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Review of 2024: as markets took a breather, firms switched focus
In the absence of major crises and rules deadlines, financial firms revamped strategy, services and practices
EU IMA users maintain edge in keeping risk charges compressed
Aggregate market RWAs increased slower in 12 months to June than at banks using SA only
Cboe plans Q2 dispersion futures listing
Expectations of post-US-election uncertainty drives launch, and could help bank equity desks hedge OTC risks
Trading systems: structured products/cross-asset – Murex
Murex won the Trading systems: structured products/cross-asset award at the 2025 Risk Markets Technology Awards for its MX.3 platform, praised for its flexibility and advanced analytics
Charting volatility: strategic insights on Apac monetary policy divergence and market dynamics
A webinar covering key drivers of market fluctuations, the impact of currency and interest rate differentials, technology-driven strategies for risk mitigation in portfolio management, as well as innovations in asset and liability management during uncertain environments
People: All shook up at the SEC, Krens succeeds Litvack at Isda, and more
Latest job changes across the industry
OTC derivatives hit $730 trillion peak in H1 2024
Interest rate and FX derivatives drive notional spike
Futures exchanges look to ride credit ETF wave
Proponents hope for increased buy-side trading, with three exchanges competing for market share
As supplier risk grows, banks check their third-party guest lists
Dora forces rethink of KRI and RAF frameworks amid reappraisal of what constitutes a key counterparty
Doubts raised over new FX platform disclosures
New disclosure sheet template will require platforms to outline how they charge for data
Dora flood pitches banks against vendors
Firms ask vendors for late addendums sometimes unrelated to resiliency, requiring renegotiation
Portfolio trading vs RFQ: understanding transaction costs in US investment-grade bonds
The MarketAxess research team explores how such factors as order size, liquidity profiles and associated costs determine whether a portfolio trade or an RFQ list trade is the optimal choice
From faxes to fintech: reflecting on more than 20 years of industry evolution
Over the past 20 years, financial markets have evolved from manual processes to streamlined, technology-driven workflows. This article reflects on this transformation and the collaborative innovations reshaping post-trade operations
Pimco and Vanguard slash FX forwards trading with BNP Paribas
Counterparty Radar: French bank sees its notional with mutual funds halve
Profit and pain as macro turmoil engulfs Brazil
FX options trades pay off, while sharp jump in rates caught traders by surprise
Quant Finance Master’s Guide 2025
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Podcast: Alexei Kondratyev on quantum computing
Imperial College London professor updates expectations for future tech
G-Sib cross-border risk drops to four-year low
Two-thirds of systemic banks saw systemic indicator decrease in 2023
Swiss report fingers Finma on Credit Suisse capital ratio
Parliament says bank would have breached minimum requirements in 2022 without regulatory filter
Baruch maintains top spot in 2025 Quant Master’s Guide
Sorbonne reclaims top spot among European schools, even as US salaries decouple
BlackRock on how modern portfolio theory is misunderstood
Standard asset allocation is likely sub-optimal in a changing world, say strategists
Thirteen EU banks face loan losses of more than 16% from green switch
Climate stress test predicts overall bank losses of 6%, rising to 11% under adverse scenarios
Repo and FX markets buck year-end crunch fears
Price spike concerns ease as September’s surprise SOFR jump led to early preparations for bank window dressing
Deutsche misses G-Sib surcharge cut despite EU score benefit
Carve-out of intra-bloc exposure lowers score below 230bp, but 1.5% surcharge remains
Regionals built first-line defences pre-CrowdStrike
In-business risk teams vary in size and reporting lines, but outage fears are a constant
US senators press CFTC on Japan swap clearing
Boozman and Hagerty urge action on yen swap clearing access to JSCC in letter to US regulator
We will shock you: a coherent Bayesian approach for stress testing
The authors propose a novel coherent Bayesian stress test method which preserves the mathematical properties of the risk measures.
Op risk data: Santander in car crash of motor-finance fail
Also: Macquarie fined for fake metals trade flaws, Metro makes AML misses, and Invesco red-faced over greenwashing. Data by ORX News