BoE’s Benjamin on non-bank liquidity and market resilience
Why the UK central bank’s financial stability head is considering further reforms to the gilt market
For years, senior staff of the Bank of England have been warning about the systemic risks posed by excessively leveraged non-bank financial firms. The tariff-driven market volatility in April showed those risks are very real.
While the UK market escaped mostly unscathed from the recent stress, the BoE is taking nothing for granted.
Nathanaël Benjamin, executive director for financial stability
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk management
Bootcamps and peer pressure: Goldman preps staff for AI future
Isda AGM: Tone from the top is not enough, says chief information officer Marco Argenti
In Iran war, VAR models ease cliff effect on Ice and CME margins
At 105%, EEX – using Span model – saw largest single-day jump compared with those CCPs
MRM: how banks are scaling models in the age of AI
MRM capabilities are evolving to ensure compliance while helping organisations retain a competitive edge
ALM in 2026: the fast-track from compliance to competitive edge
How banks are modernising asset-liability management for a more volatile world
Why AI-related conduct risk is reshaping the business agenda
Trust in AI-only approaches remains limited, and explainability is becoming critical to modern risk management
NeoClear enters battle for euro swaps clearing
Paris-based CCP to challenge Eurex and LCH with planned 2027 launch
Abaxx: meeting the need for new commodity derivatives
Abaxx revamps commodity hedging with a suite of modern contracts
Op risk data: Corporate spies spell trouble for BBVA
Also: BofA buttonholed for alleged Epstein links; minority shareholders take a bite of Brookfield. Data by ORX News
