Risk Management
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BoE analysis sparks debate over reuse of repo collateral
Central bank policy analyst contends reuse of collateral may amplify volatility in repo rates
Why AI-enhanced risk management is vital for open finance
In bank-fintech partnerships, AI can be both a source of operational risk and a solution to it
Op risk data: Rates bait and switch incurs Capital One punishment
Also: Crypto firms suffer cyber setbacks, Umpqua in Ponzi play and QSuper premium palaver. Data by ORX News
Amundi’s in-house expert keeping watch on Putin, Trump and Xi
Geopolitics expert Anna Rosenberg believes data and probability are key to forecasting market-moving events
Ice US incurs $644m hypothetical stress loss shortfall
Double-member default in worst-case scenario would have overwhelmed CCP’s default fund
Academics call for tenfold jump in CCP capital cover
New framework finds mono-layer clearing houses may require biggest skin-in-the-game
Repo clearing
Citadel exec questions regulatory findings on repo haircuts
Isda AGM: OFR analysis didn’t account for excess collateral held against cleared positions in related trades
BoE to consult on promoting clearing for gilt repo market
Isda AGM: Deputy governor also takes aim at bilateral repo haircuts and cross-CCP netting
Dodging a steamroller: how the basis trade survived the tariff tantrum
Higher margins, rising yields and stable repo funding helped avert another disruptive blow-up
No need for repo clearing ‘cannon’ in Europe, says industry
Observers question rationale for a clearing mandate, calling for clearer incentives
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.
CRR III curbs charges for BPCE’s equity stakes
RWAs for subsidiaries outside prudential consolidation drop 82% after Basel revamp
Tariff turmoil
EU banks want the cloud closer to home amid tariff wars
Fears over US executive orders prompt new approaches to critical third-party risk management
Wait in the Q: US banks hold back on tariff-related provisions
Lack of data on supply chain vulnerabilities creates challenges for early CECL adjustments
EU firms fear dollar liquidity becoming tariff bargaining chip
Eurozone banks rely on dollars for 17% of funding; trade war escalation could affect access
Amid tariff turmoil, banks warned not to fudge IFRS 9 overlays
Flip-flopping US policies challenge loan loss provisioning models; EU regulators take watching brief
Why US banks are not taking their eye off reputational risk
The concept may be removed from supervisory exams, but the 2023 crisis showed the risk is real
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