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Climate risk-weighting: the devil and the deep blue sea
Should capital charges be calibrated to climate risk? European banks test the waters
BMR rift fuels zombie Libor uncertainty
False rate could limp on for months under EU’s benchmark regulation
UK regulator issues plans for bank ops resilience
Bank of England to publish formal policy for recovering from disasters in 2020
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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
Fed may push banks to share cyber loss data
Watchdog doesn’t rule out “mandatory collection” of data on causes and impacts
Big Figure
Counter weight
Thanks to its efforts to shrink its systemic footprint, Deutsche Bank lost its place as the lender with the largest amount of over-the-counter derivatives notionals in 2018. JP Morgan took its place, with Citi not far behind. Systemic risk data released by the Basel Committee on November 22 shows that JP Morgan had €39.5 trillion ($43.5 trillion) of OTC derivatives notionals outstanding at end-2018, 5.9% more than at end-2017. Citi had €35.4 trillion, up 8.5%.
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7 days in 60 seconds
Forex code cold shouldered; Volcker fires up FRTB; Tradeweb trends
The week on Risk.net, December 1–6, 2019
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