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EIB shrugs off term RFR worries with Sonia bond plan
Issuer to use daily compounded, backward-looking rate with time lag for sterling benchmark
Banks question CECL procyclicality research
Banks dispute Fed paper showing accounting switch will lessen loan reserve procyclicality
European banks face ‘bottleneck’ to complete EBA stress test
New accounting rules and supervisor demands squeeze teams prepping for 2018’s exercise
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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
Buy-side modellers seek ‘Holy Grail’ of investing
When stocks and bonds fell in tandem this year, it sparked a debate about whether a lasting regime shift could be predicted
Big Figure
Overseas risks
Approximately 27% of large European banks’ total significant credit exposures are located outside Europe, Risk Quantum analysis shows, although dealers in certain countries have far higher levels of overseas risk. Uniform disclosures for end-2017 from 18 European Union banks reveal that of these overseas exposures, the majority are concentrated in the Americas or Asia-Pacific. On average, dealers in the sample had 45% of their overseas credit exposures located in the Americas and 33% in Asia-Pacific.
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7 days in 60 seconds
Eonia, Libor and other benchmark problems
The week on Risk.net, June 9-15, 2018
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