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Eurex cross-currency swap clearing faces continued delays
Clearing house eyes June release; dealers voice concerns over liquidity and margining
Libor-in-arrears swaps face unwinds on benchmark death
Backward-looking fallbacks are incompatible with the product, which relies on forward rates
Sovereign swaps users should learn from Italy’s mistakes
Posting collateral is a cost debt offices must embrace, argues Stefania Perrucci
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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
Brexit fear drives futures trades out of London
Transitions via FIA protocol have escalated since January as no-deal concerns mount
Big Figure
Bank insecurity
The 11 systemically important banks in the European Union were exposed to €401 billion ($454 billion) of securitisation risk in aggregate at end-2018, Risk Quantum analysis shows, with more than a third held by just two lenders: Banco Santander and Deutsche Bank. The Spanish bank had the most securitisation exposure of the group, at €76 billion. Deutsche Bank followed with €75 billion and Crédit Agricole with €46 billion.
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Comment
Op risk data: Europe’s AML drive follows Danske and ING slips
Swaps data: cleared volumes and CCP market share
Sovereign risk weights cannot wait
Credit data: UK banks hold firm as Brexit looms
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