ALM & Risk Consulting

The US Treasury clearing mandate would save $207 billion in leverage exposures for the supplementary leverage ratio (SLR) across six global systemically important banks (G-Sibs), according to analysis ... Read →

Feb 23 (Reuters) - European Central Bank President Christine Lagarde receives about 140,000 euros ($165,466) a year as a Bank for International Settlements (BIS) board member despite an ECB ban on ... Read →

Christine Lagarde receives about €140,000 a year as a Bank for International Settlements board member despite a European Central Bank ban on third-party payments to staff. Some ECB employees, using ... Read →

Treasury bill yields have declined again within a month as rising liquidity in the banking sector reduces pressure on government borrowing. At the latest auction held today (22 February), yields on ... Read →

This year’s sudden spike in overnight rates on the interbank market to around 17 percent per year in a single session startled many observers. Read →

A number of Governing Council members are perplexed by the lack of pushback. Read more at straitstimes.com. Read more at straitstimes.com. Read →

ECB estimates digital euro implementation will cost European banks 4-6 billion euros. Banks to cover costs via fees. Read →

Multi-dealer repackaged note platform Spire has added BBVA to its panel of banks, marking its first new dealer since RBC Capital Markets joined in April 2023. Read →

ECB chief Christine Lagarde insists she’ll complete her term, despite reports of an early exit to influence the French election. DW asks whether Europe must better shield its institutions from a ... Read →

Christine Lagarde may stay at the ECB until 2027 but what does that mean for mortgages, savings and living costs in Europe? Read →

The chief reassures policymakers she is still focusing on leading Europe’s most important financial institution Read more at The Business Times. Read →

The Central Bank of Nigeria (CBN) sterilised over N3.57 trillion within three days as deposit money banks parked surplus cash in the CBN’s Standing ... Read →

Everyone owns climate risk – which often means no-one does. In some cases, literally so. In Risk.net ’s inaugural Climate Risk Benchmarking exercise, median size of central climate risk teams is four ... Read →

Hana Financial Group saw the sharpest quarter-on-quarter uptick, with marketable deposits – a category which includes CDs – growing 58.1% to 21.1 trillion won ($14.6 billion). Over the same period, ... Read →

Lange galt Liquidität als beherrschbares Risiko. Solange Märkte funktionierten und Refinanzierungsquellen stabil erschienen, rückten andere Themen stärker in den Vordergrund. Doch steigende Zinsen, vo ... Read →

The FT reported today the growing evidence that Christine Lagarde will step down early from the European Central Bank presidency, allowing President Emmanuel Macron to have a say in her successor ... Read →

She is said to be keen on Macron and German Chancellor Merz to be the key deciders in who succeeds her. Read more at straitstimes.com. Read more at straitstimes.com. Read →

Trading in overnight index swaps referencing the effective federal funds rate outpaced activity linked to the secured overnight financing rate, or SOFR, in the second half of 2025, as US repo markets ... Read →

Brian Donnelly almost gave up on competing for US retail options order flow a little over a year ago. Volant Trading, the global market making firm Donnelly founded in 2006, struggled for three years ... Read →

How should we characterise market impact? For practitioners, it’s an obstacle that considerably increases the cost of trading. For most financial economists, however, it’s a short-lived effect that ... Read →