<H1> </H1> |
<H2>
CLO market shakes off ETF outflows
</H2> |
<H2>
‘This is not a wobble’: Brunello Rosa on the path to de-dollarisation
</H2> |
<H2>
Dodging a steamroller: how the basis trade survived the tariff tantrum
</H2> |
<H2>
Systemic risk jumps at Chinese G-Sibs in 2024
</H2> |
<H2>
Wells Fargo’s FX strategy wins over buy-side clients
</H2> |
<H2>
Repo clearing rule could raise SOFR volatility – OFR analysts
</H2> |
<H2>
The end of the world, or an artificial crisis?
</H2> |
<H2>
DeepSeek success spurs banks to consider do-it-yourself AI
</H2> |
<H2>
Op risk benchmarking
</H2> |
<H3>
Despite record redemptions, exchange mechanics and relatively small volumes cushioned impact
</H3> |
<H3>
Digital currencies will play a central role as China challenges US hegemony, says economist
</H3> |
<H3>
Higher margins, rising yields and stable repo funding helped avert another disruptive blow-up
</H3> |
<H3>
OTC derivatives and securities volumes drive sharpest increases in 10 years
</H3> |
<H3>
Counterparty Radar: Life insurers looked west for liquidity after November’s US presidential election
</H3> |
<H3>
Analysis of 2022 data finds large divergence in tail rates but no change in median
</H3> |
<H3>
Bimodal tariff threat leaves investors grappling with uncertainty
</H3> |
<H3>
Chinese LLM resets price tag for in-house systems – and could also nudge banks towards open-source models
</H3> |
<H3>
Our new research service compares op risk practices at financial institutions – from staffing to AI safeguards, key controls to board reporting packs.
</H3> |
<H4>
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<H4>
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<H4>
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<H4>
Trending
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<H4>
Tariff turmoil
</H4> |
<H4>
Risk Quantum
</H4> |
<H4>
Counterparty Radar
</H4> |
<H4>
Regulation
</H4> |
<H4>
Technology
</H4> |
<H4>
Trendlines
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<H4>
Foreign exchange
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Cyber risk
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Comment
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Events
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<H5> All sections </H5> |
<H5> How these stories are chosen </H5> |
<H5> You are currently on corporate access. </H5> |
<H6>
Index CDS trading nearly doubles as tariffs spook market
</H6> |
<H6>
A CLO ‘grab’ for short-dated loans is buoying prices
</H6> |
<H6>
Creaky credit sparks ‘high’ dispersion in CLO pricing
</H6> |
<H6>
Pension funds hesitate over BoE’s buy-side repo facility
</H6> |
<H6>
US Basel equivalence questioned as EU patience wears thin
</H6> |
<H6>
Risk data
</H6> |
<H6>
Systemic risk jumps at Chinese G-Sibs in 2024
</H6> |
<H6>
ECB removes need for governing council to approve CCP facility
</H6> |
<H6>
Inside the week that shook the US Treasury market
</H6> |
<H6>
Tariff volatility pushes banks to tighten close-outs
</H6> |
<H6>
How BrokerTec, MarketAxess fared during Treasury rout
</H6> |
<H6>
Yen rates losses from tariff volatility top $1 billion
</H6> |
<H6>
EU firms fear dollar liquidity becoming tariff bargaining chip
</H6> |
<H6>
Trump tariffs sent FX options traders on a wild ride
</H6> |
<H6>
Basel III switch sends BNP Paribas’s op risk charges up 60%
</H6> |
<H6>
Tariff turmoil drives $31bn margin surge at FCMs
</H6> |
<H6>
Europe’s Ucits funds: Made in the USA
</H6> |
<H6>
Pimco’s $19 billion Sonia swaptions trade
</H6> |
<H6>
BoE plans to link system-wide and individual stress tests
</H6> |
<H6>
European Commission changes tune on proposed FRTB multiplier
</H6> |
<H6>
CFTC takes red pen to swaps rules, but don’t call it a rollback
</H6> |
<H6>
OCC’s security chief on generative AI with guardrails
</H6> |
<H6>
Inside the company that helped build China’s equity options market
</H6> |
<H6>
For AI’s magic hammer, every problem becomes a nail
</H6> |
<H6>
Goldman Sachs doubled FX trading revenues in 2024
</H6> |
<H6>
Trump tariffs sent FX options traders on a wild ride
</H6> |
<H6>
EMS vendors address FX options workflow bottlenecks
</H6> |
<H6>
Cyber insurance costs expected to rise as loss ratios worsen
</H6> |
<H6>
OCC’s security chief on generative AI with guardrails
</H6> |
<H6>
Op risk data: Luna crypto chicanery shrinks Galaxy coffers
</H6> |
<H6>
Patience pays off for XVA desks in wild week of tariff swings
</H6> |
<H6>
Index CDS trading nearly doubles as tariffs spook market
</H6> |
<H6>
US tariffs spur rush to European dividend futures
</H6> |
<H6>
Op risk data: Luna crypto chicanery shrinks Galaxy coffers
</H6> |
<H6>
Why AI will never predict financial markets
</H6> |
<H6>
Podcast: adventures in autoencoding
</H6> |
<H6>
Getting a handle on model parameters
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<H6>
The case for believing in a Bessent put
</H6> |
<H6>
FRTB may bite harder for Europe’s CVA modellers
</H6> |
<H6> Risk Live Europe
</H6> |
<H6> Risk Live Asia
</H6> |
<H6> Risk Live North America
</H6> |
<H6>
The Term €STR transition: challenges and market readiness
</H6> |
<H6>
Mitigating risks with derivative ETFs
</H6> |
<H6>
Adapting FRTB strategies across Apac markets
</H6> |
<H6>
Addressing risks and leveraging compliance opportunities amid banking regulation uncertainty
</H6> |
<H6>
Corporates keep the faith on net-zero goal
</H6> |
<H6>
J.P. Morgan Inverse VIX Futures ETN: a more intuitive approach to risk
</H6> |
<H6>
Dora and cyber resilience: risk migration strategy and regulatory compliance
</H6> |
<H6>
Configuration and control: next-level risk analytics for alternative assets
</H6> |
<H6>
Front office open to AI promise
</H6> |
<H6>
Precision-crafted: the new tools of investing
</H6> |
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