Risk.net
Latest
Third firm joins race to solve IM ‘big bang’
Margin utility AcadiaSoft will create docs for users, but also connect with rival services
RBS, Nordea escape G-Sib cuffs, BPCE joins the club
The once largest bank in the world is no longer considered a systemic threat
How to stress-test portfolios for Brexit and trade wars
Options markets point to likely market moves in different scenarios, write StatPro risk specialists
Latest
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
Machine learning hits explainability barrier
Banks hire AI industry experts in face of growing regulatory scrutiny
Big Figure
HQLAs A-OK at SocGen
Societe Generale’s liquidity buffer reached a new high in the third quarter, topping €176 billion ($201 billion). Total high-quality liquid assets (HQLA) rose 7% over the three months to end-June, and are up 14% from a year ago. HQLA-eligible securities make up the biggest portion of the liquidity buffer, with a 48% share of the total. The €84 billion of liquid securities is the most the bank has had on hand since the first quarter of 2016, and is up a third on a year ago.
Read the full article
Comment
Credit data: rate hikes put borrowers on the rack
Swaps data: cleared vs non-cleared margin
Op risk data: conduct risk losses top $600 billion since 2010
Risk.net podcast: OCC’s Fennell on Nasdaq breach, crypto and ‘skin in the game’
Our Take
Lobbing out the Clobs?
In EU stress tests, everyone’s a loser
Asian exotics desks need to slash risk
Humans struggle to keep pace with machine learning