Market volatility
Precious metals house of the year: Marex
Despite unprecedented market volatility, Marex remained committed to pricing risk across spot, forwards and swaps
From insight to execution: building the next-generation cross-asset platform
The shift from research-led platforms to fully integrated client solutions – how closer alignment between platforms is shaping the client experience
Market doesn’t share FSB concerns over basis trade
Industry warns tougher haircut regulation could restrict market capacity as debt issuance rises
Do BIS volumes soar past the trend?
FX market ADV has surged to $9.6 trillion in the latest triennial survey, but are these figures representative?
Trade tensions lift China G-Sibs’ CVA charges 10% in Q2
Top Chinese banks’ RWAs rebound for first time since Basel III overhaul
Global CCPs suffer record IM breaches in tariff-hit Q2
JSCC leads surge ahead of Eurex, CDCC, OCC and LCH
Academic warns of systemic risk from AI-powered trading
Strategies generated by LLMs exhibit “very strange, correlated trading behaviour”, says Lopez Lira
Will Taiwan lifers ramp up FX hedging amid tariff turmoil?
As TWD remains strong against the US dollar, Taiwanese life insurers are still poised to act
Treasury selloff challenges back-office systems, data feeds
FIS and Trading Technologies suffered downtime during peak activity
US tariffs spur rush to European dividend futures
Turnover hits €3.5bn in three days as traders brace for fallout on corporate balance sheets
CCP models vulnerable to Trump risk
Volatility of ‘will he, won’t he’ tariff strategy could confound clearing house risk models
The changing shape of risk
How firms are adjusting their strategies and capabilities to embrace a more holistic view of risk
Reimagining model risk management: new tools and approaches for a new era
The use of automation can combat the growing complexity of managing model risk due to regulation and market volatility
Hedge fund surge in momentum EGB trading stirs unease
Dealers voice concerns that crowded positions could lead to liquidity squeezes following mass unwinds
Recent volatility highlights tech’s vital role in fixed income pricing
MarketAxess’ Julien Alexandre discusses how cutting-edge technology is transforming pricing and execution in the fixed income market amid periodic bouts of volatility
Traders flipped long yen vol ahead of market rout
Hedge funds and real money bought long yen volatility in the run-up to Monday’s turmoil
Three key drivers of middle-office outsourcing
This white paper examines the evolving trend of middle-office outsourcing among asset and fund managers, driven by the need for operational efficiency and cost control
Equity vol convexity selling gains momentum
Risky hedging strategy is attracting interest but can investors learn from past convexity blow-ups?
Models shed light on opaque private credit markets
Stewart Webster, director of credit and risk at S&P Global Market Intelligence, discusses how his team is providing transparency in this challenging sector of the credit markets.
Mission-critical risk frameworks vital for navigating volatility
Financial markets in 2023 have been marked by heightened volatility, and driven by economic uncertainty, geopolitical tension and technological disruption against a backdrop of digitisation. As the repercussions of bank failures and rising defaults…
From sinking banks to peaking rates: what’s next?
In a webinar hosted by Risk.net, panellists explored the evolution of risk management and shared their views on best practices