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Managing geopolitical risk in petroleum markets
The authors demonstrate the use of futures and options derivatives to manage risk during extreme conditions in petroleum markets through an analysis of historical shocks to such markets.
US banks trim long-dated bonds to 10-year low
Medium-term securities reach record as 5+ year share hits decade low
FHLB Cincinnati explores AI to spot failing banks
Agentic model detects anomalies, monitors sentiment and drafts credit reports for analyst review
Fireside chat: Advancing FX clearing for safer settlement
Developments in FX clearing are supporting the creation of a safer, more scalable settlement infrastructure
Vendor spotlight: Credit lending operations, 2025
Crisil’s Credit+ platform is a modular, enterprise credit lending and operations platform on a microservices-based architecture
Iran strikes a stress test for CCP margin models
CME’s Span2 and Ice’s IRM2 are performing as advertised. The next few days could test their mettle
Leveraged ETFs may have fuelled Kospi plunge
Record one-day drop in Korean equity markets follows months-long surge driven by leveraged bets
Iran conflict forces EM carry trade unwinds
Surging oil prices, rising vol and dollar flight triggered stop-outs of emerging market positions, say dealers
EBA guidance prompts banks to rethink CSRBB perimeters
Banks will likely have to expand their credit spread risk coverage following recommendations
Most banks run physical climate scenarios beyond 2050
Risk Benchmarking data finds majority rely on geospatial asset mapping, while a third use third-party catastrophe models
Stressed liquidity flows swell at Canadian banks
Derivative and repo activity push up LCR cash flows at RBC, TD and Scotiabank
Vendor spotlight: Credit risk management solutions, 2025
Crisil has adopted a platform strategy that brings together its full suite of credit risk, analytics and regulatory capabilities
Integration strengthens e-trading in persistently volatile markets
Survey reveals that traders are grappling with daily volatility, while technology outranks liquidity as the top market structure concern
Eurex mulls ‘integrated’ prediction market
Dividend derivatives seen as template for event contract expansion
A new approach to asset pricing models: the term structure of leverage and refinancing risk
The authors provide new insights into leverage-related risk factors in stock returns and draw attention to the significance of debt maturities and refinancing in understanding leverage effects in asset pricing.
Big banks love their climate vendors; small banks, not so much
Risk Benchmarking: Lenders with blue-chip loan books more likely to favour climate tools, research finds
US banks lose appetite for Treasuries as G-Sibs turn to trading book
Two-year surge in non-trading USTs plateaus as HFT bonds tick up
Mob rule: populism’s rise pits banks against the people
Trump and fellow mavericks are reshaping politics, leaving banks scrambling to adjust to new and unpredictable risks
After market whipsaws, banks put new twist on QIS options
Variable strike options aim to catch recoveries after volatility spikes
Korean banks post record write-offs as bad bank programme begins
Kookmin and Shinhan book combined 664 billion won surge in Q4 charge-offs as New Leap Fund accelerates NPL disposals
JSCC considers default fund consolidation
Japanese clearing house looks for efficiency gains amid expansion of clearing products and influx of international firms
Broker quoting gap keeps Eurex-LCH basis alive
Lack of differentiated prices helps retain CCP basis
EU clearing houses pressured to diversify cloud vendors
CROs and regulators see tech concentration risk as a barrier to operational resilience
QIS futures debut – but only simple ones for now
Goldman and Societe Generale kick-start Eurex market with equity baskets
Hedge funds trim US swap spreads on tariff decision
Investors cut back asset swap positions as Supreme Court ruling reignites deficit concerns
Validating bank risk models under trade war stress: a framework for adaptive stress testing with AI-driven calibration and cross-industry applications
Focusing on validating and enhancing risk models, the author proposes a comprehensive framework through which to stress test under trade war conditions.
Convex volatility interpolation
The modelling of implied volatility surfaces is reframed as an optimisation problem
Why better climate data doesn’t always mean better decision-making
Risk Benchmarking research finds model and systems integration challenges almost as limiting to effective climate risk management