Opinion/Comment
Credit data: the retail apocalypse continues
Consumers are spending, but brick and mortar retailers continue to struggle
Credit data: rising default risk for millennial companies
WeWork’s problems hint at the challenges facing companies focused on millennial customers
Swaps data: third-quarter clearing volumes increase across all asset classes
Dollar and euro rates clearing surges 60% year on year, but little shift in CCP market share
Replication can illuminate private equity’s nascent risks
New benchmarks paint a less flattering picture of buyout funds
Swaps data: CCPs – a systemically important market infrastructure
Disclosures show heavy concentration of initial margin in top three clearing services, writes Amir Khwaja
Computer says no: combating bias in machine learning models
Proposed US law on algo lending targets in-built discrimination, say modelling experts
Swaps data: analysing the US rates collapse
Prices collapse and expected worst-loss numbers hit new records
Credit data: Italian banks find themselves at a crossroads
Political chaos in Italy could undermine the banking sector’s recent improvement
Swaps data: Fed’s change of tack on rates fuels volume rise
Cleared dollar rates jump by half year-on-year, as LCH market share tightens
Op risk data: losses decline sharply in first half
Conduct losses account for most of $8.5 billion total. Data by ORX News
Credit data: more trouble in the oil and gas pipeline
US self-sufficiency in oil could be bad news for shale producers
Stock-pickers take note: the quants are coming
Quant funds are turning their hand to fundamental investing
Operational resilience means learning from failure
Firms and regulators could share data on mistakes, says Garp’s Jo Paisley
Credit data: worrying trends in sovereign risk
All signs point to a more volatile environment for sovereign credit risk
Don’t fear the clearer
Wider use of CCPs not systemic threat – but participants do face hard-to-measure risks
Op risk data: Europe’s AML drive follows Danske and ING slips
Also: top five losses include mortgage penalty for Citi and reporting fines for Goldman, UBS. Data by ORX News
Swaps data: cleared volumes and CCP market share
Data shows CME and Eurex growing faster than LCH Swapclear
Credit data: UK banks hold firm as Brexit looms
The credit status of UK banks remains unchanged, but other industries have seen significant deterioration
Swaps data: SOFR swaps slip, futures flip
After a banner month for the young OTC instrument in January, volumes then halved
Credit data: a new PD story for Brazil and Mexico?
One has been sliding, the other stable, but the stage appears to be set for a break from those trends
Swaps data: SOFR volume and margin insights
Data shows recent leap in SOFR trades – and hints at growth in synthetic swaps
Credit data: falling default risk for China’s banks
Economic data may be relatively gloomy, but default probabilities for lenders fell sharply last year
Swaps data: volumes up amid volatility
Data shows strong growth in cleared OTC derivative volumes in second half of 2018, says Amir Khwaja
Credit data: how US industries have fared under Trump
At the halfway point in the administration, time for a credit check, writes David Carruthers