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Why new EU rules are fuelling greenwashing and how to stop it
Reporting requirements for ESG funds may not solve the problem – a list of harmful investments might
GFXC confirms zero hold times in last look
Chair says checks can’t be used to monitor client market impact – a “game changer” according to some
Fund industry bristles at rush to re-write MMF rules
ICI questions regulators’ assumptions about the role MMFs played in Covid-19 liquidity crunch
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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.
StanChart’s CVA charge up 19% in Q2
Higher capital requirements also at Barclays, Lloyds and NatWest, with HSBC the only outlier among top UK banks
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
US fund filings show CME taking bite out of LCH swaps share
Counterparty Radar: Rivals neck-and-neck after big LCH user cuts swaps book and non-G10 trades surge
Editors' choice
Fee Brothers Black Walnut
Firms adapt backtests and tread lightly to address “huge” overfitting risk, magnified by scarce data
Big Figure
Citi falls under floor
Internally modelled risk-weighted assets (RWAs) at Citi dropped below RWAs calculated using the regulator-set standardised approach in the second quarter, causing the bank to fall under the so-called Collins floor.
Read the full articleCutting Edge
Derivatives
GFXC confirms zero hold times in last look
Chair says checks can’t be used to monitor client market impact – a “game changer” according to some
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