Home page
Latest
Well-drilled: CFTC’s top cop Miller sticks to his guns
Quick to place perceived overreach in the past, agency’s enforcement director leans into the law and his script
Ice rates contracts leapfrog CME SOFR in June
Ice rates open interest hits $62.3trn as euro and sterling hedging demand climbs
Few banks formally evaluate GenAI human-in-the-loop controls
Risk Benchmarking: G-Sibs and challengers use tools to test controls efficacy; others rely on judgement
EU wants equity market to boom, but dealers may go bust
Legislators want to rebalance scales back in favour of primary exchanges
Fragmented rules obstruct tokenisation efforts, panellists say
Divergent US, UK and EU stablecoin rules and legal protections limiting cross-border growth
Top quants on what AI tools can and can’t do
Trending
How these stories are chosen
How these stories are chosen
These articles reflect the choices of users with a similar profile to your own. To see stories that are trending for a different user profile, use the dropdown to select a different profile.
Risk Live 2026
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
Former MI6 chief urges AI slowdown
Risk Live: Other AI firms will be “in exactly the same space” as Anthropic’s Mythos, warns Moore
Managing AI models is reshaping three lines of defence, say banks
Risk Live: Model managers want seat at table during development, and expect first line to take charge of AI model testing
Agentic AI for XVAs still five years away, experts say
Risk Live: Questions about validation and accountability keep autonomous AI models out of XVAs for now
Agentic AI for XVAs still five years away, experts say
Risk Live: Questions about validation and accountability keep autonomous AI models out of XVAs for now
AI agents could become credit risk managers… almost
Risk Live: Bankers say credit stress-testing could be automated, but humans remain accountable
Banks welcome UK IMA eligibility test delay, but some want more
Risk Live: PRA extends monitoring for ‘Spearman’ test, while US regulators drop correlation metric
Former MI6 chief urges AI slowdown
Risk Live: Other AI firms will be “in exactly the same space” as Anthropic’s Mythos, warns Moore
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.
Ice rates contracts leapfrog CME SOFR in June
Ice rates open interest hits $62.3trn as euro and sterling hedging demand climbs
Risk Benchmarking
Few banks formally evaluate GenAI human-in-the-loop controls
Risk Benchmarking: G-Sibs and challengers use tools to test controls efficacy; others rely on judgement
Basel III Endgame
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
Double, but no trouble? CVA capital hit may lack clout
Industry opinion mixed around Basel III endgame derivatives charge
EBA’s repack answers leave dealers guessing
Spire dealers are split – some see worst-case scenario, others assume gentler treatment
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
How vol eruption blew up Goldman’s rates book
Dealers were short payer skew from corporate and hedge fund flows. Then came the Iran war.
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
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
