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Synthetic securitisations and Europe’s capital sweetener
Regulator weighs high-quality label for synthetic deals, but without favourable capital treatment
Danske’s profits drop 22% as impairment charges surge
Corporates & institutions unit incurred loan impairments of DKK520 million
How the New York Fed produces SOFR in a contingency
There was no mystery about the use of a contingency methodology to calculate SOFR for May 31
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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.
Editors' choice
How AI could tear up risk modelling canon
BlackRock, MSCI, La Française among firms looking to replace traditional, linear risk models
Big Figure
‘Bad banks’ through the ages
Deutsche Bank is setting up its second 'bad bank' since the financial crisis as part of its latest restructuring effort. It's a strategy that's been used by seven other big lenders in recent years to warehouse and unwind unwanted assets. Barclays, Bank of America, Citi, Credit Suisse, Lloyds, RBS and UBS all established special units to isolate toxic or illiquid investments post-crisis, some of which accounted for over one-third of their total risk-weighted assets at inception.
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Comment
How the New York Fed produces SOFR in a contingency
Credit data: China, US corporates feeling trade tensions
How to adapt a bank for MPE resolution strategy
Op risk data: losses decline sharply in first half
Our Take
Can robots learn to manage risk?
Fixing the roof while the sun – wait, is that rain?
The BoE leverage ratio: welcome relief or regulatory arbitrage?
No forward-looking rates? No problem