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Trend followers search for answers after a year to forget
Quants have new ideas to address strategy’s vulnerability to reversals
US G-Sibs post record secured finance flows in LCR
Q3 spike continues long-term shift toward secured funding and lending in liquidity stress scenario
BlackRock, Citadel Securities, Nasdaq mull tokenised equities’ impact on regulations
An SEC panel recently debated the ramifications of a future with tokenised equities
Risk data
CCPs trade blows over EU’s new open access push
Cboe Clear wants more interoperability; Euronext says ‘not with us’
Banks scale back short-dated FX swaps trading, BIS finds
Interbank FX swaps hit by higher short-term hedging and funding costs, while longer-dated forwards activity jumps
Risk Awards 2026: The winners
Citi claims top derivatives prize, lifetime award for Dennis McLaughlin, JP Morgan wins equities
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Interest rates
CME futures outage caused FX spot pricing problems
At least one non-bank was forced to pull prices, and NDFs also affected
Bessent’s Treasury buy-back ‘success’ draws expansion warnings
BMO Treasury trading head warns of “overarching presence” as Treasury scales up programme
Treasury market urged to beef up operational resilience plans
NY Fed panel warns about impact of AI and reliance on critical third parties
Bond investors diverge on AI’s rates impact
While many agree the technology will drive growth, questions remain over the timing and inflationary impact
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 post record secured finance flows in LCR
Q3 spike continues long-term shift toward secured funding and lending in liquidity stress scenario
Risk Benchmarking
Squashing CVA still dominates XVA desks’ priorities
Dealers favour options-based strategies to manage charges; some explore contingent CDSs amid rising exposures
Bank regulation
How Basel III endgame will reshape banks’ business mix
B3E will affect portfolio focus and client strategy, says capital risk strategist
Who is Selig? CFTC pick is smart and social, but some say too green
Colleagues praise crypto smarts and collegial style, but views on prediction markets and funding trouble Senate
Basel Committee members ‘buying time’ before fixing FRTB mess
Despite inconsistencies today, regulators maintain they want to align global regime eventually
Derivatives industry blasts EU reporting framework
Complaints about duplicate and ambiguous trade reporting requirements aired at Esma’s Data Day
Credit default swaps break through fourth wall
Fourth-trigger CDS trading ramps up as more protection sellers enter field
Clearing
How window-dressing distorts US repo markets
Banks crush their repo balances periodically to massage systemic indicators, with far-reaching consequences for borrowing rates
MAS official flags risks in Asia’s path to T+1 settlement
Regulator says region faces “unique challenges” in establishing a shorter settlement cycle
Chicago data centre outage forced clearers to turn away clients
Friday’s cooling system failure highlights cracks in tech and concentration risk of big CCPs
LCH goes live with agency model for client clearing
English law version of FCM-style European trust model approved, as Eurex lags behind
Tomorrow’s Quants
A series of podcasts with finance master’s directors; features on the skillsets recruiters seek in junior quants; and the annual Risk.net Quant Finance Master’s Guide and Ranking
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