Latest Risk Management
Op risk data: At Trafigura, a $1 billion miss in Mongolia
Also: Insurance cartels, Santander settlement and TSB’s “woeful” customer treatment. Data by ORX News
Cyber risk can be modelled like credit risk, says Richmond Fed
US supervisors may begin to use historical datasets to assess risk at banks and system-wide
Clearing bottlenecks blamed for muted volumes at FMX
Regulatory hurdles and market conditions have also hampered CME rival since its September launch
CCPs’ skin in the game drops to historic low
Clearing members bear increasing load, analysis of 15 clearing houses shows
Barclays and HSBC opt for FRTB internal models
However, UK pair unlikely to chase approval in time for Basel III go-live in January 2026
How the rate hike cycle emboldened banks’ deposit modelling
But just because depositors didn’t react quickly doesn’t mean it will never happen
Risk Live USA
MUFG blocks vendors that refuse to reveal subcontractors
Risk Live: US arm of Japanese megabank asks first line to sign written waivers when risk advisories are ignored
Citizens’ growth won’t bow to regulatory thresholds, CRO says
Risk Live: Bank faces stricter capital and liquidity requirements if it crosses $250 billion in assets
US cyber cops: report hacks without fear of sanction
Risk Live: Cyber incident reports won’t automatically be referred to regulators, investigators say
SEC’s Peirce calls for US Treasury clearing delay
Risk Live: Current timeline impractical, commissioner warns; proposes task force to steer implementation
Risk Quantum
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Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Mizuho faces steepest capital squeeze from Basel floor
Fully floored RWAs would cut core capital ratio by 244bp, the sharpest drop among Japanese megabanks
US treasuries clearing
Netting hurdles could decide the US Treasuries clearing race
Competing CCPs must resolve accounting and cross-margining obstacles to benefit from SEC mandate
Accounting fix needed for done-away Treasury clearing – DTCC
Splitting UST execution and clearing “not viable” for clearing brokers under current regime
BNY to launch ‘done away’ UST and repo clearing service
Service aims to offer collateral efficiencies for tri-party repo, and create much needed clearing capacity
Gensler to stick to Treasury clearing timetable
SEC chief promises to keep up the pressure for done-away trades
Rough patch: CrowdStrike sparks an auto-update debate
Automating software updates helps keep hackers at bay but can introduce op risk; banks balance the two
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