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Evolution or extinction: Ice swap rate’s post-Libor quandary
Thin liquidity in SOFR swaps imperils reference rate for $40 trillion swaptions market
LCH veteran Davie set to depart
Clearer looking to fill new role in head of SwapClear and listed rates
JP Morgan cleared swaps balloon $8trn in Q1
Total G-Sib cleared notionals climb 23% in three months to end-March
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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.
Editors' choice
German CDS switch creates credit-linked note mismatch
Note issuers fear losses after relabelling of swap contracts creates subordination discrepancy
Big Figure
VAR off
Investigations into the market risk modelling practices of eurozone lenders by the European Central Bank have illuminated flaws in a number of firms’ value-at-risk calculation methodologies.
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Comment
Not random, and not a forest: black-box ML turns white
Op risk data: Chinese regulators levy record fines
Credit data: worrying trends in sovereign risk
Fixing floaters: how the 10y10y rate can save FRNs
Our Take
Can bankers stop the trading book killer?
Citi scrape could change FXPB skyline
Whose leverage ratio is it anyway?
EU’s new securitisation market stumbles at the starting gate