Latest
We’re all outliers now: Europe’s unflattering IRRBB test
Banks, fearing overreaction from supervisors, urge European Commission to reject NII-based assessment
Data shines light on Tibor fragility
Lack of actual transactions in D-Tibor should be considered in fallback discussions
EBS ventures into crypto market with upcoming NDF
The move could be a big step forward for mainstream adoption of crypto NDF trading
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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.
Capital One’s loan charge-offs surge 54% in Q4
Amount of credit cards and consumer loans getting written off approaches pre-pandemic levels
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
US retail funds further slash repo borrowing
Counterparty Radar: Manager activity in Q3 2022 lowest in nearly three years; BofA surpasses JP Morgan as top dealer
Editors' choice
More EU banks will fail new IRRBB test as rates push upwards
Half of all EU banks could cross outlier threshold for new test of net interest income
Big Figure
Concentration issues
RepoClear, London-based LCH Ltd’s clearing service for fixed-income contracts, held the highest rate of change of concentration risks over the past six years. Out of 23 clearing services analysed for the period between Q1 2016 and Q3 2022, the slope of concentration of outstanding open positions by RepoClear’s five largest members had a gradient of 1.01.
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Risk Management
Lifetime achievement award: Stephen Kealhofer
Risk Awards 2023: KMV co-founder helped usher in a new era of credit risk analysis – at banks and investors
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Comment
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Why central banks shouldn’t ignore stablecoins
The real deal: the challenge of real interest rates
Op risk data: SEC skewers Goldman for specious ESG claims
Our Take
Data shines light on Tibor fragility
Living with SA-CCR, one year on
GFXC to entice buy-side code adoption with ESG tie-ups
Clock ticking on UK plan for regulatory reforms