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Why Europe’s markets might need Mifid III
Lawmakers leaning towards small-scale review, others call for fuller rewrite
Isda to poll Libor users on pre-cessation triggers, again
Trade body seeks clarity on zombie lifespan and CCP response as it bows to regulatory pressure
Buy side still not adopting global forex code – Debelle
Forex committee wants asset managers to embrace standards; shifts focus to algo trading
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Risk Quantum
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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.
Editors' choice
Fed may push banks to share cyber loss data
Watchdog doesn’t rule out “mandatory collection” of data on causes and impacts
Big Figure
Counter weight
Thanks to its efforts to shrink its systemic footprint, Deutsche Bank lost its place as the lender with the largest amount of over-the-counter derivatives notionals in 2018. JP Morgan took its place, with Citi not far behind. Systemic risk data released by the Basel Committee on November 22 shows that JP Morgan had €39.5 trillion ($43.5 trillion) of OTC derivatives notionals outstanding at end-2018, 5.9% more than at end-2017. Citi had €35.4 trillion, up 8.5%.
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7 days in 60 seconds
CCPs, margin ease and equity option freeze
The week on Risk.net, November 25–29, 2019
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