witching hero

‘Witching day’ price spikes point to options market manipulation – study

Data reveals patterns that can be explained no other way, researchers say

Basel III endgame

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

EU banks set for 6.7% capital hike on output floor tweaks removal

Unwind of EU-specific transitional arrangements could suddenly inflate Tier 1 risk-based charges, EBA analysis suggests

 

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

StanChart sees big uptick in FX options positions

Counterparty Radar: UK bank benefits from MSIM trades as market for US mutual funds expands in Q2

 

Post-Libor rates

ECB hero

ECB mulls intervention on uneven banking book reporting

Inconsistency among EU banks on whether deposits and loans are in scope for credit spread risk

Credit markets

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