HeyJaredMichael Paterakis
- Indexed articles, last 90 days
- 4
- Latest publication
- Sep 25, 2026
- Outlet visibility, for Risk.net
- Top 5M sites
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- Jul 28, 2026
Latest articles
Banks try to prepare for – not predict – geopolitical shocks - Risk.net (opens the original)
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Banks are responding to the challenge posed by fast-moving, unpredictable geopolitical shocks by not predicting them. The goal at KeyBank – the $186 billion-asset US regional lender – is to inoculate the banking book, so it doesn’t matter what path interest rates take. “I want to be in a position that I don’t care,” said Peter Cai, chief market and treasury risk officer at KeyBank. Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
Ucits funds ramped up macro trades in latest data - Risk.net (opens the original)
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European Ucits funds sharply expanded their use of foreign exchange and rates derivatives in the second half of 2025, while credit books tilted further towards broader, more bullish index positions. Notional grew rapidly across four of the five instruments tracked by Risk.net’s Counterparty Radar database – FX forwards, interest rate swaps, inflation swaps, index CDSs and single-name CDSs – with Only users who have a paid subscription or are part of a corporate subscription are able to print or
On buy side, equity index options tilted bullish in Q1 - Risk.net (opens the original)
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As the year began, equity index options books at US funds and life insurers became less bearish, extending a long-running trend. The measure is crude – it tracks the notional of bought puts and sold calls as a share of all options – but captures thousands of trades reported by scores of buy-side firms, and is comparable across quarters. In the first quarter, the share of short positions reported Only users who have a paid subscription or are part of a corporate subscription are able to print or
US funds become fixed-rate payers in swap market - Risk.net (opens the original)
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The latest derivatives disclosures from US mutual funds and life insurers show a continuing tilt away from fixed-rate receivers, a surge in inflation swap trading, and the usual crop of bumper trades and book changes – this time involving BlackRock, Goldman Sachs, Nomura and Pimco, among others. The highlights from the data are summarised below, covering interest rate products; follow-up articles Only users who have a paid subscription or are part of a corporate subscription are able to print or
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