Uncategorized @ch

Recent jumps in FAANG stocks indicate vulnerabilities for banks

Last week, the shares of US tech giants Amazon and Facebook owner Meta Platforms showed exceptional price swings. Both shares are widely held by hedge funds. According to Reuters, eight…

Read more

Orbit36 to present at U.S. Stress Testing Conference

I feel honored to be invited as speaker to the “3rd Annual Best Practices for Stress Testing in Financial Institutions” conference in New York. This premier GFMI event brings together…

Read more

Is collateralized lending the trigger for the next stock market crash?

The collapse of two Bear Stearns hedge funds in July 2007 is in hindsight often seen as the first warning signal of the approaching financial crisis. Possibly, the default of…

Read more

Orbit36 cited in the Wall Street Journal

Orbit36 and Andreas Ita feel very honored to be quoted in the September 22, 2021 edition of the Wall Street Journal.  The excellent article “Credit Suisse’s Archegos Disaster Exposes Cracks…

Read more

Credit Suisse’s Archegos case – fundamental questions remain unanswered

Following the $5.5bn loss with hedge fund Archegos, the Board of Directors of Credit Suisse appointed a Special Committee to conduct an independent external investigation of the case. The results…

Read more

Did the UK regulator disable the alert system on Archegos trades?

Prime brokerage is a global business. Investment banks and their clients will always arrange their trades in the jurisdictions that are most favourable to them. According to media reports, Archegos…

Read more

Orbit36 presence at 24th Annual Bank Capital Management Conference

We are grateful that Orbit36 was invited again this year to the Marcus Evans Annual Bank Capital Management Conference. This industry-leading event includes mainly speakers from banks, banking supervisors and…

Read more

Archegos case reveals flaws in RWA calculation and Stress Testing methods

The large losses of some banks in their derivatives transactions with hedge fund Archegos indicate serious shortcomings in regulatory capital regulation and stress testing methods for collateralized OTC derivatives according…

Read more

Archegos – A déjà vue of wrong risk-return pricing?

Did Credit Suisse’s Board forget the lessons from the 2008/2009 financial crisis? A key lesson learned was that banks need to price the risks they take appropriately and that investment…

Read more

Orbit36 lanciert Board of Directors Training

Mehrere Ereignisse haben gezeigt, dass eine korrekte Einschätzung der Risiken in Banken entscheidend ist, um Verluste und Reputationsschäden zu vermeiden. Die Mitglieder des Verwaltungsrates einer Bank müssen über ausreichende Bankfachkenntnisse…

Read more
Scroll to Top