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Proposed repo market reform could kick-start China CDS
Industry hopes easier shorting of bonds will help banks hedge credit protection sales
CECL fans and foes cross swords on Capitol Hill
Dispute over economic impact rages on despite agreement on capital relief
EU lawmakers delay FRTB capital charges
Leaked paper potentially pushes market risk capital charges beyond Basel’s 2022 deadline
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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
Banks warned on holes in EU’s proposed Brexit relief
Potential EC, French and German no-deal relief is expected to be short-lived and incomplete
Big Figure
CVA spike
Standard Chartered's credit valuation adjustment (CVA) capital requirement more than doubled in the third quarter. The UK bank’s CVA charge increased to £77 million ($99 million) at end-September from £29 million three months prior. It’s the highest level the charge has been at since end-2016.
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Comment
Doing well by doing good
We need a different approach to supervisory stress-testing
Op risk data: SocGen hit with $95m money laundering fine
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Our Take
If CLO investors flee, defaults could snowball
HM Treasury’s Brexit surprise
Lobbing out the Clobs?
In EU stress tests, everyone’s a loser