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At HSBC, a dynamic margin model takes shape

New paper shows how creditworthiness and concentrations can be reflected into margin requirements

New yorkUnited statesWujiang louJan rosenzweigArchegos capital managementCutting edgePine treeMargin modelsEquity derivativesEquity long shortEquity risk managementPrime brokerageSur take

Chill winds blow for Capitolis s equity swap platform

Fintech’s effort to revive off-balance-sheet funding runs into market and regulatory turbulence

District of columbiaUnited statesJames petersonGil mandelzisGary genslerAndreessen horowitzJustin klugKris devasabaiExchange commissionJp morganCantor fitzgeraldSequoia capitalIonic capitalNew york basedIonic capital trustCapital marketplace

JP Morgan leads US banks on surging VAR capital charges

Requirements connected to commodity positions jumped 426% in the first quarter

Risk quantumJp morganNited states usSystematic riskCapital requirementsCommodity riskHistorical dataInvestment banksMarket riskMarket volatilityStressed value at risk svarAlue at risk varEquity risk managementForeign exchangeInterest rate riskIsk quantum

SocGen cut trading VAR by a third in Q4

Trading risk gauge shrinks to lowest in 17 years

Societe generaleAlue at risk varStressed value at risk svarInterest rate riskEquity risk managementMarket riskMarket risk modellingTrading bookInterest ratesIsk quantum

JP Morgan, Goldman lead US banks in cutting VAR-based charges

On aggregate, requirements connected to commodity positions fell the most, down 28% from end-June

United statesMorgan stanleyJp morganGoldman sachsWells fargoState streetJp morganMorgan stanleyWells fargoState streetBny mellonBank of americaNited states usAlue at risk varCommodity riskInterest rate risk

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