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Green figures: EU funds search for sustainable taxonomy data
Fund managers must report compliance with taxonomy before many investee companies
Stress capital buffer may delay buy-back announcements
Banks with capital ratios more sensitive to CCAR may rethink how they communicate distributions
EC drafting proposal for derivatives consolidated tape
Commission official says beta version ready for testing in 2023 will also include equities, bonds and ETFs
Latest
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.
Assets under custody creep up at BNY, JP and State Street
Across the eight US systemically important banks, custody assets rose 27% year on year
Editors' choice
The Libor replacement stakes: runners and riders
Credit-sensitive rates Ameribor and BSBY nose ahead of Ice, Markit and AXI; regulators keep watchful eye
Big Figure
Margin breaches peak at NSCC
The National Securities Clearing Corporation reported a $1.06 billion margin breach in the first quarter of this year, the largest by the Deposit Trust & Clearing Corporation's division since public disclosure began in the third quarter of 2015.
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Derivatives
An approximate solution for options market-making
An algorithm for the market-making of options on different underlyings is proposed
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Comment
Hedge funds and the rebound in collateral velocity
Op risk data: UBS, Nomura, UniCredit hit with $450m cartel fine
Clock auctions: a stitch in time for Libor?
If dogecoin goes to the moon, a risk manager should go too
Our Take
The limits of a softly-softly approach on climate in China
Time for BoE to rethink the leverage ratio
Synthetic data enters its Cubist phase
Who’s afraid of the RPI-CPIH judicial review?