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Banks team up for ‘Ion replacement’ project
Consortium weighs building fixed income software in potential threat to Ion, the dominant vendor
Bad clocks block forex best-ex
To get a good deal in fast-moving forex markets, buy-side firms need to know the time. Some don’t
Industry to take up Fed’s white paper on cyber risk
Workshop will delve into definitions and classifications of the most chameleon of risks
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Risk Quantum
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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.
Editors' choice
All clear? Structural shifts add to repo madness
Many things contributed to 10% repo, among them a FICC programme and a surge in overnight funding
Big Figure
Counter culture
Over-the-counter derivatives notional amounts soared over the first six months of 2019 to their highest level since 2014. Data from the Bank for International Settlements show notionals jumped 18% to $640.4 trillion over the first half of the year. The fair values of outstanding contracts also climbed over the period to $12.1 trillion – an increase of 25% – interrupting a downward trend going back to end-2016.
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Comment
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Better risk reporting doesn’t need an IT upgrade
Our Take
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