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Industry to take up Fed’s white paper on cyber risk
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HSBC’s Elhedery: banks must protect whistleblowers
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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
All clear? Structural shifts add to repo madness
Many things contributed to 10% repo, among them a FICC programme and a surge in overnight funding
Big Figure
Counter culture
Over-the-counter derivatives notional amounts soared over the first six months of 2019 to their highest level since 2014. Data from the Bank for International Settlements show notionals jumped 18% to $640.4 trillion over the first half of the year. The fair values of outstanding contracts also climbed over the period to $12.1 trillion – an increase of 25% – interrupting a downward trend going back to end-2016.
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Comment
Credit data: US slowdown starts to bite for high yield
Banks feel chill of exposure from Fed’s SCCL
Op risk data: $250m legacy loan frauds hit Bric banks
Better risk reporting doesn’t need an IT upgrade
Our Take
Quants bring ‘triptych’ of variables to risk measurement
Swiss banks ask, how about a magic trick?
Plumbing problems in the repo market
How slower growth in China could threaten financial reforms