Dutch pension fund manager PGGM is hoping to play a bigger role in the market for so-called fourth-trigger credit default swaps www.risk.net/markets/7964...
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“Give banks credit for collateral they pledge at the Fed, and they can hold less cash and Treasuries to meet liquidity rules” – Robert Sarama, PwC, and former official at Fed board www.risk.net/regulation/7...
Quoniam says an LLM upgrade to its news sentiment model in February lifted one fund’s Sharpe ratio by a fifth www.risk.net/markets/7964...
“Everyone is calling everything ‘agentic’ right now” – global bank’s head of AI strategy www.risk.net/risk-managem...
European banks’ exposures to corporate SRT loans grew by $31.3 billion in H1 2026, @RiskQuantum analysis found www.risk.net/risk-quantum...
The National Stock Exchange of India's Ashishkumar Chauhan has said traders should retrain algos instead of asking Sebi to change the closing auction www.risk.net/markets/7964...
Canton, spun out of Digital Asset Holdings in 2023, is positioning itself as a ‘network of networks’ that aims to remake settlement for institutional markets www.risk.net/markets/7964...
“We should [not] have this strong trend to continue increasing capital requirements in the future due to the upcoming impact of the output floor” – Emmanuel Rocher, France’s ACPR. www.risk.net/regulation/7...
The estimated impact of Basel III reforms on Tier 1 MRC for G-Sibs rebounded sharply in H2 2025 www.risk.net/risk-quantum...
Credit strategists have warned that the multi-year wave of debt issued by large US technology companies to fund artificial intelligence infrastructure will test investors’ ability to absorb it www.risk.net/markets/7964...
“I find it difficult to justify that some market infrastructures, operating in several European countries, should stay under a local supervision, when their peers fall under Esma” – Jakub Michalik, Euronext. www.risk.net/regulation/7...
Free to read: What happens when candidate models and research ideas can be generated in bulk? www.risk.net/comment/7964...
Non-operational deposit LCR outflows rose to record highs at all five major South Korean banks in Q2 www.risk.net/risk-quantum...
The switch from Treasuries to JGBs by Japan's Government Pension Investment Fund is likely to be gradual, which may spell more bad news for hedge funds www.risk.net/our-take/796...
Kalshi has filed a perpetual futures contract linked to the 10-year UST yield with the CFTC, with a decision expected by November 29 www.risk.net/markets/7964...
Bank for International Settlements head spills the contents of his in-tray. www.risk.net/regulation/7...
European entities held more US Treasury securities than their Asian counterparts for the first time since at least 2012, Treasury International Capital data shows www.risk.net/risk-quantum...
Benchmarking: “The second line is there to oversee and challenge, so the use of a veto should be few and far between” – ERM lead at a US regional bank www.risk.net/benchmarking...
Dealers now have a simpler alternative to reverse conversions in the form of CME’s single-stock futures, which lock in financing costs for select names www.risk.net/markets/7964...
US retail funds pushed their overall forwards book to a record $1.52 trillion in Q2 www.risk.net/counterparty...
“Centralised supervision will not change that much unless it is accompanied by changes in business models and in the broader investor and company ecosystem” – Andreas Gustafsson, Stockholm University. www.risk.net/regulation/7...
Benchmarking: No large banks report using a single, integrated GRC platform www.risk.net/benchmarking...
UBS’s clearing arm reported $1.9 billion of swaps funds at the end of August www.risk.net/risk-quantum...
The net value of derivatives held by UK banks dropped to £9.9 billion in Q2 www.risk.net/risk-quantum...
How effective are resolution frameworks in the US and Europe, and what can be done about them? www.risk.net/regulation/7...
“If I were working in the ECB [European Central Bank], I would be very, very concerned to see only two banks applying for the IMA” – Jacques Vigner, BNP Paribas. www.risk.net/regulation/7...
