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Capital-protected notes surge after US rate hikes
Higher cost of borrowing and equity sell-offs revive old favourite of Asia’s structured products market
‘Corrective’ algo tells quant firm when it’s wrong
QTS has built a machine to show whether a strategy is likely to succeed or flop
Sell side ramps up outsourced trading to sceptical buy side
New entrants anticipate a wave of takeup among larger asset managers, but are they aiming too high?
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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.
Euro, dollar-denominated ETDs boomed in Q1
But diverging demand for futures and options points to uncertainty on Fed and ECB timings
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
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. More info
Citi dominates mutual funds’ Q1 swaption expansion
Counterparty Radar: Goldman maintains commanding share of dealer business as space hits new record high
Editors' choice
EU pension fund clearing exemption set to be extended
Extra 12 months’ grace from mandatory swap clearing, but some fear effect on EU CCP liquidity growth
Big Figure
Eurex’s breach bummer
Market volatility in the aftermath of the Russian invasion of Ukraine and an increase in interest rate expectations came together in the first quarter to trigger a flurry of margin breaches across Eurex Clearing’s fixed income and interest rate swaps clearing divisions.
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Risk Management
Thriving in the new resilience normal
While the Covid-19 pandemic may be largely behind us, new challenges emerge as firms renavigate and optimise operations in the ‘new normal’. Today the focus has shifted to making operational resilience scalable and sustainable. In a Risk.net panel…
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Most read on Risk.net
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Comment
Op risk data: Glencore hauled over the coals in $1bn+ bribery probe
How to stop stablecoins from hoarding precious collateral
Op risk data: Deutsche greenwashing fine a regulatory red flag
Pricing data is key to unlocking FX swaps e-trading
Our Take
EU G-Sibs’ score win is political boost, but no panacea
Nickel debacle weakens UK’s case on clearing supervision
Why machine learning quants need ‘golden’ datasets
Reviving the lost art of perturbation for exotic pricing