Building filler

Filling the gaps in Basel’s interest rate risk measures

Reverse stress-testing or VAR may work better than existing outlier tests, but are hard to manage

Basel III endgame

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Citi propels G-Sibs’ OTC derivatives notionals to nine-year high

Bank leapfrogged Goldman as fourth-largest derivatives dealer after 20% jump over 2022



US and Europe haircuts

US takes scissors to repos. In Europe, it’s not cut and dried

Stateside banks fear disadvantage over haircut rules that EU sees as not ready to implement


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