Risk management
Financial institutions face an increasingly interconnected risk landscape, shaped by volatile markets, regulatory change, geopolitical uncertainty, technological disruption and evolving business models.
Risk.net explores the latest approaches to identifying, measuring and managing financial risk, spanning market, credit, liquidity and operational risk, alongside capital management, regulation, derivatives and clearing, risk modelling and emerging sources of risk.
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How internal reporting data can strengthen governance and risk oversight
Japan’s revised whistleblower regime provides an opportunity to strengthen internal reporting arrangements
Commodity volatility prompts a rethink of risk frameworks
Commodity market volatility is exposing the cracks in firms’ risk management frameworks and policies
Vida portfolio solutions on J.P. Morgan Markets
J.P. Morgan’s Vida portfolio solutions are being applied across financing and portfolio management, reflecting a shift towards more scalable, integrated investment infrastructure
The interplay between liquidity and collateral
The evolution of financing solutions as institutional investors raise and preserve cash
MRM: how banks are scaling models in the age of AI
MRM capabilities are evolving to ensure compliance while helping organisations retain a competitive edge
ALM in 2026: the fast-track from compliance to competitive edge
How banks are modernising asset-liability management for a more volatile world
Why AI-related conduct risk is reshaping the business agenda
Trust in AI-only approaches remains limited, and explainability is becoming critical to modern risk management
Abaxx: meeting the need for new commodity derivatives
Abaxx revamps commodity hedging with a suite of modern contracts
CRO view: Emerging risks in the age of AI
The risk agenda is shifting beyond market and credit volatility towards operational resilience, AI governance and culture
Rethinking post trade for OTC derivatives
LSEG’s TradeAgent platform aims to improve efficiency and resilience in post trade
US Treasuries clearing: a new era
What will the SEC’s clearing mandate mean for your firm? Explore the latest updates and analysis around clearing models, collateral requirements, risk tools and market structure
Seven developments shaping US Treasury clearing
As the SEC’s US Treasury clearing mandate approaches, FICC is rolling out new access models, protections and risk tools to help market participants prepare for a broader move into central clearing
Fireside chat: Advancing FX clearing for safer settlement
Developments in FX clearing are supporting the creation of a safer, more scalable settlement infrastructure
How Tokio Marine optimised efficiency with BQuant Enterprise
Tokio Marine Holdings optimises developer and user efficiency within a secure environment with Bloomberg BQuant Enterprise
The changing shape of variation margin collateral
Financial firms are open to using a wider variety of collateral when posting VM on uncleared derivatives, but concerns are slowing efforts to use more non-cash alternatives
Repo clearing: expanding access, boosting resilience
Michel Semaan, head of RepoClear at LSEG, discusses evolving requirements in repo clearing
Macro shocks force risk reset in Asia
Measuring, managing and responding to geopolitical uncertainty and volatility
AI and the next era of Apac compliance
How Apac compliance leaders are preparing for the next era of AI-driven oversight
Transforming the trade lifecycle with pricing and reference data in the cloud
LSEG is developing its cloud-based data service to reflect how financial institutions now use information to feed systems and generate insight
Institutional priorities in multi-asset investing
Private markets, broader exposures and the race for integration
LSEG streamlines post-trade efficiency across cleared and uncleared markets
LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising margin and risk management pressures