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  • BIS: Model Risk At Central Counterparties: Is Skin-In-The-Game A Game Changer?

    Date 25/05/2020

    Focus

    We investigate how central counterparties (CCPs) manage counterparty credit risks. CCPs play a key role in clearing derivative trades. They stand between clearing members, insuring them against counterparty credit risks. To manage these risks, CCPs ask their clearing members for collateral, ie initial margin. Model risk arises when a CCP underestimates potential credit losses in its initial margin model. If model risk were to materialise at a time of stress, it could lead to the CCP's failure - with systemic consequences.

  • Moscow Exchange: Concentration Limits Per Issuer Change On Securities Market

    Date 25/05/2020

    CCP NCC is establishing new concentration limits per issuer on Securities market from June 1, 2020

  • EUROFIMA Displays Benchmark Green Bond On LGX

    Date 25/05/2020

    The Luxembourg Stock Exchange (LuxSE) and EUROFIMA today announced the admittance of EUROFIMA’s new 10-year, EUR 750 million green bond for trading and listing on LuxSE’s regulated market and subsequent display on the Luxembourg Green Exchange (LGX).

  • EBA: COVID-19 Is Placing Unprecedented Challenges On EU Banks

    Date 25/05/2020

    The European Banking Authority (EBA) published today a preliminary assessment of the impact of COVID-19 on the EU banking sector. With the global economy facing unprecedented challenges, banks entered the health crisis with strong capital and liquidity buffers and managed the pressure on operational capacities activating their contingency plans. The crisis is expected to affect asset quality and, thus, profitability of banks going forward. Nonetheless, the capital accumulated by banks during the past years along with the capital relief provided by regulators amounts on average to 5p.p. above their overall capital requirements (OCR). This capital buffer should allow banks to withstand the potential credit risk losses derived from a sensitivity analysis based on the 2018 stress test.

  • Moscow Exchange: Risk Parameters Change On Securities Market

    Date 25/05/2020

    CCP NCC is changing the list of assets that can be accepted as collateral and market risk rates on Securities market starting from June 1, 2020.

MV 120 X 600 Hard to Reach