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Bank-run fund derivatives platforms hit records
JP Morgan’s Nexus has seen balances double, while AUM on UBS’s Neo have tripled
New Fed regulation head unlikely to roll back all Trump changes
Progressives see climate and crypto as priorities over toughening Volcker Rule or tailoring
JP Morgan, Goldman lead US banks in cutting VAR-based charges
On aggregate, requirements connected to commodity positions fell the most, down 28% from end-June
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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.
JP Morgan, Goldman lead US banks in cutting VAR-based charges
On aggregate, requirements connected to commodity positions fell the most, down 28% from end-June
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
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
US funds pile into LatAm interest rate swaps
Counterparty Radar: Managers still enamoured of non-G10 pairs in Q2, with BRL volumes now up 104% year-to-date
Editors' choice
Single-name CDS trading bounces back
Volumes are up as Covid-driven support fuels opportunity for traders and investors
Big Figure
Underexposure up at HSBC
HSBC slashed derivatives exposures in 2020, cutting the most exposures across the 30 global systemically important banks, data from the Basel Committee shows.
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Risk Management
Litigation threats seen delaying SEC climate disclosure rules
Efforts to demonstrate materiality of exposures to investment decision-making is taking longer than expected, say lawyers
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