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Standard risk measures low-balled Archegos exposures
When a potential blow-up doesn’t show up, what use are VAR, SA-CCR and stress tests?
New exchange to offer hedge for when private equity goes down
Rising interest rates increase financing costs, dispelling notion that private market assets only go up
Europeans face longer wait for consolidated tape for ETFs
Issuers say lack of trading volumes is holding back a European ETF market that lags behind the US
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Risk Data
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.
CDS notionals made a comeback in 2021
A 5% rise to highest end-year figure since 2017 driven by swaps on junk debt
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
Pimco triples book as IR swaptions market nearly doubles
Counterparty Radar: Goldman Sachs nets almost all of bond giant’s Q4 growth
Editors' choice
Credit risk capital models hanging by a thread in the US
Industry insiders expect Fed to drop IRB and IMM when adopting Basel III, but market risk models may survive
Big Figure
Mizuho’s monster margin move
Required client margin held by Mizuho’s futures and options clearing unit rose by over $4.7 billion in Q1 – the biggest increase of the 47 reporting futures commission merchants.
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Investing
Europeans face longer wait for consolidated tape for ETFs
Issuers say lack of trading volumes is holding back a European ETF market that lags behind the US
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