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S&P bull run drives interest in reset and lookback hedges
Variable strike put options proved popular alternative hedging format of 2025
Sticky fears about sticky inflation
Risk.net survey finds investors are not yet ready to declare victory on inflation – with good reason
Allocating financing costs: centralised vs decentralised treasury
Centralisation can aid capital efficiency and ROE, particularly in collateralised financing, says Sachin Ranade
Wells Fargo bucks peers with rise in CCP default fund contributions
Heavier clearing drives bank’s balance to new high in Q3
EVE and NII dominate IRRBB limit-setting
ALM Benchmarking study finds majority of banks relying on hard risk limits, and a minority supplementing with early-warning indicators
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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Wells Fargo bucks peers with rise in CCP default fund contributions
Heavier clearing drives bank’s balance to new high in Q3
Risk Benchmarking
EVE and NII dominate IRRBB limit-setting
ALM Benchmarking study finds majority of banks relying on hard risk limits, and a minority supplementing with early-warning indicators
Bank regulation
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
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
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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