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Crisis? Which crisis? How ECB stress test failed to see Strait
Banks were told to design geopolitical shock scenarios, but some focused mainly on tariffs
HK listing revisions may boost structured product diversity
Reduced minimum fees and size could temper ‘emulation’ issue dominance
US G-Sibs’ trading assets hit record $3.6 trillion
JPM, Goldman, Citi and Morgan Stanley drive $520 billion quarterly increase amid turbulent markets
The race to model private market risks
BlackRock maps holdings to risk factors; competitors aim to get the best from statistical methods
UK insurers weigh alternatives to funded reinsurance
Tougher-than-expected PRA capital proposals push insurers to explore new sources of yield
Waiting for the light: what’s stalling European equity markets?
Esma says EU market has a structural problem, but the focus on lit vs dark trading overlooks post-trade issues
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Artificial intelligence
Regulators question human-in-the-loop as AI governance tool
Bank of England and FSB executives suggest it’s more important to retain overall accountability
AI could shrink trader roles – markets heads
DekaBank, BNPP AM see hedging, risk position management and bond markets as ripe for robots
Barclays built a risk framework for GenAI from scratch
Eleven teams contribute to assessing generative AI use cases in a system that includes 35 controls
Banks in Asia turn to integrated third-party risk units
Regional and global firms create centres of excellence bridging first and second lines
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.
US G-Sibs’ trading assets hit record $3.6 trillion
JPM, Goldman, Citi and Morgan Stanley drive $520 billion quarterly increase amid turbulent markets
Risk Benchmarking
Top 10 op risks: AI upends risk taxonomies
AI risk enters annual poll in fifth, but firms split over treating it as a standalone risk or a cross-cutting driver
Basel III Endgame
Un-American or un-JPM? Surcharge rethink divides G-Sibs
Some see sense in rethink to funding indicator, others call for a backtrack
Europe’s next chore: cleaning a floor made messy by the US
Rejection of Basel III’s output floor leaves EU with some difficult decisions to make
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
EU weighs response to US dropping Basel capital floors
European regulators assessing whether US proposal amounts to a “substantial” deviation
EU lawmaker calls for review of Luxembourg’s cross-border rules
Grand Duchy accused of side-stepping rules aimed at prising away banking business from London
Prediction markets
The quiet force steering prediction platforms to regulation
Former Cantor Futures president Richard Jaycobs warns on growth prospects for ‘zero-sum’ market
AI governance rules coming soon, says CFTC chair
Selig doesn’t want to stifle innovation, but says trading or advice algos will need guardrails
Prediction markets can be a canary in the coal mine
Prices of contracts on the likes of Polymarket can act as signals for risk management and hedging, says risk expert
How Optiver is harnessing prediction markets
Isda AGM: Market-maker doesn’t trade event contracts, but it is using them to price other instruments
Vol control indexes rewire for V-shaped rebounds
Dealers aim to fix sluggish performance of indexes that underpin $130 billion-a-year FIA market
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