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Trump’s LatAm gambit spurs FX hedging rush
Venezuela op boosts risk reversals as investors look to protect carry trades
How investment firms are innovating with quantum technology
Banks and asset managers should be proactive in adopting quantum-safe strategies
Barclays runs closest to capital hurdles in BoE stress test
UK lender still weakest against required minimums but widens buffers from prior exercise
Credit spread risk: the cryptic peril on bank balance sheets
Some bankers fear EU regulatory push on CSRBB has done little to improve risk management
One Trading brings 24/7 equity trading to Europe
Start-up exchange will launch perpetual futures Clob in Q1 after AFM nod
Risk.net’s top 10 investment risks for 2026
AI, strained governments, inflated private assets: risky bets have become hard to avoid
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Interest rates
How Bessent learned to stop worrying and love the T-bill
Short-dated issuance shows no signs of slowing. Some fear it could end badly.
Playing the yield: rates rev up structured products
Higher government bond yields and steeper forward curves fuel demand for new range of fixed income structures
Hedge fund holdouts boost euro steepener bets into year-end
After some investors took profits in September, those that stayed in the trade are now doubling down
Dutch pensions weigh hedge unwinds ahead of transition
As January 1 nears, Dutch pension funds consider unwind timing to avoid rush to the exit in thin year-end liquidity
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.
Barclays runs closest to capital hurdles in BoE stress test
UK lender still weakest against required minimums but widens buffers from prior exercise
Risk Benchmarking
One in five banks targets a 30-day liquidity survival horizon
ALM Benchmarking research finds wide divergence in liquidity risk appetites, even among large lenders
Bank regulation
Risk managers question US reach of Dora third-party list
Some EU subsidiaries included, but regulator control over cloud providers could still be limited
SEC poised to approve expansion of CME-FICC cross-margining
Agency’s new division heads moving swiftly on applications related to US Treasury clearing
Bowman’s Fed may limp on by after cuts
New vice-chair seeks efficiency, but staff clear-out could hamper functions, say former regulators
How Basel III endgame will reshape banks’ business mix
B3E will affect portfolio focus and client strategy, says capital risk strategist
Review of 2025: It’s the end of the world, and it feels fine
Markets proved resilient as Trump redefined US policies – but questions are piling up about 2026 and beyond
Clearing
LME hit hardest in BoE’s latest CCP stress test
Cover 2 liquidation scenario wipes out more than half of default fund
BofA urges horizontal CCP fix after CME outage, others demur
Analysts say clearing meltdown bolsters case for futures-for-futures exchange with FMX
CME faces battle for clients after Treasuries clearing approval
Some members not ready to commit to 2026 start date; rival FICC enhances services
Clearing houses warn Esma margin rules will stifle innovation
Changes in model confidence levels could still trip supervisory threshold even after relaxation in final RTS
Quant Finance Master’s Guide 2026
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
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