Increase in mark-to-model holdings threatens to inflate too-big-to-fail lenders’ systemic profile
Upgrade in systemic status would depend on extent of migration from UK-based Ice Clear Europe
“A sizeable majority” of European CDS users are shifting their business to CDSClear in Paris
The author investigates the Royal Commission into Misconduct in the Banking, Superannuation and Financial Services Industry and its most prominent cases, as well as detailing examples of operational risk events that the commission did not cover.
Trend reverses as bilateral settlement of OTC derivatives loses previous year’s gains
Russia’s Sberbank skipped this year’s G-Sib assessment. But just because a bank is invisible doesn’t mean it no longer poses a risk
Every indicator up on previous year, only the second time in G-Sib assessment history
New carve-out of intra-bloc exposures prompts drop in French bank’s surcharge
Overseas lending and borrowing largest contributor to scores of banks in Canada, EU, Japan, Singapore, Switzerland and UK
Swiss dealer sees biggest score increase under revised substitutability category in G-Sib assessment
Overhaul in substitutability category pushed US bank's capital surcharge to 2%
Second-largest US lender assigned to 2% capital add-on bucket in latest systemic risk assessment
Delivery risk means algos should never supplant humans in commodity futures markets, argues exchange executive
Revision in substitutability category inflates mid-sized banks’ score, lowers G-Sibs’
Bank’s activity in secondary market is 2.4 times Deutsche Bank’s
The authors put forward a systemic risk measurement model and measure systemic risk in China's banking sector for the period 2013-18.
International standards needed to support growing preference for Basel Pillar 2 approach
Indicators justify hikes in countercyclical capital buffer, but shock-driven recession looms large
Former Fed adviser welcomes long-advocated Treasuries clearing mandate
Rules must address uncertainty and risks, and not be too complex, says Bank of Italy's Trapanese
Private funds say they are collateral damage of poorly drafted push to regulate PTFs
Number of clearing members with total requirements of €10bn and above has been increasing since 2017
This study focuses on the foundational technology of fintech to address the challenges posed by its specific form of risk.
Geovol risk gauge built by Nobel laureate Robert Engle to become Global Covol