Search results
What futures and options say about the cost of war
Spot prices reveal major disruption, futures indicate this will pass, options imply ongoing instability
CME-FICC cross-netting terms fuel clashes
Hedge funds worried by CCP powers to suspend arrangement; clearing members say it’s standard practice
For collateral, can TINA become TIA?
US Treasuries’ dominance as collateral in repo and derivatives is no longer set in stone, argues economist
Industrialising the challenge process: AI in operational risk scenario analysis
How structured modelling and AI could help industrialise the challenge process
CRO view: Emerging risks in the age of AI
The risk agenda is shifting beyond market and credit volatility towards operational resilience, AI governance and culture
US blows the floors off Basel III
Barr criticises “downward deviations” in US rule; Bowman rejects “blind adherence” to global standards
G-Sib overhaul could trim future capital needs by $45.2bn
Morgan Stanley, Goldman and BNY set to benefit most from Fed Basel III endgame proposal
A Hormuz tipping point may be days away
Agent-based model suggests delays and shortages likely to accelerate after four weeks
Ellington spinout hopes to ease whole-loan investing
Data hurdles have frustrated insurers as they look to increase allocations
SRT deals shelved amid Iran and AI concerns
Simple and risk-reducing deals prioritised as growing fears disrupt synthetic risk-transfer pipeline
Osttra hires four from LSEG as post-trade battle heats up
SwapAgent head Nathan Ondyak returns to Osttra following KKR acquisition
Rethinking post trade for OTC derivatives
LSEG’s TradeAgent platform aims to improve efficiency and resilience in post trade
US Treasuries clearing: a new era
What will the SEC’s clearing mandate mean for your firm? Explore the latest updates and analysis around clearing models, collateral requirements, risk tools and market structure
Op risk data: HK gets tough on takeover in $200m takedown
Also: Bank staff steal state funds in India; Vanguard settles US net zero lawsuit. Data by ORX News
Ice CDS volumes surge as investors hedge Iran shock
Single-name volumes outpace indexes as investors target specific risks
Pimco slashes short dollar forwards at year-end
Counterparty Radar: EUR/USD cuts drive $86.5 billion reduction
Basel III endgame – a timeline
A review of Risk.net’s coverage of the US implementation saga
Leaked EU plans offer extra temporary relief for FRTB models
Risk factors would need only two observations to be modellable. Do changes foreshadow US Basel III?
Pimco, PGIM say EU securitisation reform falling short
Proposals that lack ambition will fail to revitalise the region’s market, asset managers argue
Stock trend forecasting with graph neural networks
The authors put forward a new method for short-term stock trend prediction based on graph neural networks.
Oil clearing volumes surge at Ice, CME
Ice Europe nears Brent clearing record midway through March
Beyond epicycles: models must describe markets, not just fit them
Modelling needs to embrace complexity in volatility patterns, says Jean-Philippe Bouchaud
Iosco chief talks cyber, AI and clearing
Buenaventura discusses Iosco’s role in aiding market resilience and cross-border co-operation
New LLMs are proving to be surprisingly good quants
Strides in AI’s ability to do maths mean models can plausibly help with research
Can AI be the great equaliser in e-FX?
FX market-makers see real benefits for agentic AI in code generation and data analysis
JP Morgan’s former head of FXO trading leaves Balyasny
Ankur Dhingra spent almost three years as a macro portfolio manager at the multi-strat hedge fund
Generative artificial intelligence in model risk management: emerging opportunities, supervisory challenges and validation frameworks
The author proposes a structured approach to validating generative AI models in line with the principles of current regulatory standards.
Oil producers hedge rally with Brent shorts
Energy firms hedge oil spike as funds position for further gains