Risikonachrichten
| Titel | Beschreibung | Quelle | Veröffentlicht |
|---|---|---|---|
| Esma still waiting for Indian response to proposed CCP deal | EU regulators deny responsibility for dispute; will not initially enforce clearing ban |
https://www.risk.net/regulation/7956072/esma-still-waiting-for-indian-response-… | |
| Risk.net’s top 10 investment risks for 2023 | Geopolitical frictions, sticky inflation and a hard landing are among the hazards cited by investors |
https://www.risk.net/investing/7956017/risknets-top-10-investment-risks-for-2023 | |
| Options liquidation can be costly. How costly? | New model uses open interest and volume data to calculate the expense of selling an options portfolio during times of stress |
https://www.risk.net/comment/7956003/options-liquidation-can-be-costly-how-cost… | |
| Op risk data: Cerberus fight bites $850m off CIBC | Also: SEC targets dodgy disclosures; Commerzbank’s Wirecard hit. Data by ORX News |
https://www.risk.net/comment/7956022/op-risk-data-cerberus-fight-bites-850m-off… | |
| US credit risk modellers prepare for life after IRB | Stress tests and economic capital calculations may not carry the same weight as Basel ratio |
https://www.risk.net/risk-management/7956021/us-credit-risk-modellers-prepare-f… | |
| Ice Clear Europe collateral spreads a ‘nightmare’, say banks | Risk.net spread analysis shows Ice pays little more than half the rate of other CCPs on cash margin |
https://www.risk.net/risk-management/7955664/ice-clear-europe-collateral-spread… | |
| Was Archegos default a one-in-a-million event? | BoE quant says neglecting high leverage and WWR may create conditions for similar blow-ups |
https://www.risk.net/cutting-edge/views/7956005/was-archegos-default-a-one-in-a… | |
| Ion: after the hack, the clean-up | Some clients now using Ion systems again, but synchronising data with CCPs could take days |
https://www.risk.net/derivatives/7955984/ion-after-the-hack-the-clean-up | |
| Ion cyber outage continues as banks rely on workarounds | ABN Amro, Macquarie, RBC among firms hit; ransom deadline tomorrow, but service may be down for days to come |
https://www.risk.net/derivatives/7955967/ion-cyber-outage-continues-as-banks-re… | |
| Grim repo warning spotlights BNP Paribas booking model | Federal regulators may be targeting French bank’s Paris-based book of US Treasuries |
https://www.risk.net/regulation/7955946/grim-repo-warning-spotlights-bnp-pariba… |
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