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BSBY swap fallbacks too flimsy for BMR – FCA
Pressure piles on SOFR alternative as US, UK regulators axe their role in Isda replacement waterfall
Study fuels doubt over benefits of climate risk-weights
Research finds both green supporting factor and carbon penalising factor have drawbacks
Default risk set to rise from climate inaction – ECB
‘Hothouse world’ scenario could see average probability of default increase significantly more than under both orderly or belated transition
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Risk Data
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.
Default risk set to rise from climate inaction – ECB
‘Hothouse world’ scenario could see average probability of default increase significantly more than under both orderly or belated transition
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Morgan Stanley bests Citi as top forwards shop for US funds
Counterparty Radar: A $30bn boost from Vanguard sends MS to top of Q2 charts
Editors' choice
EU banks aim to block new counterparty risk guidance
Requirement to include exposure spikes linked to swap payments within EEPE models prompts blowback
Big Figure
Hard-to-value, easy to drop?
The world’s too-big-to-fail banks cut hard-to-value assets by 35.9% between 2014 and 2020, equivalent to a €186.7 billion ($219.7 billion) reduction, Risk Quantum analysis shows.
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Investing
BlackRock to grant funds power to track climate risks
Aladdin system holding trillions of dollars to show whether funds are burning the Earth or saving it
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Our Take
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