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A buy-side swaps order book – with a difference
First client joins Trad-X Clob, as dealers get nervy about large-scale RFQs
Data shortage hits margin models for Asia banks
Thin trade volumes in local derivatives threaten to undermine key tests for initial margin models
Brexit may spur higher op risk losses – EBA
Largest five op risk losses in 2018 cost equivalent of 2.1% of EU bank's average CET1
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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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Comment
Doing well by doing good
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