Risk Management
Latest Risk Management
Banks hold 73% of liquidity buffer in cash and Level 1 assets, on average
Largest lenders hold highest share of central bank reserves in buffer, latest analysis shows
Op risk data: FIS pays the price for Worldpay synergy slip-up
Also: Liberty Mutual rings up record age bias case; Nationwide’s fraud failings. Data by ORX News
EBA supports global op risk taxonomy, but it won’t happen soon
New EU framework designed to ease adoption by banks; other jurisdictions have different priorities
EVE and NII dominate IRRBB limit-setting
ALM Benchmarking study finds majority of banks relying on hard risk limits, and a minority supplementing with early-warning indicators
Allocating financing costs: centralised vs decentralised treasury
Centralisation can boost efficiency when coupled with an effective pricing and attribution framework
Could one-off loan losses at US regional banks become systemic?
Investors bet Zions, Western Alliance are isolated problems, but credit risk managers are nervous
ALM
One in five banks targets a 30-day liquidity survival horizon
ALM Benchmarking research finds wide divergence in liquidity risk appetites, even among large lenders
Bank ALM tech still dominated by manual workflows
Batch processing and Excel files still pervade, with only one in four lenders planning tech upgrades
Many banks ignore spectre of SVB in liquidity stress tests
In ALM Benchmarking exercise, majority of banks have no internal tests focusing on stress horizons of less than 30 days
Staff, survival days, models – where banks split on ALM
Liquidity and rate risks are as old as banking; but the 46 banks in our benchmarking study have different ways to manage them
Risk Quantum
Data insights, delivered daily
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.
Santander SVAR surge lifts IMA RWAs 22%
Third-quarter spike contrasts with broad European declines
Cryptocurrency
Does crypto really need T+0 for everything?
Instant settlement brings its own risks but doesn’t need to be the default, writes BridgePort’s Soriano
October’s crash shows crypto has come of age
Ability to absorb $19bn liquidation event marks a turning point in market’s maturity, says LMAX Group's Jenna Wright
BlackRock, Citadel Securities, Nasdaq mull tokenised equities’ impact on regulations
An SEC panel recently debated the ramifications of a future with tokenised equities
Destabilising: is stablecoin deposit drain a bank funding risk?
While some fear a trillion-dollar flight to stablecoin, others doubt crypto is an existential threat for banks
CME faces battle for clients after Treasuries clearing approval
Some members not ready to commit to 2026 start date; rival FICC enhances services
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