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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
Structured products are lost in translation post-Libor
Benchmark shift would “fundamentally transform” popular rates structures, users fear
Big Figure
Risk density down
The asset portfolios of systemic US banks attracted lower risk-adjusted values at end-March than three months prior, even though they expanded 10% over the quarter. This implies that lenders took on predominantly low-risk exposures through the course of the coronavirus crisis.
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7 days in 60 seconds
Market risk capital, FRTB and mental health risk
The week on Risk.net, May 30-June 5, 2020
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Collateral must be part of monetary policy equation
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
Our Take
A tale of two (or three, or four) models
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Blurred lines in bank capital standards
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