Latest Risk Management
Op risk data: Tech glitch gives customers unlimited funds
Also: Payback for slow Paycheck Protection payouts; SEC hits out at AI washing. Data by ORX News
The American way: a stress-test substitute for Basel’s IRRBB?
Bankers divided over new CCAR scenario designed to bridge supervisory gap exposed by SVB failure
Smaller US banks hold over half of CRE loans
Lenders under $50bn in assets reported record $1.7 trillion of exposures at end-2023
Industry warns CFTC against rushing to regulate AI for trading
Vote on workplan pulled amid calls to avoid duplicating rules from other regulatory agencies
Top 10 op risks: Change brings challenges as banks splash the cash
Higher interest margins and a trend toward insourcing drive major tech projects
Tall order: why a unified op risk taxonomy is still elusive
Banks vary in how they classify operational risk losses – and regulators are in no rush to change the status quo
Central Clearing
EU clearing houses want global standard on procyclicality
CCPs fear Europe will adopt its own prescriptive rules despite ongoing international consultation
Taming the systemic risk Hydra: 10 years of mandatory clearing
Regulators, clearers and market participants reflect on a decade of the clearing requirement
Clearing members cheer plan for more transparency on CCP margin
European Parliament wants to amend Emir 3.0 draft to put extra obligations on clearing houses
Bloating CCP default funds. New margin models. Are the two linked?
Dealers grumble that greater guaranty fund payments could undermine the ‘defaulter pays’ principle of clearing
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.
US banks’ non-core funding dependence ratio jumped in 2023
BHCs’ aggregate figure almost doubled to post-pandemic high last year
Cyber security
Citrix Bleed hacks flag IT asset inventory shortfalls
To know what needs urgent patching, global banks first need to know what software they have
EquiLend cyber hack exposes trade reporting dependence
Ransomware attack at securities lending platform disrupts regulatory compliance
On cyber, FMIs seek to avoid being weapons of mass disruption
Controls focus on basic cyber hygiene, but communicating the risk remains a challenge
Information security: too important to leave to the experts?
Holding a trove of sensitive data, FMIs seek greater safety through shared oversight and smarter reporting
Holes in the netting: the limits of CME-Ficc cross-margin deal
Big margin savings for some, but more needed to ease pressure of UST clearing mandate
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