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New EBA taxonomy could help integrate emerging op risks
Extra loss flags will allow banks to track transversal risks like geopolitics and AI, say experts
BoE’s second SITG proposal could lead to $333m additional CCP capital
Plan would expand own-capital tranches deployed alongside member contributions at LCH, Ice and LME
Collateral velocity is disappearing behind a digital curtain
Dealers may welcome digital-era rewiring to free up collateral movement, but tokenisation will obscure metrics
Third of banks run ALM with five or fewer staff
Across 46 firms, asset-liability management is usually housed in treasury, but formal remits and staffing allocations differ sharply
Trump’s LatAm gambit spurs FX hedging rush
Venezuela op boosts risk reversals as investors look to protect carry trades
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
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BoE’s second SITG proposal could lead to $333m additional CCP capital
Plan would expand own-capital tranches deployed alongside member contributions at LCH, Ice and LME
Risk Benchmarking
Third of banks run ALM with five or fewer staff
Across 46 firms, asset-liability management is usually housed in treasury, but formal remits and staffing allocations differ sharply
Bank regulation
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
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
Banks hope new axe platform will cut bond trading costs
Dealer-backed TP Icap venture aims to disrupt dominant trio of Bloomberg, MarketAxess and Tradeweb
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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