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China throws up challenges for alternative premia funds
Poor data, curbs on trading and regulatory change put a new spin on the investment approach
HSBC led EU G-Sibs on collateralisation in 2018
UK bank posted €908 billion for derivatives and SFTs as of year-end
LCH plans major forex clearing expansion
CCP to tackle cash-settled options, deliverable swaps and standalone service for deliverable forwards
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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
US swaps end-users cry foul over SA-CCR punch
Capital on non-margined trades jumps 90%, and energy firms face double hit
Big Figure
Bank insecurity
The 11 systemically important banks in the European Union were exposed to €401 billion ($454 billion) of securitisation risk in aggregate at end-2018, Risk Quantum analysis shows, with more than a third held by just two lenders: Banco Santander and Deutsche Bank. The Spanish bank had the most securitisation exposure of the group, at €76 billion. Deutsche Bank followed with €75 billion and Crédit Agricole with €46 billion.
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Comment
Sovereign swaps users should learn from Italy’s mistakes
Don’t fear the clearer
Op risk data: Europe’s AML drive follows Danske and ING slips
Swaps data: cleared volumes and CCP market share
Our Take
Baselines for applying machine learning to investing
Remembering the range accrual bloodbath
Op risk past is prologue for UK banks
Will the Nasdaq default spur CVA for CCPs?