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$899m margin breach at FICC s mortgage unit

Three-day move in TBA prices on June 9 triggered second-highest backtesting deficiency to date

Clearing corporationCommittee on paymentsIncome clearing corporationFederal reserveInternational organization of securitiesFixed income clearing corporationMarket infrastructuresInternational organizationSecurities commissionsDepository trustRisk quantumDepository trust amp clearing corporation dtccNited states usMortgage backed securities mbsLearing membersFixed income

Bailed-out Uniper suffered €14bn derivatives markdown in H1

Company cut value of gas forwards contracts due to risk of reduced deliveries from Russia

Nord streamRisk quantumCommodity derivativesCommodity futuresEnergy derivativesEnergy marketsArk to market valuationArk to modelEvel 3 assetsRussia ukraine conflictNatural gasBalance sheetFair valueIsk quantum

Natixis fined for mismarking US rates and equities positions

Former rates trader overstated P&L by $25m, while equities traders smoothed profits after 2018 windfall

Blaise brochardUs commodity futures trading commissionFutures trading commissionCommodity futures trading commission cftcNited states usInterest rate derivativesNterest rate swapsArk to market valuationEquity derivativesArking the close

Netting uncertainty inflates Citi s Russia exposure

Russia made up 1.2% of the bank’s top 25 exposures by country, up from 0.8% in Q1

Russia ukraine conflictClose out nettingExposure modellingCountry riskArk to market valuationIsk quantum

Allianz, Generali post €52bn in fair value losses in H1

Bond portfolio values crash as equities tailwinds fades

Ark to market valuationFair valueSolvency iiBuy sideSovereign bondsIsk quantum

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