Risk Management
Latest Risk Management
Op risk data: HSBC hit with $400m external fraud loss
Also: China’s unlicensed trading clampdown; SocGen’s insurance mis-selling woes. Data by ORX News
Op Risk Benchmarking 2026: explore the data
View interactive charts from Risk.net’s 61-bank study, covering risk appetite breaches, controls, scenario analysis, GRC tech and regulation
Clearers face heavy lift on CME-FICC cross-margin service
Dual registration and regulation plus uncertainty over close-outs all weigh on client offering
Appetite breaches climb for top op risks
Risk Benchmarking: Low tolerance and heightened threat environment combine to test banks’ limits for cyber, resilience, third-party risk
Amid debanking drama, banks try to say ‘no’, safely
A basic risk management tool – the ability to turn a customer away – has become a political football
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
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.
Top US banks load up on derivatives in Q1
Credit, commodity and interest rate notionals balloon
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
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
Commodity volatility prompts a rethink of risk frameworks
Vida portfolio solutions on J.P. Morgan Markets
The interplay between liquidity and collateral
MRM: how banks are scaling models in the age of AI
ALM in 2026: the fast-track from compliance to competitive edge
