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Data shortage hits margin models for Asia banks
Thin trade volumes in local derivatives threaten to undermine key tests for initial margin models
FX traders dump short-dated options on Brexit mire
Attention turns to long-dated positions after failed no-confidence vote
G-Sib leverage makeups differ by region
Median US G-Sib has higher share of exposure measure made up of derivatives and repo than EU peer
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Risk Quantum
Data insights, delivered daily
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.
Editors' choice
Banks warned on holes in EU’s proposed Brexit relief
Potential EC, French and German no-deal relief is expected to be short-lived and incomplete
Big Figure
CVA spike
Standard Chartered's credit valuation adjustment (CVA) capital requirement more than doubled in the third quarter. The UK bank’s CVA charge increased to £77 million ($99 million) at end-September from £29 million three months prior. It’s the highest level the charge has been at since end-2016.
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