May 27, 2022 - Ads For Marketing Campaigns

Archegos, LME show swaps data blindspots – CFTC chair

Posted by Randy KelleyMarketing & DevelopmentArchegos, blindspots, CFTC, chair, Data, Show, swapsPosted on May 27, 2022

Regulator is actively looking to beef up reporting and data aggregation capabilities for index swaps

Standard risk measures low-balled Archegos exposures

Posted by Douglas SainzMarketing & DevelopmentArchegos, exposures, lowballed, Measures, risk, StandardPosted on May 27, 2022

When a potential blow-up doesn’t show up, what use are VaR, SA-CCR and stress tests?