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Brexit novations ‘on hold’ to gain reg relief
Conditional relief would subject early swaps movers to clearing and margin rules
Priips plans draw stony response from industry
Official proposals fail to allay fears over “misleading” projections of returns in key information document
Mifid data publishers drag feet on Esma guidelines
Four publishers yet to align post-trade data format with Q&A issued eight months ago
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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
SOFR, so bad: liquidity lags transition ambitions
Thin current trading may lead to poor fallback choices, and dim SOFR’s appeal ahead of Libor’s death
Big Figure
IFRS 9 finds favour in Asia
New accounting rules are driving the uptake of long-dated forex hedges among Asian corporates, as growing geopolitical concerns heighten currency volatility.
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Comment
Swaps data: SOFR volume and margin insights
Op risk data: $1.5bn subprime hit for GE Capital
Credit data: falling default risk for China’s banks
Top 10 operational risk losses of 2018
Our Take
Aussie banks: a right Royal mess
We need to talk about Collins
Calling out autocallable pricing
Dabbling in data science won’t cut it