Risk Quantum

Data insights, delivered daily

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Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

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Japan’s GPIF divests $1.5bn in Russia-linked assets

Pension fund cut exposure to country by 95% in the 12 months to March

Counterparty Radar

Matchmaking and benchmarking for OTC derivatives

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Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info

 
US mutual funds retreat from inflation hedges

Counterparty Radar: Volumes down 44% as Pimco slashes positions; Western Asset and JP Morgan buck the trend

 
Loan loss forecasts fall short

US systemic lenders have continued to lowball simulated loan losses in the Federal Reserve’s stress test, with the gap between their respective estimates widening further. This year, the gap was $83.6 billion or 34% short of the Fed’s estimate. Last year, the gap was $64.8 billion, or 28%.

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