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Brexit threatens UK-based banks’ corporate repo funding
UK banks and UK bases of global banks fear losing valuable source of NSFR cash
Brexit uncertainty for UK and Irish power markets
Traders remain in the dark about the future of the UK’s participation in the Internal Energy Market
Lehman’s ghost: how three CCPs anchor models to crash
The Lehman crash still haunts the margin models of LCH, CME and Eurex, albeit in different ways
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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
Stress tests expose climate risks in loan books
Efforts to quantify the risk of global warming are changing the way banks manage credit portfolios
Big Figure
Asset stripping
The largest European and US banks have halved their holdings of hard-to-value assets in the five years since 2013. The 35 largest European Union banks and eight US global systemically important banks cut their Level 3 assets – illiquid, hard-to-value instruments – to $276 billion from $556 billion between end-2013 and end-2017. European firms cut $130 billion over this period and US banks $150 billion.
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7 days in 60 seconds
CCP resolution, margin and Libor’s modelling threat
The week on Risk.net, September 8-14, 2018
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EU power balancing faces major changes
Swaps data: the race to replace Libor
Podcast: Antonov on MVA, algorithmic differentiation and model validation
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