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trueEX sues 11 banks over swaps ‘conspiracy’
Platform alleges market-makers acted to preserve dominance of bank-owned Tradeweb
JP Morgan data scientist on mining and machine learning
Asset management arm looks to trawl internal data for investment edge
Take-up of credit modelling varies at European banks
Percentage of credit RWAs calculated using IRB approaches ranges from 42% to 91% across large dealers
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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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