Europe
EBA proposes drastic overhaul to supervisory data reporting
Revamp will cut back the number of datapoints and integrate overlapping reports
ABN Amro cuts €1.7bn of RWAs through Blackstone SRT
Deal with asset manager forms bank’s second synthetic transfer in 2025
Eurex dividend futures volumes jump on Iran shock
Turnover triples as investors hedge dividend cuts risk
EBA seeks to allay Simm divergence concerns
EU validator pledges to co-ordinate with global regulators, but retains ability to act alone “if needed”
Deutsche Bank CRO’s year of living dangerously
Marcus Chromik explains his approach to geopolitical risk, operational resilience and AI adoption
CCP default funds grew to record size ahead of Iran war
End-2025 figures show widespread increases in prefunded resources
Iran selloff wipes out dispersion profits
Popular indexes down 5% in March, despite low realised correlation; some short bets see gains
For collateral, can TINA become TIA?
US Treasuries’ dominance as collateral in repo and derivatives is no longer set in stone, argues economist
Osttra hires four from LSEG as post-trade battle heats up
SwapAgent head Nathan Ondyak returns to Osttra following KKR acquisition
Leaked EU plans offer extra temporary relief for FRTB models
Risk factors would need only two observations to be modellable. Do changes foreshadow US Basel III?
Pimco, PGIM say EU securitisation reform falling short
Proposals that lack ambition will fail to revitalise the region’s market, asset managers argue
Oil clearing volumes surge at Ice, CME
Ice Europe nears Brent clearing record midway through March
Iosco chief talks cyber, AI and clearing
Buenaventura discusses Iosco’s role in aiding market resilience and cross-border co-operation
Interest rate crosswinds buffet IRRBB teams
Political intervention and rapid-fire law changes are skewering bank models for forecasting cashflows
LSEG’s TradeAgent to challenge swap confirmation monopoly
Post-trade platform aims to extend clearing efficiencies to bilateral markets beyond SwapAgent
Methodology change drives Eurex liquidity obligation to record
Limiting offsets to private-sector securities pushes estimated hypothetical obligation up 79%
EBRD treasurer Alex van Nederveen retires
Felix Green set to replace 30-year bank veteran later this month
ForexClear stress losses surge as member concentration rises
Top five member share of IM jumps 9pp as stress losses hit six-year high
Long way round: EU banks lament credit spread saga
EBA ditches some of banks’ preferred qualitative reasonings – and shortcuts – for CSRBB exclusion
Banks urge EBA to delay risk benchmarking amid Iran conflict
Risk managers say hypothetical portfolio exercise clashes with severe market turbulence
Morgan Stanley makes cuts to real money FX coverage
Departures from London-based team came as bank was reportedly shedding 2,500 jobs