Home page
Latest
US Basel III delay to 2026 seen as almost inevitable
Reprioritisation and leadership changes cast doubts on timing of new proposals
Barclays takes selective approach to FRTB IMA applications
Risk Live: UK bank is applying for approval for parts of its portfolio most likely to pass approval tests
AI shows cognitive bias just like humans, tests show
Risk Live: New form of op risk may be “especially dangerous” for model validators, quant says
Risk data
Ice: EU regulation simplification not happening in practice
Ice Clear Europe president says excessive EU checks distract firms from addressing real financial risk
Wolves of K Street are circling Trump, says Scaramucci
Risk Live: Former White House comms chief on Project 2025, the DC swamp and an 'orange asteroid'
DRW’s Wilson: regulatory confusion hinders euro stablecoins
Conflicting interpretations of EU rules will divert more capital to USD coins and away from euro assets, says Don Wilson
ABN Amro trading equity volume doubled to €31trn in 2024
Dutch bank outpaces all European peers on key systemic risk metric and trails only three US firms
Simulation of Heston made simple
A new way to apply the classic stochastic volatility model is presented
Allocators try to stay strategic in a world turned upside down
Investors are revisiting long-held assumptions about how to allocate large pools of assets
The IMA map: charting market risk capital under Basel 2.5
The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book capital requirements have evolved
Trending
How these stories are chosen
These articles reflect the choices of users with a similar profile to your own. To see stories that are trending for a different user profile, use the dropdown below.
Foreign exchange
Macro traders tread carefully ahead of tariff pause deadline
Uncertainty has held buy-siders back from both hedging and directional trades
Hedge funds return to HKD carry trade after May stop-outs
Widened interest rate differentials spur investors to re-enter positions, but risks remain
Bank FX market-makers ramp up AI usage
Barclays applies tech to predictions, while HSBC and ING look at pricing accuracy
Limited-loss hedges help US firms dodge costly FX moves
Structurers say corporates’ use of options-based net investment hedging helped soften impact of USD selloff
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.
ABN Amro trading equity volume doubled to €31trn in 2024
Dutch bank outpaces all European peers on key systemic risk metric and trails only three US firms
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
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
Wells Fargo’s FX strategy wins over buy-side clients
Counterparty Radar: Life insurers looked west for liquidity after November’s US presidential election
Investing
Credit investors struggle to decide what tariffs will mean for defaults
Traders report difficulty evaluating risk, but elevated yields have kept demand strong nonetheless
Citi close to launching GenAI investment tools
New tech will be used to improve investment recommendations and increase cross-selling
Why asset owners aren’t turning their backs on America (yet)
Pension and sovereign wealth investors see US exceptionalism outlasting policy-driven turmoil
Investment firms ready plans for US autocallable ETFs
Evergreen format would provide the long-term track record required by portfolio allocators
Op risk benchmarking
Our new research service compares op risk practices at financial institutions – from staffing to AI safeguards, key controls to board reporting packs.
Regulation
How to reform the NSFR… and why regulators may never get there
Ideas for updating funding rules after SVB include recalibration and concentration limits
BoE takes subtle leverage snipe at CCP cross-margining
Margin offsets might increase risk, but could also encourage more central clearing
Leverage ratio reform: the good, the bad and the Treasury
A simple cut would be less likely to stoke interest rate risk than exempting US government bonds
SEC faces debate over possible cull of cyber security rules
Lobby groups pushing for regulator to roll back disclosures, but investors take a different view
Risk managers brace for night shifts as 24-hour trading looms
Questions swirl around how margin breaches and defaults will be handled during overnight hours
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
Precision-crafted: the new tools of investing
Fixed income finesse: striking a balance amid shifting rates
Volatility and geopolitical risk fuel new approaches to energy trading and risk management
Digital asset derivatives: unlocking growth through regulated trading and clearing
Investors find smoother path with smart beta
The future of quantitative investment
Repo on Execute: unlocking liquidity with innovations in market structure
Why Basel’s push to overhaul PFE is a wake-up call for risk teams
GEN-I: a journey of ongoing growth
