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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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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

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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.
US funds regain their nerve in index CDS market

Counterparty Radar: Pimco, Western AM push protection selling to new high, as buying dips

 
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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