Risk.net
Latest
Duelling repack platforms find common ground
Standard documentation initiative mulls shared SPV model as founders seek to join rival
EU parliament’s moratorium plan billed ‘recipe for bank run’
Proposal allows pre-resolution stay as well as one during resolution provided bank reopens in between
EC official: focus on bad loans will drive bank consolidation
Supervisory and market pressure to tackle NPLs will force some banks out of market
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
Brexit: banks consider four ways to move swaps en masse
Statutory business transfers in frame as bilateral novation may take too long
Big Figure
Barclays trims ties
Barclays reduced its level of interconnectedness with other financial institutions at the end of 2017, which may help to lower its systemic risk score under the Basel Committee’s global systemically important bank (G-Sib) methodology. The UK bank posted intra-financial system assets and liabilities of £149 billion and £165 billion, respectively, at end-2017. These figures represented a decline of £36 billion, or 19.6%, and £26 billion, or 13.5%, on end-2016.
Read the full article
7 days in 60 seconds
Interbank benchmarks, Brexit and conduct risk in Asia
The week on Risk.net, May 12-18, 2018
Receive this by email
Comment
Simple models won’t cut it for systemic risk
Swaps data: the allure of liquidity
Monthly op risk losses: banks count the cost of IT failures
Credit data: firms with fewer well-paid women are riskier
Our Take
Keeping the lights on
Swaptions CCP basis arrival raises wider valuation questions
Rolet is right – for now
Putting swaptions pricing in the fast lane