CME’s new clearing service for US Treasuries may have been approved too late to win budget allocations for 2026, clearing ...

BlackRock has appointed Pierre Sarrau as its new chief risk officer, succeeding Edward Fishwick, who will move to a new role ...

A surge in uncollateralised foreign exchange forwards hedging from buy-side clients could put bank balance sheets under ...

The authors assess the fungibility of stablecoins, arguing that this can be equivalent to that of traditional bank deposits ...

The Bank of England lowered its Tier 1 capital benchmark from 14% to 13% on December 2, the first such cut since the guideline was set in 2015.

On November 3, the International Organization of Securities Commissions published a series of recommendations to act as guidance for regulators in crafting rules around pre-hedging. The ...

Baruch College and Princeton University claimed the top spots in the latest edition of Risk.net’s Quant Finance Master’s Guide, cementing a duopoly that has existed since the rankings began in 2017.

The authors put forward a taxonomy for combined crises where up to four accompanying crises are apparent and how their interactions might impact firm ...

This issue of The Journal of Risk Model Validation features two papers that directly address validation using machine learning. Whether their findings imply we will all (including the editor) become ...

As Asia-Pacific (Apac) financial institutions confront rising regulatory expectations, expanding financial crime risks and ...

Andrey Itkin and Yerkin Kitapbayev examine a semi-analytical approach for pricing American options in time-inhomogeneous models characterised by ne ...

The gap between systemic risk scores of Chinese and US banks shrank to just eight basis points in the latest assessment by the Financial Stability Board (FSB), based on end-2024 data. Aggregated ...