Could global regulators miss another Archegos whale?

Spotting systemic risk from OTC swaps requires cross-border access to derivatives data

When Archegos Capital Management collapsed, inflicting more than $10 billion in losses on prime brokers, the extent of its multi-billion-dollar portfolio of total return swaps (TRS) caught banks and regulators off-guard.

And while the family office’s demise may not have threatened financial stability, it did expose holes in the supervisory net that purports to capture global derivatives markets – and sounded a warning that a repeat episode could inflict much greater damage.

Post-2008

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