Market Risk

News and Notes – Fintech

Aladdin, Blackrock, fintech, Market Risk, risk management

Used by rival fund managers, BlackRock’s Aladdin platform links investors to the markets, ensures portfolios hold the right assets and measures risk in the world’s stocks, bonds and derivatives, currencies…

ESMA reports continued high risks as financial markets remain highly volatile

February 19, 2020

bigtech, credit risk, ESMA, liquidity risk, Market Risk

The European Securities and Markets Authority (ESMA) published 2020’s first Trends, Risks and Vulnerabilities (TRV) report. The EU regulator identified continued high risks and a weaker economic outlook as markets…

ESMA risk survey shows “deteriorating” outlook for asset managers and “very high” market risk

September 10, 2019

ESMA, Market Risk, TRV report

The European Securities and Markets Authority (ESMA) has published the second Trends, Risks and Vulnerabilities (TRV) report for 2019. The report identifies a deteriorating outlook for the asset management industry…

ESMA updates for fin-, reg- and suptech on trends, risks and vulnerabilites

March 7, 2019

News and Notes – Fintech

ESMA, fintech, Market Risk, regtech, suptech, systemic risk

Fintech continues to drive innovation in financial services, with potentially far-reaching consequences for both end-users and service providers, said ESMA in a recent report. Crypto Assets (CAs) and Initial Coin…

How final are the Basel Committee’s market risk rules?

January 17, 2019

Josh Galper

Basel III, Regulatory, Risk Management

Basel Committee on Banking Supervision, BCBS, Leverage Ratio, Market Risk, topstory

The Basel Committee’s “Minimum capital requirements for market risk” is a statement of finalization for important bank risk management rules. But is this really a finalization or another stop on…

BIS publishes Minimum capital requirements for market risk

January 15, 2019

Josh Galper

Basel Committee, BCBS, capital requirements, Market Risk

The standard has been revised to address issues that the Basel Committee identified in the course of monitoring the implementation and impact of the framework. This final standard incorporates changes…

ESMA identifies high levels of risk in EU securities markets for Q1

June 7, 2018

News and Notes, Uncategorized

ESMA, Market Risk

The European Securities and Markets Authority (ESMA) issued the latest iteration of its Risk Dashboard, covering risks in the EU’s securities markets for 1Q2018. ESMA’s overall risk assessment remains unchanged from…

BIS mulls changes to market risk capital requirements

March 23, 2018

BCBS, BIS, capital requirements, Market Risk

In January 2016, the Basel Committee on Banking Supervision published the standard Minimum capital requirements for market risk. The proposals included in this consultative document are intended to address issues that the…

Yields.io raises €1.25M to tackle model risk

January 10, 2018

News and Notes – Fintech, Uncategorized

artificial intelligence, Market Risk, Yields.io

Yields.io, a model validation service provider, announced a €1.25 million seed funding round led by Volta Ventures. Yields.io offers automated model monitoring and validation services to the financial sector, identifying…

Measuring risk in the sovereign debt market: A Fed paper balances idealism vs. practicality

July 20, 2016

Richard Stinchfield

Basel III, Collateral Management, Europe, Federal Reserve, Regulatory, Risk Management, Securities Lending, Systemic Risk

Federal Reserve, Market Risk, sovereign debt;, sovereign risk, topstory

Securities Finance and other forms of OTC derivatives have always had the effect of shifting and “rehypothecating” collateral and credit risk between the parties to the transaction. Some activities, like…

Basel: Minimum capital requirements for market risk

January 15, 2016

Josh Galper

Basel Committee, Market Risk, Trading Book