Large EU prop traders dump once-loved capital method

When European lawmakers were drafting the Investment Firms Regulation, proprietary trading firms fought long and hard to be allowed to calculate their capital requirements using margin haircuts from their clearing banks. Now it turns out late changes to the rules have made this method much less appealing, and only a minority of firms adopted it.

IFRS 9 overlays

European regulators turn up the heat on IFRS 9 model overlays

After warnings from EBA and BoE, risk managers urge ‘soul-searching’ on post-model adjustments

Operational risk

Risk Quantum

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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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ECB raised Pillar 2 charges for just three CRE-heavy banks in latest SREP

Pfandbriefbank and Luminor saw largest increases across 106 banks subject to 2023 assessment

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

Kings and kingmakers in the Ucits FX forwards market

Counterparty Radar: First look into European retail fund data reveals HSBC and Vanguard as top dealer and manager


Archegos test

Fed unveils hyper-Archegos test to reveal bank blow-up risks

CCAR for 2024 includes analysis of simultaneous defaults of five largest hedge fund clients

Post-Libor rates


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