Special
Hedging advisory firm of the year: AEGIS
Energy Risk Awards 2026: Whipsawing markets and superior data bring North American hedgers to AEGIS
Sustainable fuels house of the year: OTC Flow
Energy Risk Awards 2026: Environmental commodity trader expands cross-border coverage to guide clients through rising and fragmentary regulation
Energy Risk Awards 2026: The winners
Award winners guide clients through multiple market shocks thanks to physical market presence and data & analytics prowess
One to watch: AEM
Energy Risk Awards 2026: New brokerage breaks into oil and environmental markets with impressive staff and client growth
Top 10 op risks timeline: what the past decade of data reveals
Drawing on Risk.net’s annual research published between 2017 and 2026
Basel III endgame – a timeline
A review of Risk.net’s coverage of the US implementation saga
Most banks run physical climate scenarios beyond 2050
Risk Benchmarking data finds majority rely on geospatial asset mapping, while a third use third-party catastrophe models
Big banks love their climate vendors; small banks, not so much
Risk Benchmarking: Lenders with blue-chip loan books more likely to favour climate tools, research finds
Why better climate data doesn’t always mean better decision-making
Risk Benchmarking research finds model and systems integration challenges almost as limiting to effective climate risk management
Climate risk managers’ top challenge: a dearth of data
Risk Benchmarking: Banks see client engagement and lender data pooling as solutions to climate blind spots – but few expect it to happen soon
Many banks yet to factor climate into credit risk models
Risk Benchmarking: More than a third of banks do not quantify climate risk impact on credit portfolios, study finds
CROs shoulder climate risk load, but bigger org picture is murky
Risk Benchmarking: Dedicated teams vary wildly in size, while ownership is shared among risk, sustainability and the business
‘The models are not bloody wrong’: a storm in climate risk
Risk Benchmarking: Risk.net’s latest benchmarking exercise shows banks confronting decades-long exposures, while grappling with political headwinds, limited resources and data gaps
Climate Risk Benchmarking: explore the data
Risk Benchmarking: View interactive charts from Risk.net’s 43-bank study, covering climate governance, physical and transition risks, stress-testing, technology, and regulation
Many banks see obstacles to options-based IRRBB hedging
Liquidity, accounting treatment and culture seen as impediments to wider use of swaptions, caps and floors
ALM has no formal role in capital planning at a third of banks
Risk Benchmarking study finds banks split three ways on policy mandates, with G-Sibs as likely as small regionals to assign ALM formal responsibility
Banks hold 73% of liquidity buffer in cash and Level 1 assets, on average
Largest lenders hold highest share of central bank reserves in buffer, latest analysis shows
EVE and NII dominate IRRBB limit-setting
ALM Benchmarking study finds majority of banks relying on hard risk limits, and a minority supplementing with early-warning indicators
Third of banks run ALM with five or fewer staff
Across 46 firms, asset-liability management is usually housed in treasury, but formal remits and staffing allocations differ sharply
Top 10 investment risks for 2026
AI, strained governments, inflated private assets: risky bets have become hard to avoid
One in five banks targets a 30-day liquidity survival horizon
ALM Benchmarking research finds wide divergence in liquidity risk appetites, even among large lenders