Bank of England floats ‘quasi-IMA’ in FRTB standardised method Dealers welcome new route to capitalising residual risk, but it could fragment global ruleset ...

The US Federal Reserve’s annual bank stress test places too much reliance on the regulator’s own models and would be better served incorporating banks’ internal projections, according to one of the ...

The US market for autocallable notes could be on the verge of a critical turning point as the first exchange-traded fund referencing the instruments begins to attract assets, with at least two more ...

Bank of America has expanded its repo cash borrowing from US mutual funds nearly fivefold in the past two years, with the vast majority of that coming from investment manager Pimco. Data from Risk.net ...

When Shigeru Ariizumi started out in his role presiding over international affairs at Japan’s Financial Services Agency four years ago, it was expected that jurisdictions would soon get on with ...

Banks seek EU supervisory green light on external credit data GCD-developed industry standard to show pooled loss data is representative of banks’ portfolios ...

Amazon, Meta and Tesla – three of the so-called magnificent seven tech firms that drive US stock market performance – decline to hedge their day-to-day foreign exchange exposures. So concludes a study ...

JP Morgan’s reserves for undrawn credit lines reached their highest level in four years at end-June, as the bank took stock of the potential impact of US tariffs on corporate borrowers’ cashflows. The ...

The estimation of dynamic initial margin (DIM) is a challenging problem. We describe an accurate new approach using Johnson-type distributions, which are fitted to conditional moments, estimated using ...

Enter now The awards are decided by the editors and journalists of Risk.net. The judging process is split into three parts: 1) Submission of pitch documents | Deadline: July 25, 2025 There’s no ...

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People: UBS beefs up US equity derivatives team Americas EQD business gets new head and new head of sales; Higgins joins RBS as head of European fixed income; Nomura adds staff across Asia; four ...