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UBS takes standardised approach for FRTB – for now
Swiss bank is one of the largest to drop internal models; sources say it could switch later
CCAR methodology may give first glimpse of Fed’s transparency drive
Industry calls for more details on Global Market Shock and new private equity treatment
Shifting credit markets could push SRT pricing wider
Rising volatility may force issuers to adjust pricing in line with broader credit spread trends
Risk data
Gould stands by OCC decision to end exams for reputation risk
Comptroller nominee also blames SVB failure on poor supervision, not tailoring rule
Credit markets brace for Trump tariffs fallout
Traders have largely shrugged off the threat of global trade wars, but worries remain about economic weakness
A peek under the hood of Canadian banks’ new CVA machine
Disclosures from the country’s top dealers offer first glimpse of how FRTB reforms can reshape capital gauge for potential losses on derivatives
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Market turmoil
Hedge funds flock to hybrids to trade macro uncertainty
Firms repurpose structure made popular by Trump trades last year
EU debt wave raises dealer capacity concerns
Ongoing QT and upcoming defence spending piles pressure on bank balance sheet supply, say dealers
ALM desks await rebound after euro swap spread hit
Bank treasury desks still feeling pain on bond and asset swap positions that saw big losses last year
Haidar Capital founder sees global yield curves steepening
‘Gigantic’ funding needs set to pressure long-dated European and US bonds
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Singaporean banks see surge in systemic risk indicators
2024 figures show underwriting activity spike across the board
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
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BlackRock bucks trend in shrinking IRS market for Ucits
Counterparty Radar: Pimco boosts pay-fixed book by $27.5 billion in H1 2024
Bank regulation
Industry fears Emir 3.0 fast model approval will cause delays
More model changes could be caught by proposed criteria for defining significance
CFTC’s enforcement resolution sprint has no expiration date
But firms that offered settlements in first two weeks will be prioritised for 30-day turnaround
Bowman’s ascent sparks office intrigue at the Fed
Trump’s vice-chair for supervision pick is said to have a prickly relationship with Powell
Tug of law: EC’s FRTB compromise plan can’t please everyone
Leaked draft consultation unlikely to reconcile the global versus regional bank divide
AI survey 2025
Risk.net survey finds banks embracing a twin-track approach to AI in the front office: productivity tools today; transformation tomorrow
Clearing
No need for repo clearing ‘cannon’ in Europe, says industry
Observers question rationale for a clearing mandate, calling for clearer incentives
NSCC liquidity shortfalls raise T+1 concerns
Lagging FX settlement processes could become a problem for clearing houses
Basis traders mull UST self-clearing as response to SEC mandate
Inter-affiliate exemption requested by hedge funds could ease shortage of clearing capacity
CCP models vulnerable to Trump risk
Volatility of ‘will he, won’t he’ tariff strategy could confound clearing house risk models
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