Latest
Ion cyber outage continues as banks rely on workarounds
ABN Amro, Macquarie, RBC among firms hit; ransom deadline tomorrow, but service may be down for days
Rival TTF futures a threat to liquidity, fear energy traders
Plans by Ice and EEX to dodge EU price cap risk fragmenting the gas market
Grim repo warning spotlights BNP Paribas booking model
Federal regulators may be targeting French bank’s Paris-based book of US Treasuries
Latest
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.
EU and UK CCPs dominated by foreign members
Non-domestic clearing members accounted for over 70% of LCH’s and Eurex’s pool in Q3
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
US retail funds further slash repo borrowing
Counterparty Radar: Manager activity in Q3 2022 lowest in nearly three years; BofA surpasses JP Morgan as top dealer
Editors' choice
More EU banks will fail new IRRBB test as rates push upwards
Half of all EU banks could cross outlier threshold for new test of net interest income
Big Figure
Concentration issues
RepoClear, London-based LCH Ltd’s clearing service for fixed-income contracts, held the highest rate of change of concentration risks over the past six years. Out of 23 clearing services analysed for the period between Q1 2016 and Q3 2022, the slope of concentration of outstanding open positions by RepoClear’s five largest members had a gradient of 1.01.
Read the full article
Risk Management
Ion cyber outage continues as banks rely on workarounds
ABN Amro, Macquarie, RBC among firms hit; ransom deadline tomorrow, but service may be down for days
Receive this by email
Comment
Op risk data: Wells Fargo walloped to the tune of $1.7bn
Why central banks shouldn’t ignore stablecoins
The real deal: the challenge of real interest rates
Op risk data: SEC skewers Goldman for specious ESG claims
Our Take
Data shines light on Tibor fragility
Living with SA-CCR, one year on
GFXC to entice buy-side code adoption with ESG tie-ups
Clock ticking on UK plan for regulatory reforms