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Eurex cross-currency swap clearing faces continued delays
Clearing house eyes June release; dealers voice concerns over liquidity and margining
Deutsche's counterparty exposures at odds with capital
Large share of bank's trades capitalised under internal model method
Modelling cyber losses could get easier – study
Cyber losses behaved much like non-cyber losses when grouped by severity, so perhaps less data is needed
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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
Brexit fear drives futures trades out of London
Transitions via FIA protocol have escalated since January as no-deal concerns mount
Big Figure
Bank insecurity
The 11 systemically important banks in the European Union were exposed to €401 billion ($454 billion) of securitisation risk in aggregate at end-2018, Risk Quantum analysis shows, with more than a third held by just two lenders: Banco Santander and Deutsche Bank. The Spanish bank had the most securitisation exposure of the group, at €76 billion. Deutsche Bank followed with €75 billion and Crédit Agricole with €46 billion.
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Comment
Sovereign swaps users should learn from Italy’s mistakes
Don’t fear the clearer
Op risk data: Europe’s AML drive follows Danske and ING slips
Swaps data: cleared volumes and CCP market share
Our Take
Baselines for applying machine learning to investing
Remembering the range accrual bloodbath
Op risk past is prologue for UK banks
Will the Nasdaq default spur CVA for CCPs?