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SRB faces tough choices over Sberbank Europe failure
Both resolution or liquidation could lead to losses for public purse, depending on client base
From Japan to the US, sanctions threaten top pension funds’ Russia assets
Top global pension funds might dump Moscow-linked holdings in response to Ukraine invasion
Big banks seek solace in quantum-proof encryption
Barclays, JP Morgan and SocGen act to counter threat from next generation of computing
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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.
From Japan to the US, sanctions threaten top pension funds’ Russia assets
Top global pension funds might soon follow Norway and dump Moscow-linked holdings in response to Ukraine invasion
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
Proposed CDS reporting rules to have little impact on funds
Counterparty Radar: Pimco and PGIM would have filed most often under US large-position reporting rules
Editors' choice
Risk Awards 2022: the winners
JP Morgan claims top derivatives house, lifetime award for Mark Carney, BofA wins rates
Big Figure
JPM raises the VAR
JP Morgan incurred eight value-at-risk backtesting exceptions in the last quarter of 2021, as a result of larger-than-expected trading losses.
Read the full articleRisk Management
Big banks seek solace in quantum-proof encryption
Barclays, JP Morgan and SocGen act to counter threat from next generation of computing
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Comment
For OTC derivatives, the pricing (still) isn’t right
Is it worth doing a quant master’s degree?
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Our Take
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