# Covid

##### The evolution of stress-testing capabilities, design and monitoring

Risk technology, data strategy and innovation audiocast series (part 3 of a series of 3)

##### Risk technology to navigate future risk

Risk technology, data strategy and innovation audiocast series (part 1 of a series of 3)

##### Data and risk strategies to hedge against future black swan events

Risk technology, data strategy and innovation audiocast series (part 2 of a series of 3)

##### Hedging valuation adjustment gets cold shoulder from banks

Dealers back the idea of charging for hedging costs but not as part of a new XVA

##### Initial margin – Special report 2021

With many phase five firms in limbo, this special report assesses the issues and key challenges involved, and reveals the changing strategies of firms in meeting their IM responsibilities

##### Zurich’s Scott: don’t levy climate risk capital charges

Imposing set-asides based on stress tests “does not make any sense”, sustainability chief warns watchdogs

##### At TD and RBC, higher deposits weigh on LCR

Higher net cash outflows in Q2 keep liquidity coverage pressures up

FCMs, including Goldman and JP, stump up $44 million to fund FIA Tech push to standardise trade processing ##### Real-time scenario analysis to prepare for the unknown In today’s trading environment, fast, risk-enabled decision-making is increasingly considered a key competitive advantage. In this audiocast, Cboe Data and Access Solutions’ Jerry Hanweck explains how developments in real-time scenario analysis are… ##### Notionals for rates ETDs rise 26% in Q1 Confidence in rate hikes is on the rise, but the jury’s out on how fast ##### Time for BoE to rethink the leverage ratio The disparity of treatment keeps UK banks on an unlevel playing field ##### KWA Analytics reaps the rewards of flexibility ##### EU bail-in debt sales plummeted 47% in H2 2020 Effects of pandemic continue as MREL-compliant liabilities drop, SRB figures show ##### Singapore banks step up their game against internal fraud Firms respond to MAS warnings about dangers of remote working spurred by Covid ##### Deutsche leads eurozone banks on exempted exposures German bank increased central bank reserves currently excluded from leverage ratio the most in Q1 ##### CME rebuts accusations of procyclical margining Merc issues white paper touting strong portfolio-level coverage during pandemic, rebuffs calls for higher MPOR ##### From one extreme to another: Covid upsets loan models once more Unusual economic slumps tripped up models in 2020. Now, they are struggling with fast recoveries ##### BoE relief waives record £718bn off UK banks’ leverage exposures On average, the UK leverage ratio of the top five lenders stood 80bp points higher than the CCR iteration in Q1 ##### Goldman’s market RWAs grew$14.9 billion in Q1

The increase was largely due to higher VAR and SVAR measures

##### RWA density rises at Citi, BNY Mellon and State Street

The eight US G-Sibs reported total assets of \$14.2 trillion, up 5% quarter on quarter

##### Basel would readjust leverage ratio if reserves exempted

Basel’s Rogers says permanent relief for central bank reserves should lead to higher minimum ratio

##### OTC derivatives values surge 36% in 2020

Foreign exchange derivatives were largely responsible for the overall increase in fair values in the second half of last year

##### Insider fraud – Getting security and controls right

Even prior to the Covid-19 pandemic, insider threats were reported to be increasing with 48% of firms indicating that incidents were on the rise within their organisations. Where are so many firms going astray?

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