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Evergrande exposes China’s lack of credit hedges
Onshore credit derivatives market has been little help during property giant’s recent woes, sources say
In euro swaps tug of war, EC considers Eurex trading quota
European Commission may force firms to channel minimum amount of swaps activity to EU clearing house
No fair: buy side takes on pricing problem in FX forwards
Interest in TCA is growing as new data sources offer glimpse into murky swaps and forwards market
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Risk Data
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.
Barclays’ risk pare-back sees market RWAs fall £3bn
The majority of market risk is now assessed under the regulator-set standardised approach
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
US funds regain their nerve in index CDS market
Counterparty Radar: Pimco, Western AM push protection selling to new high, as buying dips
Editors' choice
‘Signatures’ promise quants a tool for all jobs
Little-known mathematical technique could find applications from pricing options to sniffing out alpha signals
Big Figure
Early SA-CCR not so sweet for Morgan Stanley
Morgan Stanley plans an early switch to the standardised approach to counterparty credit risk (SA-CCR) in the fourth quarter of the year, a move expected to cost the bank 120 basis points of core capital adequacy without remedial actions.
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Investing
How Athora uses its ties to Apollo to boost returns
European life insurer boosts returns by sourcing loan assets directly from private equity firm
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9/11: the colleagues we lost, and the years that followed
Op risk data: DeFi-ant crypto hacker steals $610m
A defence against the next convexity crunch
Our Take
Bond hedging: China must be bolder
An ‘optimal’ way to calculate future P&L distributions?
Citi reorg the final note in failed swaps clearing model
Climate risk: the writing is on the wall