Risk Management
Latest Risk Management
Jane Street claims may prompt bank scrutiny
Reputational risk policies require dealers to quiz clients that hit the headlines
Can behavioural science curb rogue traders… and compliance costs?
Instead of using surveillance to catch endless bad apples, experts urge banks to clean the barrel
Former regulator urges new approach to AI explainability
Ex-OCC chief Michael Hsu suggests shift from academic analysis to decision-based techniques
Asic probe piles pressure on ASX to deliver Chess replacement
But market insiders think late intervention by regulators could even slow down implementation
Softer DFAST market shock favours Goldman but confounds comparability
Tweak to trading book test reveals widening gap between bank and Fed loss forecasts
BoE analysis sparks debate over reuse of repo collateral
Central bank policy analyst contends reuse of collateral may amplify volatility in repo rates
Risk Live Europe 2025
Tariff turmoil tests limits of market risk playbooks
Risk Live: Volatile markets reveal need for quicker data and more dynamic risk limits
Risk managers say second line needs to identify its value-added
Risk Live: Risk functions must see themselves as problem-solvers, but first line should share responsibility
‘I feel like a guinea pig’ – lessons from an early IMA adopter
Risk Live: Nomura’s Epperlein urges flexible approach to backtesting exceptions
Deutsche Bank casts a cautious eye towards agentic AI
Risk Live: “An AI worker is something that is really buildable,” says innovation and AI head
Risk Quantum
Data insights, delivered daily
Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Basel III overhaul triggers credit RWA reshuffle at EU banks
A-IRB down by a third, F-IRB more than doubles and standardised approach up by a quarter
Clearing
Passing the port? Drill needs more CCP hands in key test
As few plan to test porting, brokers say finer asset segregation, reg waivers and capital relief would help
LCH plans Q4 launch for FCM-style clearing
UK clearing house will be first to offer Europe’s new agent model as Eurex faces tax hold-up
CME suffers longest op failures in seven years
Outages totalled over 13 hours in 12-month period
FMIs create culture club for op risk
Exchanges and clearing houses seek to build risk resilience among front-line business, amid concerns of overreliance on second line of defence
CCAR at a turning point, but which way is forward?
Banks sniff an opportunity to push the Fed for more openness over stress test models – and seize capital benefits
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
Energy supply chains seen as a growing risk
From fragmented signals to confident credit decisions
AI in capital markets: bridging predictive precision with generative possibility
Why Basel’s push to overhaul PFE is a wake-up call for risk teams
The Term €STR transition: challenges and market readiness
