Search results
Esma won’t soften regulatory expectations for cloud and AI
CCP supervisory chair signals heightened scrutiny of third-party risk and operational resilience
AI spend in US could be good for bonds in Europe – finance chiefs
Development of AI is capital-intensive, but adoption less so, which could favour EU
JP Morgan AI research founder and head departs
Manuela Veloso leaves as bank announces greater spend on tech and AI
Integration strengthens e-trading in persistently volatile markets
Survey reveals that traders are grappling with daily volatility, while technology outranks liquidity as the top market structure concern
Macro shocks prompt reset in Apac risk management
How banks and other Apac market participants are responding to this new era of uncertainty amid the frequency and severity of macroeconomic shocks
Repo market exposed to $100 billion-plus cyber tail risk, OFR warns
Concentration and time-of-day vulnerabilities amplify impact of extreme outcomes
Climate risk managers’ top challenge: a dearth of data
Risk Benchmarking: Banks see client engagement and lender data pooling as solutions to climate blind spots – but few expect it to happen soon
CME outage exposed FX market’s futures dependency, says SNB
Study finds EUR/USD spreads widened eightfold as non-bank PTFs blew out by nearly 30 times in November halt
CME rankles market data users with licensing changes
Exchange began charging for historically free end-of-day data in 2025
Fed review of mortgage servicing risk-weight to help Western Alliance most
Bowman proposal to revisit 250% risk-weight could reshape $92 billion of RWAs
BPI says SR 11-7 should go; bank model risk chiefs say ‘no’
Lobby group wants US guidance repealed; practitioners want consistent model supervision and audit
Smarter margin. Clearer insight. Diversify liquidity.
Analysis, survey findings and practitioner perspectives examining the role of non-cash VM collateral, the operational challenges and whether tri-party infrastructure can support the next phase of change
The changing shape of variation margin collateral
Financial firms are open to using a wider variety of collateral when posting VM on uncleared derivatives, but concerns are slowing efforts to use more non-cash alternatives
Gap risk fears push FX traders into Sunday-night Asia hours
Volumes surge at Singapore open as Trump’s weekend announcements force early risk management
On profitability and maximum tolerable latency in the high-frequency trading of a microtrend anomaly
The authors characterize the potential profitability and speed required for the exploitability of a stock trend-length anomaly via a high-frequency trading, microtrend-following strategy.
Rethinking remittances in the US–Mexico corridor: innovation, cost and policy implications
With a focus on the US-Mexico corridor, the authors investigate how online platforms and crypto-based technologies have reshaped the dynamics of cross-border payments.
Treasury repo clearing mandate would free up $207bn leverage exposures for G-Sibs
OFR estimates repo clearing share would jump from 45% to 77% under SEC rules
At BNY, a risk-centric approach to GenAI
Centralised platform allows bank to focus on risk management, governance and, not least, talent in its AI build
We’re gonna need a bigger board: geopolitical risk takes centre stage
As threats multiply, responsibility for geopolitical risk is shifting to ERM teams
Many banks yet to factor climate into credit risk models
Risk Benchmarking: More than a third of banks do not quantify climate risk impact on credit portfolios, study finds
BBVA joins growing Spire repack platform
Spanish bank becomes 19th dealer on multi-bank SPV issuer amid rising investor interest
Korean banks pivot to CDs as core deposit growth stalls
Marketable funding jumps 38% in Q4, reaching a four-year high
CROs shoulder climate risk load, but bigger org picture is murky
Risk Benchmarking: Dedicated teams vary wildly in size, while ownership is shared among risk, sustainability and the business
Fast calculation of cheapest-to-deliver curves
This paper puts forward an analytical, faster and accurate approximation to compute cheapest-to-deliver discount curves for multi-currency collateral.
Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model
The authors investigate the projected Euler–Maruyama method for solving the Cox–Ingersoll–Ross model.
Quantitative fund homogenization and systemic risk in the stock market
The authors develop a homogenization measurement method from the perspectives of return rates and Sharpe ratios based on data from 421 active quantitative funds in China from January 2015 to March 2024.
Esma supervision proposals ensnare Bloomberg and Tradeweb
Derivatives and bonds venues would become subject to centralised supervision
ISITC’s Paul Fullam on the ‘anxiety’ over T+1 in Europe
Trade processing chair blames budget constraints, testing and unease over operational risk ahead of settlement move