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Meet Simon, Luma and Halo (they trade structured products)
Shiny new platforms want to introduce structured products to an unsuspecting US public
Credit Suisse and Rayliant team up for China quant launch
Firms want to tap investors' zeal for systematic strategies in A-shares
At Credit Suisse, RWAs leap over Sfr5bn
Credit RWAs grew 4% due to a combination of model, accounting and regulatory changes
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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
US swaps end-users cry foul over SA-CCR punch
Capital on non-margined trades jumps 90%, and energy firms face double hit
Big Figure
German giant queried over exposure
Deutsche Bank had the most exposure to counterparty credit risk among large European dealers at end-2018, but only the third-highest capital requirement of the group. This discrepancy is likely a function of its use of internal models to calculate charges for its securities-financing transactions. The German giant had €153 billion ($172 billion) of exposures-at-default to trade counterparties, not including centrally cleared and credit valuation adjustment exposures, which together generated €24 billion of risk-weighted assets.
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Comment
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