Comment UST repo clearing: considerations for ‘done-away’ implementation Citi’s Mariam Rafi sets out the drivers for sponsored and agent clearing of Treasury repo and reverse repo 24 Oct 2024
Comment FX algo users change tack to navigate market doldrums BestX data finds traders ditching TWAP in favour of more opportunistic execution styles 20 Aug 2024
Comment Op risk data: Payday lender Skytrail sees $1.4bn disappear Also: Cartel claims cost European bond dealers dearly, plus oil price gouging and crypto cover-ups. Data by ORX News 19 Aug 2024
Comment For US Treasury troubles, treat the cause not the symptom Regulatory alarm about hidden risk in the Treasury futures market misses the point, fund association execs write 19 Aug 2024
Comment Corporate ‘greenium’ reveals effect of ESG rules on returns Analysis of sustainable products shows how SFDR has caused a shift in investor behaviour, writes economist 12 Aug 2024
Regulation Honey, I shrunk the Fed. (Not a sci-fi fantasy) Promoting the discount window may be the Fed’s key to shrinking its $7trn balance sheet, says Bill Nelson 09 Aug 2024
Comment For the Fed discount window, destigmatisation starts at home US supervisors must change tack to encourage central bank liquidity utilisation, writes Bill Nelson 19 Jul 2024
Comment Op risk data: UBS takes a giant Greensill pill Also: Nasdaq insider trading rap; Trafigura travesty; further Citi fat-finger fail. Data by ORX News 17 Jul 2024
Comment Sovereign ‘greenium’ differs more than you might think Term structure data shows wide variation in yields for green sovereign debt, argues economist 12 Jul 2024
Comment How a ‘sushi circle’ approach can improve credit risk management AI can help banks shift from manual corporate loan reviews to continuous, digitised risk monitoring, as four practitioners explain 05 Jul 2024
Comment Gearing up for FX’s blockchain resurgence FX markets can benefit from the digital asset revolution but need to pay attention now, says LMAX Group’s Mercer 04 Jul 2024
Comment Covid-induced Eurobonds mark step towards EU financial cohesion Successful issuance points to greater pan-European sharing of risk 26 Jun 2024
Comment Banks must break data silos to improve pricing decisions Data consistency is increasingly key to judging risk and reacting quickly in a crisis, writes former XVA practitioner 24 Jun 2024
Comment Reframing the Fed’s discount window Funding window incentives and collateralised credit lines could transform bank liquidity in a crisis, argues Bill Nelson 20 Jun 2024
Comment Decoding the decoupling in US and eurozone inflation ECB rates cut and Fed’s refusal to follow suit point to differing fundamentals in stateside and EU economies 17 Jun 2024
Comment Op risk data: Japan’s giant bitcoin break-in makes a monster loss Also: Citi’s fat-finger fallout; HSBC pays for unfair customer treatment; Visa and Mastercard fined over ATM fee-fixing. Data by ORX News 14 Jun 2024
Comment How Argentina’s financial tango could become a dance of death Central bank and government’s unholy alliance is storing up further trouble for economy 05 Jun 2024
Comment Op risk data: TD Bank takes US reg pill in purported drug-related AML fails Also: SCB fraud bill rising fast; Postbank pain for Deutsche Bank. Data by ORX News 16 May 2024
Comment Podcast: Olivier Daviaud on P&L attribution for options JP Morgan quant discusses his alternative to Greeks decomposition 03 May 2024
Comment Falling T2 balances bode well for eurozone’s stability Impact of fragmentation would be less severe today than in 2010s, says Marcello Minenna 01 May 2024
Comment Op risk data: Tech glitch gives customers unlimited funds Also: Payback for slow Paycheck Protection payouts; SEC hits out at AI washing. Data by ORX News 15 Apr 2024
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Comment
UST repo clearing: considerations for ‘done-away’ implementation
Citi’s Mariam Rafi sets out the drivers for sponsored and agent clearing of Treasury repo and reverse repo
Op risk data: Macquarie mauled by securities mismarks
Climate stress tests are cold comfort for banks
Op risk data: Shady loans robbing Reliance of $1.1bn
FX algo users change tack to navigate market doldrums
BestX data finds traders ditching TWAP in favour of more opportunistic execution styles
Op risk data: Payday lender Skytrail sees $1.4bn disappear
Also: Cartel claims cost European bond dealers dearly, plus oil price gouging and crypto cover-ups. Data by ORX News
For US Treasury troubles, treat the cause not the symptom
Regulatory alarm about hidden risk in the Treasury futures market misses the point, fund association execs write
Corporate ‘greenium’ reveals effect of ESG rules on returns
Analysis of sustainable products shows how SFDR has caused a shift in investor behaviour, writes economist
Honey, I shrunk the Fed. (Not a sci-fi fantasy)
Promoting the discount window may be the Fed’s key to shrinking its $7trn balance sheet, says Bill Nelson
For the Fed discount window, destigmatisation starts at home
US supervisors must change tack to encourage central bank liquidity utilisation, writes Bill Nelson
Op risk data: UBS takes a giant Greensill pill
Also: Nasdaq insider trading rap; Trafigura travesty; further Citi fat-finger fail. Data by ORX News
Sovereign ‘greenium’ differs more than you might think
Term structure data shows wide variation in yields for green sovereign debt, argues economist
How a ‘sushi circle’ approach can improve credit risk management
AI can help banks shift from manual corporate loan reviews to continuous, digitised risk monitoring, as four practitioners explain
Gearing up for FX’s blockchain resurgence
FX markets can benefit from the digital asset revolution but need to pay attention now, says LMAX Group’s Mercer
Covid-induced Eurobonds mark step towards EU financial cohesion
Successful issuance points to greater pan-European sharing of risk
Banks must break data silos to improve pricing decisions
Data consistency is increasingly key to judging risk and reacting quickly in a crisis, writes former XVA practitioner
Reframing the Fed’s discount window
Funding window incentives and collateralised credit lines could transform bank liquidity in a crisis, argues Bill Nelson
Decoding the decoupling in US and eurozone inflation
ECB rates cut and Fed’s refusal to follow suit point to differing fundamentals in stateside and EU economies
Op risk data: Japan’s giant bitcoin break-in makes a monster loss
Also: Citi’s fat-finger fallout; HSBC pays for unfair customer treatment; Visa and Mastercard fined over ATM fee-fixing. Data by ORX News
How Argentina’s financial tango could become a dance of death
Central bank and government’s unholy alliance is storing up further trouble for economy
Op risk data: TD Bank takes US reg pill in purported drug-related AML fails
Also: SCB fraud bill rising fast; Postbank pain for Deutsche Bank. Data by ORX News
Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition
Falling T2 balances bode well for eurozone’s stability
Impact of fragmentation would be less severe today than in 2010s, says Marcello Minenna
Op risk data: Tech glitch gives customers unlimited funds
Also: Payback for slow Paycheck Protection payouts; SEC hits out at AI washing. Data by ORX News