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Risk Quantum
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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.
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Machine learning hits explainability barrier
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Big Figure
HQLAs A-OK at SocGen
Societe Generale’s liquidity buffer reached a new high in the third quarter, topping €176 billion ($201 billion). Total high-quality liquid assets (HQLA) rose 7% over the three months to end-June, and are up 14% from a year ago. HQLA-eligible securities make up the biggest portion of the liquidity buffer, with a 48% share of the total. The €84 billion of liquid securities is the most the bank has had on hand since the first quarter of 2016, and is up a third on a year ago.
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