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How the Iran war wreaked havoc on consensus US rates trades
Hedge fund steepeners, swap spreads and vol-selling strategies were hit as conflict forced stop-outs during March
Top 10 op risks: Resilience put to the test in 2026
Firms reinforce first line, ‘nth’-party diligence, scenario analysis and vendor exit plans
Has the Iran conflict made FX untradable?
FX options volumes jump despite high costs and short-lived opportunities
HKEX looks to launch central repo clearing in Hong Kong
Hong Kong clearing house says a clearing service will aid development of local repo market
Two fund managers behind surge in ETF options
Counterparty Radar: New data shows notional for the instrument rivals that of equity index options
Deutsche Bank CRO’s year of living dangerously
Marcus Chromik explains his approach to geopolitical risk, operational resilience and AI adoption
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Basel III Endgame
FRTB models find salvation in US Basel III proposal
Changes to P&L attribution test and NMRFs make IMA viable for US banks, risk managers say
Limited RWA gains support rethink on Fed output floor
Advanced approaches cut RWAs only marginally across US banks
US blows the floors off Basel III
Barr criticises “downward deviations” in US rule; Bowman rejects “blind adherence” to global standards
AOCI reinclusion would strip $49.5bn from US bank capital
Schwab, Ally and Fifth Third face largest CET1 hits under Fed Basel III endgame proposal
Risk Quantum
Data insights, delivered daily
Risk Quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross-section of the financial system. Published daily, articles are short and broken into chunks – the facts, the context and a brief commentary – and use data visualisations to get each story across.
ABN Amro cuts €1.7bn of RWAs through Blackstone SRT
Deal with asset manager forms bank’s second synthetic transfer in 2025
Risk Benchmarking
Top 10 op risks: Resilience put to the test in 2026
Firms reinforce first line, ‘nth’-party diligence, scenario analysis and vendor exit plans
Middle East crisis
EU can handle energy price pressure – it’s been here before
Reforms made after Russia’s invasion of Ukraine have made region more resilient to energy shocks, officials say
Eurex dividend futures volumes jump on Iran shock
Turnover triples as investors hedge dividend cuts risk
Iran selloff wipes out dispersion profits
Popular indexes down 5% in March, despite low realised correlation; some short bets see gains
CCP default funds grew to record size ahead of Iran war
End-2025 figures show widespread increases in prefunded resources
Leaked EU plans offer extra temporary relief for FRTB models
Risk factors would need only two observations to be modellable. Do changes foreshadow US Basel III?
Artificial intelligence
Iosco chief talks cyber, AI and clearing
Buenaventura discusses Iosco’s role in aiding market resilience and cross-border co-operation
New LLMs are proving to be surprisingly good quants
Strides in AI’s ability to do maths mean models can plausibly help with research
FHLB Cincinnati explores AI to spot failing banks
Agentic model detects anomalies, monitors sentiment and drafts credit reports for analyst review
The loneliness of the model risk manager
Boards may see them as a drag on innovation; risk functions need to show they embrace efficiency
Rising reliance on internal auditors spooks regulators and industry
Risk managers warn US is substituting supervisors with auditors; could compromise independence
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