Subject: Bessent’s Treasury buy-back ‘success’ draws expansion warnings

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Bessent’s Treasury buy-back ‘success’ draws expansion warnings

BMO Treasury trading head warns of “overarching presence” as Treasury scales up programme

13 Nov 2025 | News

Risk Quantum

Euro credit growth catches up with dollar in global flows

Cross-border lending hits $37trn as euro flows gain ground

14 Nov 2025 | Data

Views

Quantcast Master’s Series: Dan Stefanica and Jim Gatheral

Baruch College leaders on how they manage the top-ranked quant finance master’s programme

14 Nov 2025 | Opinion

Regulation

Treasury market urged to beef up operational resilience plans

NY Fed panel warns about impact of AI and reliance on critical third parties

13 Nov 2025 | News

Markets

Tokenised collateral could lower barriers to tri-party VM

Existing tri-party platforms lack network effects necessary for more efficient collateral reuse

13 Nov 2025 | News

Comment

Op risk data: Ghost of Madoff still haunts HSBC

Also: Giant loan frauds hit three global banks, and AWS outage casts a cloud. Data by ORX News

14 Nov 2025 | Opinion

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Regulation

Nomura eyes FRTB models expansion for FX desks

With rates desks all now on FRTB internal models, markets head says FX is next

13 Nov 2025 | News

Risk Quantum

Telecoms and hotel loans behind $242 million in new NPLs in Q3

13 Nov 2025 | Data

Risk management

Lloyds draws a (second) line on AI risk

Model risk office is accountable for managing the risk of AI roll-out at the UK bank

12 Nov 2025 | News

Views

Tomorrow’s Quants: what it takes to be a next-gen modeller

Employers increasingly prize mix of hard and soft skills, Risk.net survey reveals

12 Nov 2025 | News

RISK JOURNALS

A credit card fraud detection model based on a stacked temporospatial graph attention residual network

The authors put forward a model based on a stacked temporospatial graph attention residual network dedicated to credit card fraud detection.

Asymptotic behavior of systemic risk based on the higher-moment capital allocation

The authors derive asymptotic formulas for systemic expected shortfall and marginal expected shortfall based on higher-moment capital allocation rules and show that systemic risk is asymptotically proportional to value-at-risk.