Breaking out of cells

Breaking out of the cells: banks’ long goodbye to spreadsheets

Dealers are cutting back on Excel amid tighter regulation and risk concerns


Risk Quantum

Data insights, delivered daily


Risk Quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross-section of the financial system. Published daily, articles are short and broken into chunks – the facts, the context and a brief commentary – and use data visualisations to get each story across.

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BBVA’s takeover of Sabadell would shrink its leverage ratio

New entity would have lowest ratio since 2020

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

MassMutual adds to mammoth interest rate swaps book

Counterparty Radar: Firm was responsible for 28% of US life insurers’ notional aggregate in Q4 2023



SG trader dismissals shine spotlight on intraday limit controls

Risk experts say many banks rely on daily reports and can’t effectively monitor intraday limits in real time


Digging deeper into deep hedging

Dynamic techniques and GenAI simulated data can push the limits of deep hedging even further, as derivatives guru John Hull and colleagues explain

Top 10 op risks

Top 10 op risks for 2024

The biggest op risks for the year ahead, as chosen by senior industry practitioners


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