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
Popular Bank sees highest NPL inflow since 2012
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
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A credit card fraud detection model based on a stacked temporospatial graph attention residual network
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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.
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