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Jumbo SOFR swaps herald new world of repo betting
Swaps traders told to “learn repo market dynamics” as market catches glimpse of new trading strategy
Enria takes aim at eurozone banks’ sovereign exposures
New ECB supervision chair floats Pillar 2 concentration charge, criticises use of IFRS 9
Constrained by Fed cap, RWA density rises at Wells Fargo
Wells Fargo reported total assets of $1.89 trillion in the fourth quarter, down $56 billion year-on-year
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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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