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Why Europe’s markets might need Mifid III
Lawmakers leaning towards small-scale review, others call for fuller rewrite
The human touch: SMCR extension reaches smaller firms
Extended to nearly 50,000 firms, UK regime aims to pinpoint responsibility, from money laundering to #MeToo
FRTB to double market RWAs of EU banks
Risk-weighted assets across 44 banks to increase 105% on average
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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
Fed may push banks to share cyber loss data
Watchdog doesn’t rule out “mandatory collection” of data on causes and impacts
Big Figure
Counter weight
Thanks to its efforts to shrink its systemic footprint, Deutsche Bank lost its place as the lender with the largest amount of over-the-counter derivatives notionals in 2018. JP Morgan took its place, with Citi not far behind. Systemic risk data released by the Basel Committee on November 22 shows that JP Morgan had €39.5 trillion ($43.5 trillion) of OTC derivatives notionals outstanding at end-2018, 5.9% more than at end-2017. Citi had €35.4 trillion, up 8.5%.
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7 days in 60 seconds
CCPs, margin ease and equity option freeze
The week on Risk.net, November 25–29, 2019
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