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Dealers seek clarity on buy-side IM relief
Hundreds of buy-side firms may still need to calculate margin and get models approved
Banks concoct fixed income alternative premia 2.0
Fixed income was a rare winner in a terrible 2018 for alternative risk premia. Now, new more complex iterations are on the way
Op risk capital to jump 45% for European banks under Basel III
Some banks could see capital increases of more than 60%
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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
Top 10 operational risks for 2019
The biggest op risks for 2019, as chosen by industry practitioners
Big Figure
Swaps slashed
Large US banks eliminated $24.3 trillion of derivatives notionals in the last three months of 2018, cutting the size of their swaps books by 11% in aggregate. Total notionals reported by the eight US global systemically important banks stood at $196.3 trillion at end-December.
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Comment
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Our Take
Nowcasting can illuminate China’s macro scene
Op risk capital: looking back in anger
The low flow blow
Nasdaq auction failure ignites anti-clearing backlash