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We’re gonna need a bigger board: geopolitical risk takes centre stage
As threats multiply, responsibility for geopolitical risk is shifting to ERM teams
At BNY, a risk-centric approach to GenAI
Centralised platform allows bank to focus on risk management, governance and, not least, talent in its AI build
Treasury repo clearing mandate would free up $207bn leverage exposures for G-Sibs
OFR estimates repo clearing share would jump from 45% to 77% under SEC rules
Many banks yet to factor climate into credit risk models
More than a third of banks do not quantify climate risk impact on credit portfolios, study finds
Esma supervision proposals ensnare Bloomberg and Tradeweb
Derivatives and bonds venues would become subject to centralised supervision
How Optimal aims to shake up US retail options trading
New wholesaler has assembled a team of market-makers to compete with Citadel, IMC/Dash and Jane Street
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Trading platforms
BBVA joins growing Spire repack platform
Spanish bank becomes 19th dealer on multi-bank SPV issuer amid rising investor interest
Banks eye cost cuts ahead of RateStream Treasuries push
FX SpotStream’s move into rates seen as both fee-saver and potential boost to streaming execution
JP Morgan gives corporates an FX blockchain boost
Kinexys digital platform speeds cross-currency, cross-entity client payments
Market-makers seek answers about CME’s cloud move
Silence on data centre changes fuels speculation over how new matching engine will handle orders
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.
Treasury repo clearing mandate would free up $207bn leverage exposures for G-Sibs
OFR estimates repo clearing share would jump from 45% to 77% under SEC rules
Risk Benchmarking
Many banks yet to factor climate into credit risk models
More than a third of banks do not quantify climate risk impact on credit portfolios, study finds
Bank regulation
ISITC’s Paul Fullam on the ‘anxiety’ over T+1 in Europe
Trade processing chair blames budget constraints, testing and unease over operational risk ahead of settlement move
Market doesn’t share FSB concerns over basis trade
Industry warns tougher haircut regulation could restrict market capacity as debt issuance rises
Fed fractures post-SVB consensus on emergency liquidity
New supervisory principles support FHLB funding over discount window preparedness
ECB seeks capital clarity on Spire repacks
Dealers split between counterparty credit risk and market risk frameworks for repack RWAs
UK clearing houses face tougher capital regime than EU peers
Ice resists BoE plan to move second skin in the game higher up capital stack, but members approve
Investing
How Optimal aims to shake up US retail options trading
New wholesaler has assembled a team of market-makers to compete with Citadel, IMC/Dash and Jane Street
Industry frowns on FCA’s single-sided trade reporting efforts
Buy side warns UK attempt to ease Mifir burden may miss target; dealers aren’t happy either
Ram AI’s quest to build an agentic multi-strategy hedge fund
The Swiss fund already runs an artificial intelligence model factory and a team of agentic credit analysts
Real money investors cash in as dispersion nears record levels
Implied spreads were elevated to start 2026. Realised levels have been “almost unprecedented”
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