Latest Risk Management
BoE plans to link system-wide and individual stress tests
Meanwhile, ECB wants to broaden system-wide stress models to include central counterparties
Cyber insurance costs expected to rise as loss ratios worsen
Recent ransomware and tech failure events could feed through into higher premiums this year
Repo clearing rule could raise SOFR volatility – OFR analysts
Analysis of 2022 data finds large divergence in tail rates but no change in median
OCC’s security chief on generative AI with guardrails
Clearing house looks to scale technology across risk and data operations – but safety is still the watchword
EU firms fear dollar liquidity becoming tariff bargaining chip
Eurozone banks rely on dollars for 17% of funding; trade war escalation could affect access
Tariff turbulence piles pressure on banks’ VAR models
Backtesting breaches start to mount, but too early to tell if regulatory intervention needed
Top 10 Op Risks 2025
Top 10 operational risks for 2025
The biggest op risks as chosen by senior practitioners – and what they’re doing about them
Top 10 op risks: For change management, the cloud is its own weather front
As lenders move legacy banking to the cloud, the risks of getting it wrong are exponentially greater
Top 10 op risks: Why cyber risk looms larger than its losses
Fast-moving threat landscape and increased supplier concentration keep infosec top of the table
Top 10 op risks: AI arms race leaves risk teams playing catch-up
As firms invest for fear of being left behind, op risk managers urge caution on data, controls and access
Risk Quantum
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Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Fed’s proposed SCB tweak would free $20bn of capital at US banks
Averaging of stress test-based inputs over two years would reduce current add-ons by up to 60bp
US Treasuries
Ice eyes year-end launch for Treasury clearing service
Third entrant expects Q2 comment period for new access models that address ‘done-away’ accounting hurdle
Basis traders mull UST self-clearing as response to SEC mandate
Inter-affiliate exemption requested by hedge funds could ease shortage of clearing capacity
CME-FICC cross-margin extension timeline questioned
SEC changes and queries around margin segregation may make end-2025 deadline unrealistic
PTFs clash with banks over ‘done-away’ US Treasury clearing
Trading firms losing patience with banks’ reluctance to unbundle trading and execution
CCP models vulnerable to Trump risk
Volatility of ‘will he, won’t he’ tariff strategy could confound clearing house risk models
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