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Quants like Andrew Ang are making the case for AI agents
AI agents can boost human managers by analysing investments, risks and portfolio choices at scale
JGB sell-off drives late-2025 record markdowns at Japanese banks
Unrealised losses on Japanese government bonds hit ¥7.05 trillion
Isda’s Basel III playbook: speak softly and carry a big QIS
Scott O’Malia on capital reforms, repo markets and tokenised collateral
LCH and ASX eye Australia repo clearing
CCPs in talks with dealers as bond boom fuels growing demand for financing
American Express crosses category II threshold
Cross-jurisdictional activity tops $75bn, but four-quarter average keeps bank in category III
NeoClear enters battle for euro swaps clearing
Paris-based CCP to challenge Eurex and LCH with planned 2027 launch
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Artificial intelligence
The do-it-all machine: model risk in the age of generative AI
Banks race to understand risks posed by new breed of multi-purpose bots
The MIT professor giving LLMs a ‘brain scan’
Hui Chen’s research is yielding new ways to interpret – and steer – AI models
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
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.
JGB sell-off drives late-2025 record markdowns at Japanese banks
Unrealised losses on Japanese government bonds hit ¥7.05 trillion
Risk Benchmarking
Top 10 op risks: AI upends risk taxonomies
AI risk enters annual poll in fifth, but firms split over treating it as a standalone risk or a cross-cutting driver
Basel III Endgame
Can the US FRTB revamp make the IMA great again?
Banks are finally presented with a viable internal models framework under Basel III’s market risk rules
UK rethinking tougher capital rules for US bank subsidiaries
US endgame draft would trigger UK Basel III trap floor for foreign banks, but PRA is reviewing
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
Top 10 operational risks for 2026
Industry shares intel on biggest collective threats, as well as remedies and loss gauges
Prediction markets
Don’t mention the rules: the fight against prediction market abuse
For the CFTC to regulate new venues effectively, it must first redefine insider trading
CFTC wants to regulate prediction markets. Is it up to the task?
Former officials echo state gambling authorities’ concerns over agency’s ability to police betting risks
Main Street to Wall Street: Kalshi’s bid to go beyond sports bets
Institutional head Andy Ross’s strategy for drawing in investors and charging for ‘wisdom-of-crowds’
Ice’s Sprecher: institutional prediction bets ‘a matter of time’
Longer-term vision for ‘niche’ energy event contracts may be aided by recent Polymarket tie-up
The swap futures comeback
CME cross-margining and Reit hedging drive new growth in Eris contracts
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