Risk Management
Latest Risk Management
Op Risk Benchmarking: Banks seek a home for AI risk
Risk.net’s 2026 study sees record participation and collective unease, as banks race to incorporate AI into op risk frameworks
Third parties cause third of ICT failures, Dora report shows
First annual report shows IT risk is highly interconnected and international, say EU regulators
Contract negotiation tops tech sovereignty for banks in Asia
Regulatory pressure is rising, but industry still focused on service agreements with third parties
Crisis? Which crisis? How ECB stress test failed to see Strait
Banks were told to design geopolitical shock scenarios, but some focused mainly on tariffs
The SaaSpocalypse shows private markets need risk models
Investors have little idea how bad the losses in private credit are going to be
Crypto’s missing CROs
More than two-thirds of top crypto exchanges lack a chief risk officer, although the picture is changing
Artificial intelligence
Barclays built a risk framework for GenAI from scratch
Eleven teams contribute to assessing generative AI use cases in a system that includes 35 controls
Regulators question human-in-the-loop as AI governance tool
Bank of England and FSB executives suggest it’s more important to retain overall accountability
How AI agents can join the dots for risk managers
Citi risk expert outlines agentic AI tool that would pull together structured and unstructured data on trading and lending approvals to create single, unified view of risk
AI governance rules coming soon, says CFTC chair
Selig doesn’t want to stifle innovation, but says trading or advice algos will need guardrails
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Third parties cause third of ICT failures, Dora report shows
First annual report shows IT risk is highly interconnected and international, say EU regulators
Clearing
ECC risk chief says Iran crisis will not delay VAR transition
Incorporating 2022 Ukraine shock ensured new margin model is robust in face of energy volatility
Bank of England softens tone on CCP cross-product margining
Breeden supports margin efficiencies to encourage more repo clearing, but still warns on leverage
Clearing firms flummoxed by new margin models at CME, Ice
VAR-based portfolio margining is easier to manage, but harder to explain
Banks fear US cross-product capital relief will fall short
Proposal to treat repo as futures for SA-CCR may not do enough to support UST clearing mandate
Hopes, fears and ‘mass confusion’: the sudden end of SR 11-7
Banks welcome chance to prioritise model reviews, but fret over future policy changes and AI
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