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US regulators throw banks a curveball on committed credit lines
New Basel III charge on undrawn facilities will hit largest banks in areas like fund finance and credit cards
Beyond FX HedgePool: what’s next for all-to-all?
Proponents see bright future for trading model, but obstacles to take-up remain
DB USA undershoots Fed capital decline by 3.4pp in DFAST 2026
Nine banks project smaller CET1 falls than the Fed
A third of banks do not maintain logs for GenAI models
Risk Benchmarking study finds few banks review prompt logs systematically, with larger firms focusing on higher risk use-cases
Bowman shuns CECL. Friends say it just needs a little help
How far should FASB go in reforming credit-loss accounting rules?
ETF surge shows ‘worst-of’ autocalls have life in them yet
Assets in older structures have caught up with vol target versions that looked set to dominate
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Artificial intelligence
MUFG builds compliance-ready Claude Code
Japanese bank says Anthropic’s ‘phenomenal’ coding and productivity tool bucks compliance guardrails, prompting creation of in-house alternative
Anthropic curbs and cost fears spur banks to shop around for AI
Risk Live: Banks increasingly wary of reliance on US models amid uncertain geopolitical environment and mounting costs
0DTE options and non-banks could accelerate market risk
Risk Live: Risk managers warn trading desks in “uncharted territory” with shocks moving faster
Agentic AI for XVAs still five years away, experts say
Risk Live: Questions about validation and accountability keep autonomous AI models out of XVAs for now
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.
DB USA undershoots Fed capital decline by 3.4pp in DFAST 2026
Nine banks project smaller CET1 falls than the Fed
Risk Benchmarking
A third of banks do not maintain logs for GenAI models
Risk Benchmarking study finds few banks review prompt logs systematically, with larger firms focusing on higher risk use-cases
Basel III Endgame
Floored: Basel III rethink upsets IRB dominance
Introduction of output floor means internal ratings’ popularity takes a hit, but isn’t quite out for the count
US FRTB glitch could spit out negative capital charges
Effort to recognise risk diversification between IMA and standardised approach went too far
US regulators cut FRTB’s IMA capital hit by 59%, Isda finds
Trade body pushes for further changes to cross-product netting, default risk charge
Double, but no trouble? CVA capital hit may lack clout
Industry opinion mixed around Basel III endgame derivatives charge
EU wants equity market to boom, but dealers may go bust
Legislators want to rebalance scales back in favour of primary exchanges
Clearing
CFTC backs clearing exemption for risk reduction runs
CCP sources concerned about switch to bilateral trades, as other regulators also soften rules
OCC default fund plans expose rift between clearers
Retail brokers – but not Robinhood – oppose new allocation of default fund contributions amid options surge
Many Eurex accounts remain inactive as reporting deadline looms
More than 80% of euro swaps clearing accounts opened by buy-side firms are yet to see any activity
Clearing banks pick holes in VAR-based CCP margin models
New models ease cliff effects, but banks say they are less predictable and prone to undershooting
Top quants on what AI tools can and can’t do
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Climate risk service of the year: First Street
Integrated risk management software of the year: TS Imagine
Life and pensions ALM system of the year: Fentics Technology
Best in-house ALM technology: EFG Bank
Best use of AI: Moody’s
Credit data provider of the year: Moody’s
Communications surveillance in financial markets
Partnership approach pays off for TD Securities
