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Q&A: Japan regulator aims to be glue for fragmented rules
“Unintended and unnecessary” splits in regulation damage financial markets, says FSA’s Ryozo Himino
Podcast: Mercurio and Henrard on the impact of Libor reform
Some derivatives products will become more complex if there are no forward rates, say quants
Revised Basel output floor to bind 41% of European banks
Cap on modelled capital will also constrain 6% of Americas banks and 34% of banks from the rest of the world
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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
Top 10 operational risks for 2019
The biggest op risks for 2019, as chosen by industry practitioners
Big Figure
Swaps slashed
Large US banks eliminated $24.3 trillion of derivatives notionals in the last three months of 2018, cutting the size of their swaps books by 11% in aggregate. Total notionals reported by the eight US global systemically important banks stood at $196.3 trillion at end-December.
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Comment
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