Risk.net
Latest
How State Street came to vote against polluting companies
SSGA will vote against companies that do too little on climate, but won’t abandon them entirely
Bumpy ride expected as Libor reaches end of road
Heavy reliance on contractual fallbacks leaves market facing series of post-cessation risks
TLAC buffers up at all but three systemic US banks
BNY Mellon, Citi and Wells Fargo saw their headroom shrink from a year ago
Latest
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.
TLAC buffers up at all but three systemic US banks
BNY Mellon, Citi and Wells Fargo saw their headroom shrink from a year ago
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
Does regulators’ favourite climate risk metric measure up?
FSB and Basel Committee back climate VAR, but practitioners will take some convincing
Big Figure
Sync holes
The two methodologies used to gauge US banks’ systemic threat differ substantially with each other, complicating dealers’ ability to shrink their systemic footprint and lower applicable capital surcharges, Risk Quantum analysis shows.
Read the full article
Risk Management
US banks harbour concerns over agencies’ cyber risk rule
Lack of reporting template means “people can give the least amount of data possible”, warns CISO
Receive this by email
Comment
Op risk data: Deep woe as deep voice clone cons UAE bank
After FTSE inclusion, China bonds still face CNY hedge hurdles
Op risk data: Crypto exchange BitConnect hit with $2bn lawsuit
9/11: the colleagues we lost, and the years that followed
Our Take
Systemic banks: black boxes on green issues
Follow the moneyness
Degree of influence 2021: XVA marks the spot
EU’s Basel III delay invites all to play for time