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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
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
At the deep end: FX HedgePool’s struggle to stay afloat
Lack of offsetting flow, tech bottlenecks and higher-than-expected costs weighed on start-up’s growth
Risk Technology Awards 2026: Real-time reality
Industry trying to improve on periodic risk reporting – but it’s not easy
Dealers split on best path to electronically hedge FX swaps
IDB costs see banks eyeing Clobs and dark pools, but traders say brokers still have their charms
How electronic quoting could jolt gilts back to life
While UK government bond market stagnates, Italy boosts on-venue trading with dealer incentives. Should London take a leaf from Rome’s bookrunners?
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
How quants are getting the most out of Claude
Agentic tools boost productivity by multiples, but using them takes skill
EU banks welcome high-risk systems breather from delay in AI act
But chatbot transparency still applies from August, requiring deployers to disclose use to customers
Will Kalshi and Polymarket win over prop shops? Don’t bet on it.
A few market-makers – Jump Trading and Susquehanna among them – are dabbling in prediction markets but most are holding off due to patchy liquidity and legal uncertainty
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.
Double, but no trouble? CVA capital hit may lack clout
Industry opinion mixed around Basel III endgame derivatives charge
Amid debanking drama, banks try to say ‘no’, safely
A basic risk management tool – the ability to turn a customer away – has become a political football
How gatecrashers could spoil the tokenisation party
Blockchain can curb settlement risks, but that could come at the expense of new third-party risks
Erba myth: will US banks choose new capital measure?
B3E gives US banks a dilemma – adopt expanded risk-based approach, or a new standardised alternative
Treasury mulls investing cash in repo. Experts aren’t convinced.
Putting idle cash to work would earn paltry returns and perhaps depress private lending activity, say sceptics
Crisis? Which crisis? How ECB stress test failed to see Strait
Banks were told to design geopolitical shock scenarios, but some focused mainly on tariffs
The race to model private market risks
BlackRock maps holdings to risk factors; competitors aim to get the best from statistical methods
Un-American or un-JPM? Surcharge rethink divides G-Sibs
Some see sense in rethink to funding indicator, others call for a backtrack
Waiting for the light: what’s stalling European equity markets?
Esma says EU market has a structural problem, but the focus on lit vs dark trading overlooks post-trade issues
Europe’s next chore: cleaning a floor made messy by the US
Rejection of Basel III’s output floor leaves EU with some difficult decisions to make
Dollar smiles again, but for how long?
Twitchy investors backed the buck during Iran war, but experts are divided on whether this marks a return of the dollar smile
Vol control indexes rewire for V-shaped rebounds
Dealers aim to fix sluggish performance of indexes that underpin $130 billion-a-year FIA market
Why bank stablecoin projects get stuck in the sandbox
Five years ago, a wave of banks launched stablecoin projects, but most never got beyond the testing phase