Experts debate whether defaulted TRS positions should have become house exposures immediately
Standard risk measures low-balled Archegos exposures
When a potential blow-up doesn’t show up, what use are VaR, SA-CCR and stress tests?
Archegos, LME show swaps data blindspots – CFTC chair
Regulator is actively looking to beef up reporting and data aggregation capabilities for index swaps
Emir data may have exposed Archegos, but not in real time
Entity-level reports were limited to supervisors, leaving counterparty banks in the dark
Only regulators can clear up Credit Suisse’s Archegos mess
Shareholders were right to keep officers and directors on the hook until all the facts are known
US pension fund sues Credit Suisse over Archegos failures
Lawsuit alleges top execs breached fiduciary duties; Credit Suisse shareholders block board exoneration
Archegos revisited: the gaps in Credit Suisse’s story
Ahead of shareholder vote, former execs point to gaps in key report – raising new questions about accountability
After Archegos, a bigger role for XVA desks?
Credit Suisse has stalled on call to expand XVA remit; others think it would have helped, but disagree on how
Archegos report details margin failings at Credit Suisse
Dynamic margining and a $150,000 software fix for ‘bullet swaps’ could have saved the bank $3 billion
Nomura hires McKinsey to examine Archegos failings
Risk framework under external review as DOJ reportedly opens probe into fund’s collapse