Liquidity
Navigating IFRS 9: strategies for effective implementation and moving beyond
There has been a constant change within the landscape of financial reporting, and IFRS 9 has been proven to be a critical component.
BTFP becomes top source of Fed funding
Emergency lending programme accounts for over 54% of loans extended to US dealers by the central bank
Don’t count on repo to monetise liquidity books, say experts
QT could force banks to sell bonds during stress, underlining need for fair value accounting
Europe’s lenders sail into uncharted waters of the banking book
Regulators are pushing banks to map their credit spread risk. Here be dragons?
‘Restricted lists’ on private-equity backed loans irk investors
Privately owned companies are limiting who can buy their debt, hampering liquidity
Shining a light on fixed income
Traditionally, fixed income as an asset class has presented market participants with several challenges due to the over-the-counter (OTC) model by which the bulk of securities are traded. Observable market data, especially for infrequently or thinly…
Liquidity risk hits multi-year highs at both CME divisions
Changes to clearing member exposures and portfolio composition drive increases
Market ‘not ready’ for US Treasuries clearing mandate
“Client clearing for Treasuries doesn’t really exist,” says Barclays exec, while DTCC points to gaps in market awareness
OCC liquidity risk doubles to all-time high in Q2
Concentration of activity around June expiration responsible for record rise
Calibrating interest rate curves for a new era
Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…
The evolution of buy-side risk: managing the emerging importance of liquidity and climate risk
Risk managers have a tried and tested toolkit for market risk, but recent events and developments have highlighted the need for increasing rigour around liquidity risk and climate risk. This webinar explores the evolving scope of buy-side risk management…
Harnessing the power of data to optimise intraday liquidity management
Aaron Ayusa, director of client success at Baton Systems, explains the benefit of using data derived from real-time reconciliations to optimise intraday liquidity management
Liquidity risk triples at Nasdaq in second quarter
Updated model extends time horizon to seven-plus days
Adapting to economic uncertainty: internal audit’s journey
In this report, internal auditors in different sectors have shared their experiences and strategies, providing valuable insights for others facing similar challenges
Building out Eurex’s home of the euro yield curve ambition
Market participants are at the centre of a plan by Eurex to build an alternative liquidity pool for short-term interest rate derivatives in Europe
UBS leapfrogs global peers following Credit Suisse takeover
Swiss lender reports big increases in RWAs, leverage exposures and other key metrics
On-chain FX’s brave new world excites some, worries others
Trading tokenised versions of currencies on blockchain could slash settlement risk but sceptics raise concerns over liquidity and pricing
US banks reshaped liquidity buffers in Q2
Truist, BofA and US Bancorp lead highly liquid assets pile-up
Banks unravel data conundrum as FRTB implementations stall
This Risk.net rapid read survey report details how much progress banks have made in implementing FRTB and highlights the major challenges they face in gaining data insight, both for the SA and the IMA.
US banks offload FHLB advances after record glut in Q1
First Citizens leads shift, Regions bucks trend
Iosco takes aim at pre-hedging with new probe
Global standard-setter intends to release results of review in third quarter of 2024
Like your CSA dirty? It’ll cost more
Buy-side firms have to pay up if they want to post corporate bonds to their dealers, but prices vary
360° of climate: indices for every objective
This white paper explores a variety of climate strategy targeting objectives, including low carbon, fossil fuel-free and net zero to enable investors to respond to the risks and opportunities of the climate challenge.
Shhh, don’t tell: the struggle to keep skew under wraps
Liquidity recycling by clients has made it more difficult for banks to keep skews quiet