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Fed risk rating system unifies stress testing and 3LOD
Some banks have qualms over potential downgrades and overlap between first and second lines
Isda chair on the swaps market’s power shift
A decade ago, dealers held 18 of 19 board seats – but crisis has forced trade body to change
US dealers agree to disclose corporate bond quotes
Market to get pre-trade transparency but big dealers remain on the sidelines
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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
Bridge to nowhere: gaps in Treasury G-Sib bankruptcy plan
US bankruptcy-first approach needs more thought on emergency liquidity, say experts
Big Figure
Goldman’s back
Goldman Sachs shook off some of the capital-sapping effects of last year’s tax reforms in the first quarter of the year, increasing its internal model-calculated common equity Tier 1 (CET1) capital ratio by 40 basis points.
Read the full article
7 days in 60 seconds
Swaptions basis secrets, risk capital changes and forex hedges
The week on Risk.net, 14-20 April, 2018
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