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How ‘open’ became ‘random’ in Mifir open access CCP rule
EU clearing monopolies endure as share trades are rarely cleared at end-users’ chosen CCP
Approximating lifetime expected credit loss
Credit rating and collateral value's changes have a measurable impact on creditworthiness
How US funds trade defaulting CDS names
Counterparty Radar: Funds slashed sold positions ahead of 2020’s auctions but post-default Argentina remains a focus
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Risk Data
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.
Santander’s VAR surges 17% in Q3
Macroeconomic jitters push credit spread and interest rate risk up, but bank’s traders net income windfall
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
How US funds trade defaulting CDS names
Counterparty Radar: Funds slashed sold positions ahead of 2020’s auctions but post-default Argentina remains a focus
Editors' choice
Evergrande exposes China’s lack of credit hedges
Onshore credit derivatives market has been little help during property giant’s recent woes, sources say
Big Figure
Early SA-CCR not so sweet for Morgan Stanley
Morgan Stanley plans an early switch to the standardised approach to counterparty credit risk (SA-CCR) in the fourth quarter of the year, a move expected to cost the bank 120 basis points of core capital adequacy without remedial actions.
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Investing
How Athora uses its ties to Apollo to boost returns
European life insurer boosts returns by sourcing loan assets directly from private equity firm
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Op risk data: Crypto exchange BitConnect hit with $2bn lawsuit
9/11: the colleagues we lost, and the years that followed
Op risk data: DeFi-ant crypto hacker steals $610m
A defence against the next convexity crunch
Our Take
Bond hedging: China must be bolder
An ‘optimal’ way to calculate future P&L distributions?
Citi reorg the final note in failed swaps clearing model
Climate risk: the writing is on the wall