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After market whipsaws, banks put new twist on QIS options
Variable strike options aim to catch recoveries after volatility spikes
Hedge funds trim US swap spreads on tariff decision
Investors cut back asset swap positions as Supreme Court ruling reignites deficit concerns
JSCC considers default fund consolidation
Japanese clearing house looks for efficiency gains amid expansion of clearing products and influx of international firms
Korean banks post record write-offs as bad bank programme begins
Kookmin and Shinhan book combined 664 billion won surge in Q4 charge-offs as New Leap Fund accelerates NPL disposals
QIS futures debut – but only simple ones for now
Goldman and Societe Generale kick-start Eurex market with equity baskets
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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Artificial intelligence
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Lobby group wants US guidance repealed; practitioners want consistent model supervision and audit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
Rethinking model validation for GenAI governance
A US model risk leader outlines how banks can recalibrate existing supervisory standards
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.
Korean banks post record write-offs as bad bank programme begins
Kookmin and Shinhan book combined 664 billion won surge in Q4 charge-offs as New Leap Fund accelerates NPL disposals
Risk Benchmarking
Why better climate data doesn’t always mean better decision-making
Risk Benchmarking research finds model and systems integration challenges almost as limiting to effective climate risk management
Geopolitical risk
We’re gonna need a bigger board: geopolitical risk takes centre stage
As threats multiply, responsibility for geopolitical risk is shifting to ERM teams
Trump’s LatAm gambit spurs FX hedging rush
Venezuela op boosts risk reversals as investors look to protect carry trades
How geopolitical risk turned into a systemic stress test
Conflict over resources is reshaping markets in a way that goes beyond occasional risk premia
Gap risk fears push FX traders into Sunday-night Asia hours
Volumes surge at Singapore open as Trump’s weekend announcements force early risk management
Forex looks to flip the (stable)coin
Friction-free foreign exchange is the prize offered by stablecoins such as Tether and USDC. But the prize remains elusive
Trading platforms
CME outage sparks FX soul search
How November’s halt exposed fragile wiring of new futures-led market structure
Gap risk fears push FX traders into Sunday-night Asia hours
Volumes surge at Singapore open as Trump’s weekend announcements force early risk management
Esma supervision proposals ensnare Bloomberg and Tradeweb
Derivatives and bonds venues would become subject to centralised supervision
Banks eye cost cuts ahead of RateStream Treasuries push
FX SpotStream’s move into rates seen as both fee-saver and potential boost to streaming execution
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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