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An agentic bank? Not so fast
With no clear definition or way to gauge ROI, claims of AI adoption should be taken with a pinch of salt
How Quoniam boosted its sentiment strategy by adding an LLM
Upgraded system creates scores from more-informative forward-looking parts of news
Barclays, SocGen lead European banks to new corporate SRT highs
Corporate loan retained exposures up $31bn at European G-Sibs
Canton: has Wall Street found its blockchain?
Network and privacy behind Digital Asset spin-off’s tilt at next-gen settlement
French regulator wants permanent changes to EU’s output floor
Push for capital relief faces resistance from supervisors in Finland and the Netherlands
How to ensure next Credit Suisse fails ‘well’
Regulators are planning changes to resolution rules after criticism that living wills were ignored in previous bank collapses
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Rates
Kalshi seeks CFTC approval for 10-year US Treasury perp
Extended review period for first-of-its-kind contract will run until November 29
Hedge funds return to JGB flatteners after brutal stop-outs
Funds bet repatriation of assets by Japan’s pension funds will driver further long-end yield compression
Jackpot for JGB asset swaps after hedging rush
Multi-leg trade turned profitable as corporate cross-currency hedging flows helped push yen swap rates above JGB yields
Hedge funds reload UK rates bets after euro-led rout
Traders slowly returning to sterling market after ECB comments caused front-end and curve stop-outs
Risk Quantum
Data insights, delivered daily
Risk Quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross-section of the financial system. Published daily, articles are short and broken into chunks – the facts, the context and a brief commentary – and use data visualisations to get each story across.
Barclays, SocGen lead European banks to new corporate SRT highs
Corporate loan retained exposures up $31bn at European G-Sibs
Risk Benchmarking
For enterprise risk, influence runs deeper than any veto
Risk Benchmarking study finds formal veto rights concentrated among the largest lenders, but used only as a last resort
Artificial intelligence
AI bond deluge tests credit market’s appetite
Credit strategists say multi-year, poorly telegraphed AI issuance strains investor portfolios
As LLMs spread, quants confront ‘lexical risk’
Users are finding the uncertainty in GenAI models is hard to measure
Agentic risk management could arrive ‘sooner than we think’
Risk Live: Models are capable, but banks lack platform and governance to safely run agentic systems
What happens when AI gets good at your risk management job?
Risk executive Alex Golbin asks how to build a valuable career in risk as agentic AI takes on more analysis
CME’s single-stock futures rev up to overtake ‘ugly’ options trade
New cash-settled contracts with EFP facility could be an appealing alternative to reverse conversions
Tokenisation
BIS’s Hernández de Cos on AI, non-bank risk and tokenisation
General manager talks about how the BIS is navigating a complex global environment
HSBC’s Orion sees cash leg challenge to tokenised bonds
Tradeweb and others agree more work needed before atomic settlement is achieved
Pioneers split over future of UK’s digitalised market
Tokenisation provider urges industry to stop waiting for magic to make digitally issued securities possible
Ex-Citi banker’s ‘perfect marriage’ with Franklin’s crypto unit
Investment giant throws weight behind Chris Perkins’ plan for investing in digital markets
Enterprise Risk Benchmarking 2026
The second round of Risk.net’s ERM research covers topics such as risk taxonomies, organisational structures and appetite frameworks.
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