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Eurozone banks bet on 2024 MREL deadline to ease Brexit pain
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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
BlackRock shelves unexplainable AI liquidity models
Risk USA: Neural nets beat other models in tests, but results could not be explained
Big Figure
A derivatives whale
Deutsche Bank became a derivatives whale at end-2017, with the greatest amount of over-the-counter notionals on its books of the world’s largest banks. The German lender held €42 trillion ($48 trillion) in OTC derivatives notionals at the end of last year. That amounted to 8% of total exposures across the sample of 75 bulge-bracket dealers the Basel Committee uses to designate global systemically important banks.
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Comment
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