Risk.net
Latest
Swaps counterparties spooked by Emir position pairing
Stumble on voluntary position reporting could undermine push to reform ETD regime
Is there safety in numbers for op risk? One regtech thinks so
Acin’s library of op risks allows banks to compare their controls with their peers’
Fed turns up heat on dollar repo dodge
New liquidity rules for foreign banks’ US branches may be hard to stop, but can be softened
Latest
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
Drax, Brevan and the rise of the agency broker
JB Drax has become a key broker for at least 15 buy-side firms, including Brevan Howard. But what is driving the success of the secretive agency broker and its peers?
Big Figure
Bewitched!
CME Clearing’s futures and options clearing service issued a variation margin payment call of $1.5 billion to one member in the first quarter of the year – the largest made by the central counterparty since Q2 2018. The call occurred on March 15, as a series of futures and options contracts expired simultaneously – an event known as a ‘quadruple witching’. The peak VM call was 56% bigger than the one of $975 million made in Q4 2018.
Read the full article
Comment
Credit data: China, US corporates feeling trade tensions
How to adapt a bank for MPE resolution strategy
Op risk data: losses decline sharply in first half
Lessons from a decade of top 10 op risks
Our Take
Fixing the roof while the sun – wait, is that rain?
The BoE leverage ratio: welcome relief or regulatory arbitrage?
No forward-looking rates? No problem
How Amazon and Netflix disrupted value investing