for surplus over requirements
UBS sterling rates head joins RBC Capital Markets
Ian Hale joins the Canadian bank as head of European inflation trading
FCM swaps margin climbs to record $173bn
Barclays, Bank of America and Royal Bank of Canada post all-time highs
People: CFTC in exit spree, new NatWest Markets CRO, and more
Latest job changes across the industry
Barclays, RBC end 2024 with record-high swaps margin
Both dealers see double-digit increases, but year sees least growth in at least a decade
RBC’s loan-underwriting VAR drops 59% as volumes dry up
Widening credit spreads had previously sent market risk on syndicated loans skyrocketing
People: Paco packs up at Citi, Credit Suisse exits continue, and more
Latest job changes across the industry
Treasury traders remain wary about adopting algos
Yet proponents insist US government bond market is ‘ready for disruption’
XVAs and counterparty credit risk for energy markets: addressing the challenges and unravelling complexity
In this webinar, a panel of quantitative researchers and risk practitioners from banks, energy firms and a software vendor discuss practical challenges in the modelling and risk management of XVAs and CCR in the energy markets, and how to overcome them.
RBC applies ‘deep hedging’ to stress scenarios
Risk USA: machine learning model generates more realistic estimates of trading losses
People moves: Credit Suisse senior shake-up, and more
Latest job changes across the industry
People moves: Credit Suisse taps Goldman for new CRO, and more
Latest job changes across the industry
Foreign banks perform better in 2021 Fed stress tests
Intermediate holding companies reported higher post-stress capital and leverage ratios than their US peers did
US unit of BBVA on the brink of a VAR breach in Q1
Largest loss-to-VAR ratio at the firm was highest among the 12 intermediate holding companies
Libor webinar playback: spotlight on bonds
Panellists from Lloyds, RBC Capital Markets and TD Securities discuss efforts to switch to new lending benchmarks
‘Rounding errors’ prompt EBRD to break with Sonia FRN norms
Index-friendly coupon structure touted as a template for future issuance in the UK market
Competitive differentiation – Reaping the benefits of XVA centralisation
A forum of industry leaders discusses the latest developments in XVA and the strategic, operational and technological challenges of derivatives valuation in today’s environment, including the key considerations for banks looking to move to a standardised…
People moves: new global co-heads at Citi, Tran takes Asia-Pacific role at Crédit Agricole, RBC Capital Markets hires in sales, and more
Latest job changes across the industry
Among Canadian banks, credit provisions leap highest at BMO
Aggregate provisions for credit losses up 0.7% quarter-on-quarter at “Big Five”
BNY Mellon’s markets head jumps to Royal Bank of Canada
Michelle Neal will join the Canadian firm in June as head of US Ficc
Strange steps down from NZX, and more
Latest job changes across the industry