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FX swaps to avoid year-end basis blowout, banks say
Earlier rollovers likely to ensure no repeat of previous cross-currency volatility
HSBC hires new head of model validation
Bank appoints Credit Suisse veteran to key role
A buy-side swaps order book – with a difference
First client joins Trad-X Clob as dealers get nervy about large-scale RFQs
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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
Banks warned on holes in EU’s proposed Brexit relief
Potential EC, French and German no-deal relief is expected to be short-lived and incomplete
Big Figure
CVA spike
Standard Chartered's credit valuation adjustment (CVA) capital requirement more than doubled in the third quarter. The UK bank’s CVA charge increased to £77 million ($99 million) at end-September from £29 million three months prior. It’s the highest level the charge has been at since end-2016.
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Comment
Doing well by doing good
We need a different approach to supervisory stress-testing
Op risk data: SocGen hit with $95m money laundering fine
How to stress-test portfolios for Brexit and trade wars
Our Take
Margin model revamp should top 2019 agenda for Asian CCPs
What’s Finnish for ‘too big to fail’?
You don’t need to sacrifice accuracy for flexibility
If CLO investors flee, defaults could snowball