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Risk Quantum
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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
Negative Vix premium signals vol spikes, research finds
Unusual pattern seen in Covid crash could help volatility sellers avoid future reversals
Big Figure
A margin tonic
Investment funds made over €10 billion ($11 billion) in variation margin (VM) payments to derivatives counterparties in the week beginning March 16, up from an average of €2 billion a week throughout the first half of February, partial data from the European Central Bank (ECB) shows. The absolute value of VM payments that week was likely far higher, and could have peaked at €40 billion on March 16. The ECB estimates rely on data gathered under the European Markets Infrastructure Regulation, which is spotty.
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7 days in 60 seconds
Climate charges, CCP contagion and the post-Libor world
The week on Risk.net, May 23-29, 2020
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Comment
Now is not the time to change the rules on CCP resolution
Credit data: coronavirus takes toll on corporates
Swaps data: record trading volumes in March
Op risk data: IBK snagged in money-laundering ops to Iran
Our Take
Margin scuffle at Eurex blurs lines between risk and returns
Blurred lines in bank capital standards
China commodities regulation: time to end the turf war
Three adjustments in calibrating models with neural networks