Featured
Quants are using language models to map what causes what
GPT-4 does a surprisingly good job of separating causation from correlation
NAIC cracks down on risky feeder funds
Vehicles have been used by insurers to invest in ‘weird and wonderful’ assets, say practitioners
EU reporting regime a ‘hurdle’ for risk transfer deals, say investors
Onerous disclosure templates could deter US banks from marketing synthetic securitisations to European buyers
Looser loan terms clear way for more ‘c-on-c violence’
Creditor-on-creditor fighting likely to build, as carve-outs for struggling borrowers get wider
Insurance
Fears of runaway risk on offshore reinsurance
Life insurers catch the eye of UK regulator for pension buyout financing trick
IAIS flags concerns about offshore reinsurance growth
Insurers passing risk to foreign firms makes regulation harder, report says
Equitable lobbies for concentration charge on riskier ABS
“Ultra-high correlation of losses” between lower-rated tranches requires new regulation, insurer says
How US insurers went to war over CLOs
Mutuals and private equity-backed rivals clash over determination of capital charges
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
Invesco more than triples size of its FX options book
Counterparty Radar: Manager’s portfolio exceeded $5bn notional in Q4
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