SOFR swap basis could pose ‘systemic risk’

Trading curbs must be loosened to prevent tripling of unhedgeable basis risk, says senior banker The post SOFR swap basis could pose ‘systemic risk’ appeared first on Buy It At A Bargain – Deals And Reviews.

Rogue algos could spark ‘systemic’ crashes, warns Goldman exec

Device proliferation and digital assets also altering risk environment, says Europe op risk head

The post Rogue algos could spark ‘systemic’ crashes, warns Goldman exec appeared first on Buy It At A Bargain – Deals And Reviews.