Risk.net
Latest
FCA ups call for Libor ‘pre-death’ trigger in swaps
Failure to insert pre-cessation trigger could disrupt hedging of cleared swaps, warns regulator
Fed may push banks to share cyber loss data
Watchdog doesn’t rule out “mandatory collection” of data on causes and impacts
JP Morgan takes axe to tough-to-model trading risks
US G-Sibs see market RWAs fall 4.1% quarter on quarter
Latest
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
Cat risk: why forecasting climate change is a disaster
Forecasters are poles apart on climate-driven catastrophes; insurers fear worse ahead
Big Figure
The real deal?
Chicago-based DSC Quantitative Group has created a benchmark index by tracking the returns of private equity-backed companies using data captured by Refinitiv and seeks to match the industry’s sector bets. Annualised returns for the index calculated from 1996 – with live performance from 2014 – beat the Cambridge Associates private equity returns index by nearly three percentage points a year.
Read the full article
Comment
Swaps data: CCPs – a systemically important market infrastructure
Credit data: US slowdown starts to bite for high yield
Banks feel chill of exposure from Fed’s SCCL
Op risk data: $250m legacy loan frauds hit Bric banks
Our Take
Climate change spells death of certainty
Quants bring ‘triptych’ of variables to risk measurement
Swiss banks ask, how about a magic trick?
Plumbing problems in the repo market