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Dealers cast doubt on swaptions compensation plans
Redress scheme for victims of post-Libor valuation change may fail due to “cherry-picking” fears
UK bank market RWAs ebbed in 2019
HSBC shed $5.9 billion of market RWAs in 2019
BoE’s new Sonia index gets a thumbs-up from issuers
Calculating coupons based on compounded Sonia was “a real nightmare” for some
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Risk Quantum
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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
Synthetic Libor faces legal obstacles
EU benchmark rules may thwart ‘tough legacy’ fix, reviving calls for blanket legislation
Big Figure
Repo purge
The eight global systemically important banks in the US collectively cut repo exposures by -4% in the last quarter of 2019, with Goldman Sachs eliminating $39.6 billion, the most of the group. Aggregate repo exposures, as measured for the supplementary leverage ratio, totalled $1.69 trillion in Q4 2019 across the G-Sibs, down from $1.76 trillion (-4%) the prior quarter.
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AI, low-capital CFOs and the spread of uncertainty
The week on Risk.net, February 22–28, 2020
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