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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
Market knee-jerks keep VAR models on their toes
With a return to volatility, increased backtesting exceptions show banks’ algos are stretched
Large banks safer for CCPs than they get credit for
Plentiful pre-positioned liquidity softens the blow of resolution, new research argues
Start planning for post-quantum risks now
Next-gen quantum computers will require all financial firms to replace the cryptography that underpins cyber defences, writes fintech expert
US Treasury clearing mandate poses riddle for Asian markets
Participants unclear on how far the rules will reach, or the role of inter-affiliate exemptions
Looming US Basel endgame redraft sparks calls to save IRB
Experts say 20 years of data makes credit risk models more appropriate than standardised approach
Op risk data: Two Sigma pays the price for model mess
Also: KuCoin’s AML fail, Angola bribes bite Trafigura, and Trump’s green scepticism. Data by ORX News
‘More questions than answers’ in race to build repo plumbing
Complexity could slow development of matching and credit-checking tools for US Treasury trades
How Citi moved GenAI from firm-wide ban to internal roll-out
Bank adopted three specific inward-facing use cases with a unified framework behind them
Buffer stop: Eurex clearing members shunt default fund
Clearing house’s CRO says both members and clients opt to pay more margin instead
How a serverless risk engine transformed a digital bank
Migrating to the cloud permitted scalability, faster model updates and a better team structure
Hedge funds could look to bypass UST clearing mandate
New paper argues that repo users might relocate offshore or use other means to avoid US Treasury clearing dragnet
Osttra to launch Treasury clearing middleware
Mid-year delivery expected for system that aids credit checking for repo trades
US block size changes reveal trillions in swaps trading
Fears of information leakage force some large buy-side users to adjust execution strategy
People: New leader for LCH, Pham lands CFTC top job, and more
Latest job changes across the industry
Trump’s tariff threats fuel corporate FX hedging revamp
Treasurers mull options and longer-dated hedges in face of mixed signals on extent and timing of measures
Pension funds’ appetite for long-dated gilts ‘temporary’
Gilt selloff spurs opportunistic buying but the trend is short-lived, say market participants
FCMs welcome CFTC margin rule ring-fencing clarification
Final rule on separate accounts replicates no-action relief as Republicans strip out gold plate
‘Street Fighter’ Sef RTX grows in interdealer swaps market
Focus on functionality and fees helped volumes on start-up venue from Cawley and Jonns jump fivefold last year
How UBS sold off non-core equity assets at lightning speed
More than 40 auctions have been completed since Credit Suisse acquisition, with a little help from a T-Rex
Why did UK keep the pension fund clearing exemption?
Liquidity concerns, desire for higher returns and clearing capacity all possible reasons for going its own way
Housing price diffusion study offers lessons for quants – Bouchaud
Patterns seen in how heat spreads also show up in markets, research shows
BoE warns over risk of system-wide cyber attack
Senior policy official Carolyn Wilkins also expresses concern over global fragmentation of bank regulation
Isda to finalise drafting updated FX definitions this year
New definitions on disruption events and fallbacks are core focus
UBS’s Iabichino holds a mirror to bank funding risks
Framing funding management as an optimal control problem affords an alternative to proxy hedging
SG looks beyond equity derivatives in new markets push
French bank aims to expand fixed income business to achieve “more stable” revenues across asset mix