Risk Quantum Securitisation exposures surge 80% at European banks as risk density falls RWAs grow just 52% over four years as synthetic positions more than double 26 Oct 2026   |  Data

Benchmarking Little consensus on how banks manage FVA Risk Benchmarking: Majority of dealers still mix and match methodologies for funding adjustments 26 Oct 2026   |  Special

Cutting Edge The quadratic rough Heston+ model for short-dated options Skew and curvature of 0DTE are captured with an extended Heston model 26 Oct 2026   |  Technical paper

Risk management Eurex product co-head departs Zubin Ramdarshan’s exit comes after exchange CEO Robbert Booij confirms departure 23 Oct 2026   |  News

Regulation Banks want AML data upgrade to complement US regulatory reform FinCEN’s proposed overhaul sparks debate on whether it will lead to smarter or weaker supervision 23 Oct 2026   |  News

Risk Quantum DZ Bank ditches slotting approach for project finance exposures German bank transfers €8.6bn in RWAs to F-IRB methodology following regulatory approval 23 Oct 2026   |  Data

XVAs Off the grid? Dealers mull XVA cloud shift Risk Benchmarking: 69% of European banks still run core XVA calculations predominantly on-premises, and 75% of global dealers 23 Oct 2026   |  Special

Views Podcast: Ariye Shater and Hariom Tatsat on AI explainability Barclays quants discuss their method for monitoring AI with mechanistic interpretability 23 Oct 2026   |  Opinion

Risk Quantum US banks cut commodity derivatives as equity books hit record Commodity notional falls 6.3% as equity positions climb to $19.42trn 22 Oct 2026   |  Data