Berkshire Hathaway outruns index puts it sold pre-GFC
Options that netted Warren Buffett’s company hefty premiums would be worthless at end-2021 market levels
Source: risk.net
📰 Isk Quantum News
Page 38 - Isk Quantum News Today
Fast, Ad-Free News Updates
Stay updated with breaking news from Isk Quantum. Real-time updates on events, politics, business and more.
OCC member default fund contributions jump 8%
CCP’s skin in the game fell slightly in Q4, making up 1.8% of the prefunded total
Options Clearing Corporation Options Clearing Corporation Occ Federal Reserve Bank Of Chicago Learing Members Variation Margin Initial Margin
Source: risk.net
Norway oil fund's derivatives book balloons 192% in H2 2021
Sovereign wealth fund GPFG piled up FX and IR contracts and tapped CDS for the first time
Government Pension Fund Global Central Bank Of Norway Norway Government Pension Fund Global Gpfg Pension Funds Sovereign Wealth Fund Swf Redit Default Swaps Index
Source: risk.net
Lloyds' IMA RWAs up 43% in run-up to Ibor switch
VAR multiplier and RNIV charges rose in 2021 on account of transition risk
Lloyds Banking Group Prudential Regulation Authority Pra Nited Kingdom Uk Risk Free Rates Rfrs Market Risk Isk Weighted Assets Rwas
Source: risk.net
PRA's model clampdown costs NatWest 157bp of CET1 ratio
Measures to remedy internal model deficiencies added £14.8 billion RWAs overnight
United Kingdom Natwest Group Common Equity Tier Prudential Regulation Authority Stricter United Kingdom Natwest Group Common Equity Tier
Source: risk.net
US unit of Barclays close to a VAR breach in Q4
Largest loss-to-VAR ratio at the firm was highest among 10 US intermediate holding companies
Source: risk.net
HSBC's SA market RWAs double on new structural FX rules
Move from Pillar 2 to Pillar 1 for unhedged FX risk adds $6.8bn of RWAs
Prudential Regulation Authority Pra Nited Kingdom Uk Foreign Exchange Isk Weighted Assets Rwas Pillar 1 Pillar 2
Source: risk.net
UniCredit ties buybacks to Russian exposure fallout
The Italian lender could lose as much as 200bp of CET1 ratio from a full write-down of Russia asset
Common Equity Tier Societe Generale Raiffeisen Bank International Russia Ukraine Conflict Ommon Equity Tier 1 Cet1 Capital Capital Adequacy
Source: risk.net
Eurex boosts liquidity buffer by 26%
Increase largely driven by the growth of the CCP’s IRS business
Source: risk.net
Client margin up 39% at HSBC's F&O unit in January
FCM reports highest amount since Q2 2020
Commodity Futures Trading Commission Commodity Futures Trading Commission Cftc Nited States Us Commodity Futures Futures Commission Merchant Fcm Isk Quantum
Source: risk.net