Systemic risk
EU tipped to tag less than 30 tech firms as critical for Dora
Irish regulator suggests European supervisors will take narrower view than some feared
Systemic risk jumps at Chinese G-Sibs in 2024
OTC derivatives and securities volumes drive sharpest increases in 10 years
BoE plans to link system-wide and individual stress tests
Meanwhile, ECB wants to broaden system-wide stress models to include central counterparties
The future of risk and insurability in the era of systemic disruption, unpredictability and artificial intelligence
The authors demonstrate the fragile nature of traditional risk management techniques in the face of frequent high-impact shocks and advocate for a new approach that treats disruption as systemic rather than episodic.
JPM leads record STWF surge at US G-Sibs
Five banks hit new highs in Q4, as increased reliance weighs on systemic risk scores
Singaporean banks see surge in systemic risk indicators
2024 figures show underwriting activity spike across the board
US dealers’ OTC clearing rates plunge to multi-year lows
Cleared notionals down $24.3trn in Q4 amid year-end compression push
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 the survival of internal models is vital for financial stability
Risk quants say stampede to standardised approaches heightens herding and systemic risks
A tale of two tail risks
This paper investigates the relationship between banking credit risk and the financial market jump hazard rate, finding the two risks to have opposing behaviors.
Valley National cuts CRE exposure amid charge-offs and loan sales
Exposures fall to 362% of total capital, but portfolio keeps deteriorating