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Garage upstart turns Polymarket bets into benchmarks
Belief Systems launches 13 prediction indexes, but faces adoption hurdles
How Pimco, Capital Group funds bet on falling US rates
Counterparty Radar: Inflation hedge would soften impact for Capital Group; Pimco’s swaptions structures targeted modest decline
CCP liquid resources pivot to secured commercial bank cash
Eurex, CME and ECC drive jump in reverse repo-linked liquidity buffers in Q1
Banks are automating GenAI testing, but scope varies widely
Risk Benchmarking: LLM-as-judge offers model testing at scale, but few lenders use it to facilitate autonomous sign-off
Op risk data: Pentwater pays up for taking Avis shares for a spin
Also: Romania’s Robor cop gets tough on benchmark rigging; Wamco’s cherry-picking squashed. Data by ORX News
ETF surge shows ‘worst-of’ autocalls have life in them yet
Assets in older structures have caught up with vol target versions that looked set to dominate
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Artificial intelligence
How quants are getting the most out of Claude
Agentic tools boost productivity by multiples, but using them takes skill
Top quants on how AI will change some jobs and steal others
Coding skills will matter less and research skills more, say quants in Risk.net straw poll
MUFG builds compliance-ready Claude Code
Japanese bank says Anthropic’s ‘phenomenal’ coding and productivity tool bucks compliance guardrails, prompting creation of in-house alternative
Anthropic curbs and cost fears spur banks to shop around for AI
Risk Live: Banks increasingly wary of reliance on US models amid uncertain geopolitical environment and mounting costs
Risk Quantum
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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.
CCP liquid resources pivot to secured commercial bank cash
Eurex, CME and ECC drive jump in reverse repo-linked liquidity buffers in Q1
Risk Benchmarking
Banks are automating GenAI testing, but scope varies widely
Risk Benchmarking: LLM-as-judge offers model testing at scale, but few lenders use it to facilitate autonomous sign-off
Basel III Endgame
US regulators throw banks a curveball on committed credit lines
New Basel III charge on undrawn facilities will hit largest banks in areas like fund finance and credit cards
Floored: Basel III rethink upsets IRB dominance
Introduction of output floor means internal ratings’ popularity takes a hit, but isn’t quite out for the count
US FRTB glitch could spit out negative capital charges
Effort to recognise risk diversification between IMA and standardised approach went too far
US regulators cut FRTB’s IMA capital hit by 59%, Isda finds
Trade body pushes for further changes to cross-product netting, default risk charge
EU wants equity market to boom, but dealers may go bust
Legislators want to rebalance scales back in favour of primary exchanges
Clearing
CFTC backs clearing exemption for risk reduction runs
CCP sources concerned about switch to bilateral trades, as other regulators also soften rules
OCC default fund plans expose rift between clearers
Retail brokers – but not Robinhood – oppose new allocation of default fund contributions amid options surge
Many Eurex accounts remain inactive as reporting deadline looms
More than 80% of euro swaps clearing accounts opened by buy-side firms are yet to see any activity
Clearing banks pick holes in VAR-based CCP margin models
New models ease cliff effects, but banks say they are less predictable and prone to undershooting
Bowman shuns CECL. Friends say it just needs a little help
How far should FASB go in reforming credit-loss accounting rules?
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Bringing real-time US options analytics to Apac market participants
Climate risk service of the year: First Street
Integrated risk management software of the year: TS Imagine
Life and pensions ALM system of the year: Fentics Technology
Best in-house ALM technology: EFG Bank
Best use of AI: Moody’s
Credit data provider of the year: Moody’s
Communications surveillance in financial markets
Partnership approach pays off for TD Securities
