Latest Risk Management
PTFs clash with banks over ‘done-away’ US Treasury clearing
Trading firms losing patience with banks’ reluctance to unbundle trading and execution
Op risk data: Crypto hack bites Bybit; fat-finger flurry at Citi
Also: OKX gets AML scold, UK motor finance fiasco revs up. Data by ORX News
CME-FICC cross-margin programme sees increased demand
Joint arrangement aids netting, reduces clearing costs and increases capacity
Credit loss database reveals holes in Basel’s IRB formula
Researcher has used two decades of data to propose improved internal model methodology
Iosco chief defends margin transparency standards
More reporting will improve financial system’s resilience, argues Rodrigo Buenaventura
How Citi moved GenAI from firm-wide ban to internal roll-out
Bank adopted three specific inward-facing use cases with a unified framework behind them
US Treasuries
‘More questions than answers’ in race to build repo plumbing
Complexity could slow development of matching and credit-checking tools for US Treasury trades
Hedge funds could look to bypass UST clearing mandate
New paper argues that repo users might relocate offshore or use other means to avoid US Treasury clearing dragnet
Banks divided over CME’s done-away model for UST clearing
Buy side could give thumbs-up if questions on margin protection and guarantee fees are answered
Treasury clearing timeline ‘too aggressive’ says BofA rates head
Sifma gears up for extension talks with incoming SEC and Treasury officials
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German emissions traders swell ECC membership
CCP’s bid for transparency leads to 165-member increase
Op risk benchmarking
For banks, change risk is inevitable; managing it, optional
Regional bank survey shows steady growth of dedicated change risk functions and adoption of leading indicators
Public enemy number one: the threat to information security
Nearly half of domestic and regional banks report risk appetite breaches amid heightened sense of insecurity
Regionals built first-line defences pre-CrowdStrike
In-business risk teams vary in size and reporting lines, but outage fears are a constant
As supplier risk grows, banks check their third-party guest lists
Dora forces rethink of KRI and appetite frameworks amid reappraisal of what constitutes a key counterparty
During Trump turbulence, value-at-risk may go pop
Trading risk models have been trained in quiet markets, and volatility is now looming
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