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Risk Quantum

Data insights, delivered daily

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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.

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Morgan Stanley cleared swaps jump 9% in Q3

Latest quarterly increase, alongside that of Bank of America and State Street, bucks the trend across top US banks

Counterparty Radar

Matchmaking and benchmarking for OTC derivatives

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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 funds pile into LatAm interest rate swaps

Counterparty Radar: Managers still enamoured of non-G10 pairs in Q2, with BRL volumes now up 104% year-to-date

 
Underexposure up at HSBC

HSBC slashed derivatives exposures in 2020, cutting the most exposures across the 30 global systemically important banks, data from the Basel Committee shows.

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