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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
How capital rules overwhelmed bank strategy
Regulators shouldn’t run a bank – but Basel III and stress tests have put them in the cockpit
Big Figure
Santander’s CVA charge drops
Banco Santander’s credit valuation adjustment (CVA) capital requirement dropped by one-fifth in the first quarter of this year, to its lowest level since Q3 2017. The Spanish bank’s CVA charge fell by €34 million ($39 million) to €133 million at end-March – the steepest reduction in percentage terms of the six European global systemically important banks that reported CVA figures for Q1 2019.
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Comment
Swaps data: a new era of competition in interest rate futures
Credit data: more trouble in the oil and gas pipeline
Op risk data: forex rigging fines bloat bank losses
Operational resilience means learning from failure
Our Take
Libor leaders: how seven firms are tackling the transition
Getting risk models runway ready
Can European banks crack the capital allocation code?
Time to put real problems to the quantum machines