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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Lobby group wants US guidance repealed; practitioners want consistent model supervision and audit
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
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
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
We’re gonna need a bigger board: geopolitical risk takes centre stage
As threats multiply, responsibility for geopolitical risk is shifting to ERM teams
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
Many banks yet to factor climate into credit risk models
More than a third of banks do not quantify climate risk impact on credit portfolios, study finds
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
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
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
Year of the minnow: small FCMs grew rapidly in 2025
Coinbase, Hidden Road, GH Financials lead surge
Climate Risk Benchmarking: explore the data
View interactive charts from Risk.net’s 43-bank study, covering climate governance, physical and transition risks, stress-testing, technology, and regulation
‘The models are not bloody wrong’: a storm in climate risk
Risk.net’s latest benchmarking exercise shows banks confronting decades-long exposures, while grappling with political headwinds, limited resources and data gaps
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
From expansion to recession: unraveling the performance of Chinese hedge funds through economic shifts
The authors investigate hedge fund performance in China with a Markov regime-switching model, showing differences between between economic expansion and recession phases.
Exceedance-based backtesting of expected shortfall
The authors apply exceedance-based validation techniques often used for VaR model validation the the validation of ES models, showing such an application to be feasible.
Markets never forget: the lasting impression of square-root impact
Jean-Philippe Bouchaud argues trade flows have a large and long-term effect on asset prices
November VAR breach keeps Barclays in amber zone
UK bank logged five backtesting exceptions in 2025, keeping model in penalty band