Page 8 - Internal Models News Today

Print this page   The once monopolistic market for portfolio optimisation is entering a fresh era of competition and investment, as a new leverage regime nudges dealers to adopt next-gen rebalancing services in place of traditional rates compression. In January, Quantile Technologies – one of the earliest rivals to first-mover TriOptima in rates compression – secured a $51 million investment from US private equity firm, Spectrum Equity. The same month, IHS Markit pumped $113 mi...

Annual Accounts 2020 The management report [1] is an integral part of the ECB’s Annual Accounts and is designed to provide readers with contextual information related to the financial statements. [2] Given that the ECB’s activities and operations are undertaken in support of its policy objectives, the ECB’s financial position and result should be viewed in conjunction with its policy actions. To this end, the management report presents the ECB’s main tasks and activities, as well as the...

Ratio of advanced approaches RWAs to regulator-set measure declined in the wake of the Covid recession

Risk.net Print this page   Barclays had the largest amount of market risk-weighted assets of the banks featured in the European Banking Authority’s latest transparency exercise. The UK lender had €39.1 billion ($47.8 billion) of this kind of RWAs, used to set capital requirements for trading risks, as of end-June 2020, equal to 11% of its total RWAs. HSBC had the second-most market RWAs, with €31.4 billion, making up 4% of its total, followed by BNP Paribas, with €30.3...