Subject: Iran sell-off wipes out dispersion profits

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TOP STORY
Iran sell-off wipes out dispersion profits
Popular indexes down 5% in March, despite low realised correlation; some short bets see gains
  27 Mar 2026   |  Feature
Risk management
EU can handle energy price pressure – it’s been here before
Reforms made after Russia’s invasion of Ukraine have made region more resilient to energy shocks, officials say
26 Mar 2026   |  Feature
Markets
From pink tickets to Python: Toby Baker on 40 years in FX
T Rowe Price’s departing FX head reflects on the pain points and keys to success for a modern buy-side trading desk
26 Mar 2026   |  Profile
Risk Quantum
Comerica, Frost lead US banks on commodity derivatives concentration
Commodity-linked trades account for one-third of derivatives books at both lenders
27 Mar 2026   |  Data
Markets
YCC, carry trades and the changing role of the yen
Marcello Minenna argues that as the BoJ adjusts its policy regime, changes in carry positioning are increasing the instability of the correlation between exchange rates and yield differentials
26 Mar 2026   |  Opinion
Risk Quantum
Limited RWA gains support rethink on Fed output floor
Advanced approaches cut RWAs only marginally across US banks
26 Mar 2026   |  Data
RISK JOURNALS
A global governance framework for generative artificial intelligence in financial risk management: empirical insights on mitigating hallucination and opacity in the augmented intelligence era
The author proposes a six-pillar governance framework for generative-AI applications in financial risk management.
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Model validation of a generative-artificial-intelligence-based avatar for customer support in banking
The authors put forward a validation method for a gen-AI-based avatar designed to deal with customer inquiries in the banking sector.
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