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Risk Quantum

Data insights, delivered daily

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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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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

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Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment.
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

 
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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