Op risk benchmarking
Op Risk Benchmarking, round II: helping lenders borrow
From KRIs to four-eye checks, how do op risk frameworks at regional and domestic banks stack up?
Up to their necks in it: banks wrestle with change management
Op Risk Benchmarking: Banks recognise risks in transformation, but struggle to measure them
Maximum insecurity: banks tool up to meet cyber threat
Op Risk Benchmarking: Lenders confront “existential” threat of data leaks with bigger teams and better controls
Execution & process errors: banks try to get beyond blunderdome
Op Risk Benchmarking: Mistakes mean more data for reporting, models and scenarios. But do banks learn from them?
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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
Central clearing
Nickel odium: critics pan BoE role in LME meltdown
Last year’s nickel fiasco calls into question effectiveness of UK supervisory model – and of central bank’s part
CME’s Span 2 margin model generates systems headaches
Market participants welcome smarter margin requirements, but not the computational workload
Can CCPs provide a port in a storm for securities lending?
Basel III, T+1 and EquiLend scandal all incentivise clearing, but also disintermediation
Eurex repo haircutting to move to Prisma futures model
Switch will open cross-margining opportunities between repo and futures
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