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JP Morgan’s race to simplify FX options trading
Fewer clicks, more automation win systematic clients and boost electronic volumes
Hedge fund CIO flags risks from ‘fragile’ market structure
Next big market shock will lead to “liquidity driven bankruptcies”, says Adapt’s Maubourget
IM concentration at CCPs hits multi-year high in Q4
Median tops 52% for first time since 2021 as average reaches record
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
Saudi National Bank equity RWAs surge on Basel phase-in
Year-end risk-weight rise of 60pp triggers 18.2% spike in risk charges
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
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
Quants like Andrew Ang are making the case for AI agents
AI agents can boost human managers by analysing investments, risks and portfolio choices at scale
BlackRock uses options to rewire AI bets
Counterparty Radar: Global Allocation Fund shifts from net short to net long derivatives as equity allocation falls
The do-it-all machine: model risk in the age of generative AI
Banks race to understand risks posed by new breed of multi-purpose bots
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.
IM concentration at CCPs hits multi-year high in Q4
Median tops 52% for first time since 2021 as average reaches record
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
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
Can US regulators keep Collins happy with one capital stack?
Legal experts say Basel III endgame redraft retains spirit if not letter of the floor
Top 10 operational risks for 2026
Industry shares intel on biggest collective threats, as well as remedies and loss gauges
Prediction markets
How Optiver is harnessing prediction markets
Isda AGM: Market-maker doesn’t trade event contracts, but it is using them to price other instruments
Don’t mention the rules: the fight against prediction market abuse
For the CFTC to regulate new venues effectively, it must first redefine insider trading
CFTC wants to regulate prediction markets. Is it up to the task?
Former officials echo state gambling authorities’ concerns over agency’s ability to police betting risks
Main Street to Wall Street: Kalshi’s bid to go beyond sports bets
Institutional head Andy Ross’s strategy for drawing in investors and charging for ‘wisdom-of-crowds’
NeoClear enters battle for euro swaps clearing
Paris-based CCP to challenge Eurex and LCH with planned 2027 launch
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