Latest
Why CLO managers are agreeing to extend and amend
“There is no downside” to extending maturities, say CLO manager and investors
Risk Awards 2023: The winners
BNP Paribas takes top derivatives prize, lifetime award for Stephen Kealhofer, Nomura wins rates
RepoClear’s concentration risks see highest rate of increase
LCH's cash bond and repo trade-clearing service has steepest slope of IM and open positions over 2016–22
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.
RepoClear’s concentration risks see highest rate of increase
LCH's cash bond and repo trade-clearing service has steepest slope of IM and open positions over 2016–22
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
Hedge funds doubt tall tales around UK short-selling review
FCA has never used powers to ban short-selling, but reporting tweaks would be welcome
Big Figure
Easy as CCP
A small number of clearing members held an outsized proportion of outstanding open positions and initial margin at the top central counterparties in Q3, analysis by Risk Quantum has found.
Read the full article
Derivatives
Risk Awards 2023: The winners
BNP Paribas takes top derivatives prize, lifetime award for Stephen Kealhofer, Nomura wins rates
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
GFXC to entice buy-side code adoption with ESG tie-ups
Clock ticking on UK plan for regulatory reforms
How did EU regulators miss the FTX horror story?
ARRC’s trivial fight over term SOFR use