ALM & Risk Consulting

Surging energy costs prompted by the Iran war have already pushed inflation well above the ECB’s 2% target Read more at The Business Times. Read →

European Central Bank (ECB) officials have said that euro area banks are adjusting to declining central bank reserves while continuing to rely on favourable market conditions to manage liquidity. In a ... Read →

Inflation-linked positioning among US mutual funds and exchange-traded funds is back at levels last seen during the post-pandemic surge in consumer prices. Back then, retail funds used inflation swaps ... Read →

Total market risk-weighted assets (RWAs), which have been calculated under Basel III’s revised standardised approach since January 1, 2025, shrank to $23.8 billion, the lowest since Q2 2024’s $22.5 ... Read →

Geopolitical risk zoomed to the top of financial firms’ worry lists following the outbreak of war in the Middle East. The US-Israeli airstrikes on Iran – and Tehran’s retaliatory attacks on ... Read →

Banks and financial institutions raised over Rs 5.27 trillion through certificates of deposit (CDs) in the January–March quarter (Q4FY26), marking an increase of over 30 per cent both sequentially and ... Read →

Master liquidity management by taking strategies beyond regulatory requirements and mastering intraday liquidity practices Liquidity management remains a core, ongoing priority for banks and sits at ... Read →

Andy Ross, Kalshi’s newly created head of institutional, is keen to emphasise that the prediction markets venue isn’t in the gambling game. But it is in the business of making money from its data. Read →

US money market funds’ (MMFs) utilisation of the Federal Reserve’s overnight reverse repo (ON RRP) window dwindled to just $3.3 billion in January, the lowest since February 2021, split across just ... Read →

Banks are paying significantly higher rates for certificates of deposit, reaching near two-year highs. This reflects intense competition for funds and ongoing liquidity pressures. Several banks, ... Read →

Qatar National Bank (QNB) has warned that an external shock in the energy sector could push the European Central Bank (ECB) into a ... Read →

US systemic banks’ aggregate trading revenue fell 29.8% in the fourth quarter of last year, the lowest since Q4 2024. Read →

The Iran war has made 2026 a year to forget so far for hedge funds trading rates. Curve positions were stopped out in US and Australian dollars, euros and yen as the surging oil price triggered ... Read →

Almost €3tn of emergency liquidity injected by the European Central Bank during the Covid-19 pandemic will have drained from the financial system by 2027, marking a milestone in the normalisation of ... Read →

Banks should prepare to tap regular loan offers by the European Central Bank as quantitative tightening proceeds and liquidity sloshing around the financial system shrinks, according to a blog post ... Read →

Die Anforderungen in BTR 2.3 Tz. 1, 2 und 4 MaRisk zum Management der Zinsänderungsrisiken im Anlagebuch (Interest Rate Risk in the Banking Book, IRRBB) sollen in einer Textziffer zusammengefasst ... Read →

Traditional credit analysis depends on the relationship between defaults, recoveries, and spreads, but the usual balance between the three has arguably disappeared. Bond market maths suggests that in ... Read →

The Securities and Futures Commission of Hong Kong has revealed fresh details of a fixed income and currency (FIC) e-trading platform it wants to see built for the offshore renminbi market. Read →

Funding pressures are beginning to bite smaller private sector banks, with their lending rates inching up even as the broader rate environment stays largely stable. The one-month marginal cost of ... Read →