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For Esma the supervisor, people power will be prime
Industry hopes to avoid people risk during transition, with help from national authorities
Clearing firms flummoxed by new margin models at CME, Ice
VAR-based portfolio margining is easier to manage, but harder to explain
CCB stands apart as Chinese banks diverge on G-Sib indicators
Bank records increases in 13 systemic risk indicators as trading activity jumps in 2025
Prediction markets can be a canary in the coal mine
Prices of contracts on the likes of Polymarket can act as signals for risk management and hedging, says risk expert
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
In Iran war, VAR models ease cliff effect on Ice and CME margins
At 105%, EEX – using Span model – saw largest single-day jump compared with those CCPs
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Artificial intelligence
UBS to launch merger arb QIS
Bank partners with German asset manager First Private to screen deals using machine learning
Barclays built a risk framework for GenAI from scratch
Eleven teams contribute to assessing generative AI use cases in a system that includes 35 controls
Hopes, fears and ‘mass confusion’: the sudden end of SR 11-7
Banks welcome chance to prioritise model reviews, but fret over future policy changes and AI
Bootcamps and peer pressure: Goldman preps staff for AI future
Isda AGM: Tone from the top is not enough, says chief information officer Marco Argenti
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.
CCB stands apart as Chinese banks diverge on G-Sib indicators
Bank records increases in 13 systemic risk indicators as trading activity jumps in 2025
Risk Benchmarking
Top 10 op risks: AI upends risk taxonomies
AI risk enters annual poll in fifth, but firms split over treating it as a standalone risk or a cross-cutting driver
Basel III Endgame
One thing missing from US Basel III proposal: a deadline
Without a deadline, risk teams will struggle to secure resources to begin implementation projects
Foreign banks can swerve US Basel op risk capital charges
New proposal offers category III and IV banks op-out from regime, but intragroup trades penalised
Dealers push for more revisions to Basel III endgame
Isda AGM: Goldman, JP Morgan bankers want changes on cross-product netting, CVA and default risk charges
BoE’s Bailey expects global consensus on FRTB internal models
Isda AGM: UK is reviewing proposals from US and EU regulators before finalising its IMA rules
JP Morgan’s race to simplify FX options trading
Fewer clicks, more automation win systematic clients and boost electronic volumes
Credit risk
UK rethinking tougher capital rules for US bank subsidiaries
US endgame draft would trigger UK Basel III trap floor for foreign banks, but PRA is reviewing
Change fatigue could dim EBA’s credit risk simplicity drive
Revisions may be kept to a minimum as short-term implementation burden weighs on banks
FSB warns of ‘circles of risks’ in bank risk transfer deals
Credit lines, portfolio financing and NAV facilities for private credit funds could rebound on banks
In simplifying credit risk models, EBA could compound capital costs
Skipping hard yards of internal ratings-based approach might trip higher capital charges and implementation costs
NeoClear enters battle for euro swaps clearing
Paris-based CCP to challenge Eurex and LCH with planned 2027 launch
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