Risk Quantum

Data insights, delivered daily

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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.

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Nomura switches to lower-confidence VAR model

Internal measure of potential market loss brings bank in line with the likes of JP Morgan and BofA

Counterparty Radar

Matchmaking and benchmarking for OTC derivatives

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Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info

Pimco triples book as IR swaptions market nearly doubles

Counterparty Radar: Goldman Sachs nets almost all of bond giant’s Q4 growth

 
Thrice more unto the breach

BNP Paribas notched three value-at-risk backtesting exceptions in the first quarter, leaving it on the cusp of higher capital charges for trading activities. The latest overshoots, recorded in February and March against hypothetical profit and loss, followed a single breach in November, bringing the one-year rolling total to four, the maximum allowed under European Union rules before capital requirements are hiked.

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