Risk.net
Latest
Q&A: Robert Litterman on the CFTC climate risk report
Chair of industry sub-committee - and famed quant - says carbon dividend plan essential to create right incentives
ECB’s Holthausen urges market to ditch Eonia
Regulator sees risk in relying on fallbacks to effect switch to €STR – and calls on dealers to educate clients
Regional US banks outpace giants on loan growth
Banks $3-10 billion grew 19% over Q2
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
SOFR discounting: CCPs prepare for make or break auctions
Deluge of one-way risk and kinks in basis swap auctions could derail Libor transition milestone
Big Figure
EU CCPs embrace the world
Central counterparties (CCPs) in the European Union have steadily increased the number of clearing members from outside their home jurisdictions and the EU itself, data published by the European Central Bank (ECB) shows. As of end-2019, the 19 CCPs covered by the ECB had 1,064 clearing members, collectively. Of these, 61% were institutions from outside the CCPs’ home jurisdictions, and 13% were from outside the EU. Five years prior, out of 1,008 clearing members, 54% were non-domestic entities and just 8% from outside the EU.
Read the full article
7 days in 60 seconds
SOFR discounting, Covid and scenario crowdsourcing
The week on Risk.net, September 12–18, 2020
Receive this by email
Comment
Quants are key to judicious ESG
Don’t blame HFT: plug liquidity gaps for market stability
Bank resolvability in the time of Covid
Op risk data: Revlon lenders won’t make up over Citi error
Our Take
Time to move on from mean-variance diversification
XVA traders have no time to rest on laurels
FRTB – Getting the fundamentals in place
Rising Level 3 assets threaten bank profits