Societe Generale
BNP, Deutsche, SocGen face steep RWAs surge under FRTB SA
Pro forma disclosures for output floor show 2.5–2.8x increases if banks used only standardised formulas – far above peers
Political turmoil rattles Turkish lira carry trade
Echoes of March crackdown that sparked market rout leave traders on alert
LBBW breaches leverage floor in EBA stress test
Adverse scenario would erode €229bn in CET1 capital across 64 banks
Risk managers say second line needs to identify its value-added
Risk Live: Risk functions must see themselves as problem-solvers, but first line should share responsibility
Energy Risk Awards 2025: The winners
Award winners impress with their ability to address illiquidity and bring increased certainty to challenged commodity clients
Basel III overhaul adds €85bn to EU banks’ op RWAs
BNP Paribas, Soc Gen and SEB see largest rises in absolute terms
Societe Generale rejigs liquidity buffer towards sovereign bonds
Central bank cash at smallest share since before pandemic
People: Balaÿ is new broom at CA CIB, Ungari swaps QIS roles at SG
Latest job changes across the industry
SG’s Ungari swaps research for structuring in new QIS role
Veteran researcher and strategist ‘putting things into action’ with new remit
French banks’ equity VAR surges to multi-year highs
Volatility pushes fourth quarter readings at BNP Paribas, Crédit Agricole and SocGen to levels unseen in recent years
Markets worry EU’s reporting simplification will add to burden
Rather than reducing firms’ obligations, market participants fear it could end up increasing requirements
SG looks beyond equity derivatives in new markets push
French bank aims to expand fixed income business to achieve “more stable” revenues across asset mix
Quant of the year: Julien Guyon
Risk Awards 2025: Volatility modeller par excellence (and football fan) achieved breakthrough with joint calibration of S&P and Vix options
Derivatives client clearer of the year: Societe Generale
Risk Awards 2025: French dealer rides CTA wave with 9.6% jump in US clearing business
SocGen makes Americas FX push with string of new hires
French bank eyes US and Latin American real money clients
More cleared repo sponsors join Eurex ahead of cross-margining
End of TLTROs for banks and pension fund search for liquidity management tools drives uptake
CME’s FX Link sees bumper volumes as dealer use cases grow
Offsetting rates impact and FX swaps price discovery cited as new reasons to use venue
Quant finance house of the year: Societe Generale
Asia Risk Awards 2024
Structured products house of the year: Societe Generale
Asia Risk Awards 2024
SocGen closest to TLAC minimum among G-Sibs
Gap between bail-in funds and required amounts narrows at Canadian lenders; Wells Fargo buffer smallest in US
Asia Risk Awards 2024: The winners
All the winners of this year's Asia Risk awards