Regulation
LFI revamp gives banks best ratings yet
Four in five firms clear new standard as matters requiring attention halve
Banks in Asia turn to integrated third-party risk units
Regional and global firms create centres of excellence bridging first and second lines
One thing missing from US Basel III proposal: a deadline
Without a deadline, risk teams will struggle to secure resources to begin implementation projects
Responsible use of artificial intelligence in financial market infrastructures
The author investigates current and prospective role of AI in FMIs and develops a principled framework for the responsible use of AI based on the principles of explainability, data stewardship, governance and ethics.
The rise of AI politics
AI should not be treated as just another technology, writes MAS adviser David Hardoon
How can Apac banks harness AI for regulatory reporting?
A Q&A with Nasdaq’s Subbaiyan Vaithinathan and Uttam Albela
Banks eye agentic AI to streamline KYC workflows
Execs from ING, JP Morgan and Standard Chartered tell how they plan to tap AI to optimise onboarding
Top 10 operational risks for 2026
Industry shares intel on biggest collective threats, as well as remedies and loss gauges
AOCI reinclusion would strip $49.5bn from US bank capital
Schwab, Ally and Fifth Third face largest CET1 hits under Fed Basel III endgame proposal
Digital asset risk: ICR for tokenised fund infrastructure
The market context for TMFs, the drivers of TMF adoption, layers of the ICR architecture, stakeholder exposures and regulatory developments
Rethinking model validation for GenAI governance
A US model risk leader outlines how banks can recalibrate existing supervisory standards
AI and the next era of Apac compliance
How Apac compliance leaders are preparing for the next era of AI-driven oversight
Interview: Linda Middleditch, Regnology
Regnology’s Linda Middleditch discusses its acquisition of Wolters Kluwer’s FRR business
Half of European banks already embed FRTB into XVA pricing
US and rest of world lag Europe in incorporation of Basel capital rules into XVA calculations, Risk Benchmarking analysis shows
Citi first to adopt Fed’s two-year SCB average in capital target
Bank’s 12.8% CET1 target reflects proposed averaging rule, pushing capital goal up $2.4bn
Korean autocalls to make comeback, with ‘smaller pie’ for banks
As equity-linked autocallable channels look set to reopen, new rules could limit market’s revival
Basel III adoption gap widens as Turkey and India stall
With just a third of jurisdictions fully compliant, progress on the post-crisis banking reforms remains uneven worldwide
The implications of extraordinary speed in contemporary financial markets trading
This paper shows how high-frequency traders cancel many trading orders within 20 milliseconds of submission and proposes batch auctions to mitigate queuing risk for high-frequency traders.
EU securitisation rethink to boost mortgage-bearing SRTs?
Insurer participation and a lower risk weight could help make capital savings attractive to banks
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
Is 2027 the new 24-hour trading target?
Slew of technical issues and dearth of SEC staff compound exchanges’ reluctance for round-the-clock equity trading