XVA

Can Citi’s XVA desk help solve risk data failings?

Resolution plan reviews exposed material limitations in banks’ ability to unwind derivatives

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.

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Six CCPs fail to cover concentration risk in Esma stress test

Largest shortfalls modelled in commodity derivatives segment, led by Ice Clear Europe ECC

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

Capital Group grows interest rates swaps book by 62%

Counterparty Radar: Aggregate notional of US mutual fund and ETF positions hit $957 billion in Q1

CREDIT RISK

Dealer rankings

Dealer rankings 2024

Risk.net’s Dealer Rankings describe the sell-side hierarchy in 10 OTC derivatives markets using data from quarterly US mutual fund, ETF and life insurer disclosures – see which banks are active in each instrument, the size of their books and whether they are growing.

Equity derivatives

Top 10 op risks

Op risk benchmarking

Our new research service compares op risk practices at financial institutions – from staffing to AI safeguards, key controls to board reporting packs.

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