Some of the most dramatic VAR overshoots have taken place at the US ’s top systemic dealers. Goldman Sachs logged two in Q3 ...

When Jane Street sued Millennium Partners in April last year for poaching traders who ran a highly profitable but secret Indian options strategy, it may have seemed like a good idea. Now, the firm ...

Standard Chartered reported $36.7 billion of market risk-weighted assets (RWAs) in the first quarter, up 29.9% since the end of last year, and a record high figure for the bank. The jump marked the ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

Risk model validations will not slow overall under reworked clearing rules, says Klaus Löber, chair of the European ...

For months, macro hedge funds have been betting that the US Treasury yield curve will continue to steepen. But with the ...

Credit Benchmark and Oliver Wyman explore how aggregated bank data and advanced analytics are helping risk teams make ...

The debate over 24/7 trading is dividing the derivatives industry in two. One camp, largely represented by crypto enthusiasts, sees continuous markets as both inevitable and risk-reducing. Its ...

The authors investigate the impact of banks' digital transformation on operational risk, finding that in most cases, this ...

More striking still is the preponderance of RWAs that cannot be classified under any of Basel 2.5’s four building blocks.

AI is transforming financial services. Regulatory requirements, compliance demands and concerns over data consistency are ...

When the US Securities and Exchange Commission (SEC) voted in February to delay the deadlines for its US Treasury clearing ...