US plaster

The American way: a stress-test substitute for Basel’s IRRBB?

Bankers divided over new CCAR scenario designed to bridge supervisory gap exposed by SVB failure

Volatility

Risk Quantum

Data insights, delivered daily

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Risk Quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross-section of the financial system. Published daily, articles are short and broken into chunks – the facts, the context and a brief commentary – and use data visualisations to get each story across.

More information

HSBC, Intesa incorporate 2022–23 downturn into SVAR models

Turbulent past two years implied to be worse than GFC in stressed simulations

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

Citi halves swaptions book with US retail funds

Counterparty Radar: Mutual funds and ETFs cut exposures by 22% in Q4

Information security

pod funds

How banks are adapting to all-powerful pod funds

Growth of multi-manager funds such as Citadel, Millennium and Balyasny has forced dealers to switch tactics in attempt to preserve profits

Clearing

Top 10 op risks

Top 10 op risks for 2024

The biggest op risks for the year ahead, as chosen by senior industry practitioners

Events

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