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Fuzzy data stalls ESG alpha hunt
Quants searching for ESG signals have reached very different conclusions. Mostly they blame the data
False start for foreign banks under Fed’s tailoring rule
Delayed reporting form means requirements for Barclays and Credit Suisse could change twice in 2020
New Mifid equivalence rules leave UK firms in limbo
Revised market access rules won’t kick in until six months after UK leaves single market
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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
Margin exchange threshold relief: get out of jail free?
‘Game-changing’ IM exchange threshold relief may not be the phase five free pass it first appears
Big Figure
2022 vision
UK-based lender HSBC will pull capital from underperforming businesses in a bid to bolster the profitability of its retail banking and Asian segments. The bank announced plans to redeploy $100 billion of risk-weighted assets (RWAs) by 2022. HSBC will cull around $58 billion of RWAs from its non-ring-fenced bank in Europe and the UK, with the trading division bearing the brunt – specifically the rates and G10 long-term derivatives units.
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7 days in 60 seconds
AI in practice, EU clearing and post-Libor hedging
The week on Risk.net, February 8–14, 2020
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Op risk data: Citi fined $18m for failing to buy flood insurance
Credit data: a sharp turning point in CCP credit risk
Signing the Libor fallback protocol: a cautionary tale
Op risk data: Regulator fines tumble by $5bn in 2019
Our Take
Full stream ahead for bonds
No silver bullet for AI explainability
Grand designs? Time to rein in the Pillar 2 project
Secrets and Libor fallbacks