Risk
Repo clearing: expanding access, boosting resilience
Michel Semaan, head of RepoClear at LSEG, discusses evolving requirements in repo clearing
Wells Fargo bucks peers with rise in CCP default fund contributions
Heavier clearing drives bank’s balance to new high in Q3
How investment firms are innovating with quantum technology
Banks and asset managers should be proactive in adopting quantum-safe strategies
Barclays runs closest to capital hurdles in BoE stress test
UK lender still weakest against required minimums but widens buffers from prior exercise
Citadel Securities hires former Eisler CRO
Pregnell joins market-maker after demise of hedge fund
China, US banks show highest global RWA density
American Express leads with risk density over 70%, ahead of Capital One and Truist
One in 10 property loans at EU banks threatened by climate hazards
Helaba remains the most exposed among peers, with both residential and commercial books linked heavily to climate risks
All 14 G-Sib indicators hit records in 2024
Aggregate measures of systemic importance for top banks jumped to new highs, driven by sharp rises in underwriting activity and securities trading volumes
BofA and ICBC lose, Deutsche wins in latest G-Sib audit
Latest assessment of systemic lenders brings capital relief to German giant
Huntington, Fifth Third set to become cat III banks in 2026
Purchases of Cadence and Comerica expected to lift assets above $250bn threshold, triggering stricter regulatory requirements
European banks swell stocks of complex instruments
Derivatives and hard-to-value holdings rose across the bloc in 2024
DFAST fashion: emerging trends from 12 years of US stress tests
The banks that breach buffers, the assets that perform best under stress, and other insights from Dodd-Frank Act stress-testing exercises
RBC US inches towards category III status on assets build-up
Canadian lender’s US subsidiary on course for stricter liquidity and leverage requirements in Q3
Risk measures associated with insurance losses in Ghana
The authors investigate VaR and TVaR comprehensive motor insurance claims paid by an insurance company in Ghana and compare the estimates obtained by these risk measures.
The fate of zombie firms: prediction, determinants and exit paths
This paper examines how machine learning and statistical methods may be used to predict whether or not zombie firms will escape their fate as zombies.
BofA, JPM face 50bp increase in G-Sib surcharge
Surge in systemic indicators puts banks on track for 3.5% and 5% add-ons in 2027
Why JP Morgan’s Santos wants to make bad news travel fast
Asset management CRO says sharing information early holds the key to avoiding surprises
Crédit Agricole headed for 1.5% G-Sib surcharge in 2026
French bank’s surging G-Sib score puts it past Deutsche in latest systemic risk assessment
An AI-first approach to model risk management
Firms must define their AI risk appetite before trying to manage or model it, says Christophe Rougeaux
Unveiling multiscale dynamics: exploring financial risk spillover and influencing factors among Chinese financial institutions
The authors investigate financial risk spillover in Chinese financial institutions, identifying the important role played by such institutions in the transmission of network risk as well as the conditions which increase and decrease risk spillover.
A hard exit threshold strategy for market-makers
A closed-form solution to derive optimal stop-loss and profit-taking levels is presented