Eurex's fixed income and IRS units hit by almost 700 breaches
Peak breaches in Q1 were €706 million and €214 million in size, respectively
Source: risk.net
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BNY Mellon offers 'seg-light' custody model to aid IM prep
Pre-prepared docs would cut unnecessary account fees and reduce risk of trading halts
Source: risk.net
SwapClear incurs record number of margin breaches
LCH’s interest rate derivatives clearing service reported over 4,000 backtesting exceptions in Q1
Initial Margin Default Risk Interest Rate Derivatives Interest Rates Margin Models Ark To Market Valuation
Source: risk.net
BoE: regulators could push CCPs to publish margin shocks
Russia-Ukraine war has forced a tenfold margin funding burden, says BNP; Ice says smaller hedgers face disenfranchisement
Barry King Futures Industry Association International Derivatives Expo Commodity Futures Commodity Futures Trading Commission Cftc Bank Of England Boe
Source: risk.net
Clearing industry braces for volatility 'super-cycle'
Green transition may fuel higher cash demands and more risk events, FCMs warn
Gary Saunders Alicia Crighton Goldman Sachs London Metal Exchange Lme Futures Industry Association Fia Goldman Sachs
Source: risk.net
Nickel price chaos triggered $2bn margin breach at LME
The CCP reported its largest breach ever in March, as commodities prices went wild
Source: risk.net
After nickel-gate, Esma may seek data from more non-EU CCPs
Supervisor concerned lack of granular data on exposures could leave it flat-footed on LME-style risk events
City Of United Kingdom London Metal Exchange European Securities And Markets Authority Esma London Metal Exchange Lme Nited Kingdom Uk
Source: risk.net
FTX's 'easy-access' clearing stokes fears over runaway risk
Crypto exchange will auto-liquidate underwater positions, which critics say could fuel a death spiral in prices
Sam Bankman Tony Blair Bill Clinton Crypto Bahamas Commodity Futures Trading Commission Cftc Learing Members
Source: risk.net
SA-CCR could spur move to FX futures
Impact of new capital rules on swaps pricing could see shift to the exchange-traded product, say panellists
Eurex Clearing Buy Side Capital Requirements Redit Risk Capital Xchange Traded Products Etps Foreign Exchange
Source: risk.net
Client margin up 43% at Mizuho's F&O in Q1
US unit of Japanese bank overtakes Credit Suisse, Barclays, UBS and Interactive Brokers to become seventh largest FCM
Commodity Futures Trading Commission Mizuho Financial Group Commodity Futures Trading Commission Cftc Nited States Us Learing Members Initial Margin
Source: risk.net