Agentic AI promises to transform the calculation of derivatives valuation adjustments (XVAs). But questions about model ...

Closer co-operation between first and second lines is vital to respond to an environment where risks are moving much faster, ...

TS Imagine’s integrated risk platform helps clients monitor exposures across markets, counterparties and asset classes amid ...

The EFG ALM Risk Suite has shifted ALM from a retrospective reporting exercise into a forward-looking, strategic discipline ...

Banks are finding it hard to risk-manage the exotic yen options structures that hedge funds are using to bet on interventions by the Bank of Japan, dealers say. The trades – reverse knockout (RKO) ...

Agricultural Bank of China swings to record Q1 provision as loan-loss costs rise across country’s largest banks ...

Dealers have been left confused after the European Banking Authority (EBA) last month published two long-awaited answers to ...

Market structure changes, including the growing share of options with zero days to expiration (0DTE) and non-bank financial institutions, are leading trading desks into “uncharted territory”, market ...

US banks have been denied potential capital relief from lower stress test losses after the Federal Reserve froze stress ...

UK regulators have halved capital requirements for stablecoin issuers, in a bid to balance risk management and innovation. But some fear a divergence from European Union rules could trigger a race to ...

Aggregate projected AOCI losses across the 14 sampled banks shrank by $4.7 billion, or 12.1%, to $34 billion. A narrower projected AOCI loss is a favourable Only users who have a paid subscription or ...

Risk Benchmarking study finds big banks aggressively negotiating on cost of cover, and seeking offsets to Pillar 2 capital ...