Subject: How FHLB Cincinnati is using AI to spot failing banks

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How FHLB Cincinnati is using AI to spot failing banks
Agentic model detects anomalies, monitors sentiment and drafts credit reports for analyst review
  05 Mar 2026   |  Profile
Risk Quantum
US banks trim long-dated bonds to 10-year low
Medium-term securities reach record as 5+ year share hits decade low
05 Mar 2026   |  Data
Risk management
Iran strikes a stress test for CCP margin models
CME’s Span2 and Ice’s IRM2 are performing as advertised. The next few days could test their mettle
04 Mar 2026   |  News
Markets
Leveraged ETFs may have fuelled Kospi plunge
Record one-day drop in Korean equity markets follows months-long surge driven by leveraged bets
04 Mar 2026   |  News
Markets
Iran conflict forces EM carry trade unwinds
Surging oil prices, rising vol and dollar flight triggered stop-outs of emerging market positions, say dealers
04 Mar 2026   |  News
Regulation
EBA guidance prompts banks to rethink CSRBB perimeters
Banks will likely have to expand their credit spread risk coverage following recommendations
04 Mar 2026   |  News
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Risk Quantum
Stressed liquidity flows swell at Canadian banks
Derivative and repo activity push up LCR cash flows at RBC, TD and Scotiabank
04 Mar 2026   |  Data
Climate risk
Most banks run physical climate scenarios beyond 2050
Risk Benchmarking data finds majority rely on geospatial asset mapping, while a third use third-party catastrophe models
04 Mar 2026   |  Special
Markets
Eurex mulls ‘integrated’ prediction market
Dividend derivatives seen as template for event contract expansion
03 Mar 2026   |  News
Risk management
Mob rule: populism’s rise pits banks against the people
Trump and fellow mavericks are reshaping politics, leaving banks scrambling to adjust to new and unpredictable risks
03 Mar 2026   |  Feature
RISK JOURNALS
A new approach to asset pricing models: the term structure of leverage and refinancing risk
The authors provide new insights into leverage-related risk factors in stock returns and draw attention to the significance of debt maturities and refinancing in understanding leverage effects in asset pricing.
Read more →
Validating bank risk models under trade war stress: a framework for adaptive stress testing with AI-driven calibration and cross-industry applications
Focusing on validating and enhancing risk models, the author proposes a comprehensive framework through which to stress test under trade war conditions.
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