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Long way round: EU banks lament credit spread saga
EBA ditches some of banks’ preferred qualitative reasonings – and shortcuts – for CSRBB exclusion
Short dollar bets make cautious return after safe-haven rush
Cautious USD-weakening positions re-emerge despite return of natural ‘dollar smile’ hedge
Ice’s Sprecher: institutional prediction bets ‘a matter of time’
Longer-term vision for ‘niche’ energy event contracts may be aided by recent Polymarket tie-up
Iosco chief sees no need for CCPs to hold more capital
CCPs have shown resilience in volatile times without extra skin-in-the-game, says Buenaventura
ForexClear stress losses surge as member concentration rises
Top five member share of IM jumps 9pp as stress losses hit six-year high
‘A new model’: Marex’s plan to take on the big banks
Non-bank challenger stepping into new businesses and new markets as incumbents retrench
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Artificial intelligence
FHLB Cincinnati explores AI to spot failing banks
Agentic model detects anomalies, monitors sentiment and drafts credit reports for analyst review
BPI says SR 11-7 should go; bank model risk chiefs say ‘no’
Lobby group wants US guidance repealed; practitioners want consistent model supervision and audit
At BNY, a risk-centric approach to GenAI
Centralised platform allows bank to focus on risk management, governance and, not least, talent in its AI build
JP Morgan AI research founder and head departs
Manuela Veloso leaves as bank announces greater spend on tech and AI
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.
ForexClear stress losses surge as member concentration rises
Top five member share of IM jumps 9pp as stress losses hit six-year high
Risk Benchmarking
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
Middle East crisis
Banks urge EBA to delay risk benchmarking amid Iran conflict
Risk managers say hypothetical portfolio exercise clashes with severe market turbulence
CME’s Duffy warns against government intervention in oil markets
Exchange head doesn’t rule out possibility of oil hitting $150 a barrel
Polytechnique’s Lehalle on bottleneck models and Hormuz closure
Iran conflict raises a now-familiar problem, says quant: how to predict which goods go where
Hedge funds stopped out on euro steepener amid Iran conflict
Gas price rises flattened 10s30s euro swap spread, forcing investors to cut positions
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
Equities
Leveraged ETFs may have fuelled Kospi plunge
Record one-day drop in Korean equity markets follows months-long surge driven by leveraged bets
After market whipsaws, banks put new twist on QIS options
Variable strike options aim to catch recoveries after volatility spikes
Real money investors cash in as dispersion nears record levels
Implied spreads were elevated to start 2026. Realised levels have been “almost unprecedented”
One Trading brings 24/7 equity trading to Europe
Start-up exchange will launch perpetual futures Clob in Q1 after AFM nod
Climate Risk Benchmarking
Risk.net’s latest benchmarking exercise finds banks grappling with decades-long exposures, while confronting political headwinds, limited resources and data gaps
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