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EC mulls blanket FRTB multiplier - Risk.net
Leaked doc includes bank-specific or industry-wide relief on impact of new EU market risk rules
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EC considering setting blanket multipliers to mitigate FRTB-related increases in bank capital requirements. www.risk.net/regulation/7...
Popular Bank’s NPL inflows totalled $242 million in Q3, the most in a single reporting period since 2012.
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November 13, 2025 at 11:35 AM
Popular Bank’s NPL inflows totalled $242 million in Q3, the most in a single reporting period since 2012.
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www.risk.net/risk-quantum...
“We have true [AI] accountability with our second line, in the model risk office” – Suzanne Brink, Lloyds Banking Group’s head of responsible AI
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Lloyds draws a (second) line on AI risk - Risk.net
Model risk office is accountable for managing the risk of AI roll-out at the UK bank
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November 13, 2025 at 10:36 AM
“We have true [AI] accountability with our second line, in the model risk office” – Suzanne Brink, Lloyds Banking Group’s head of responsible AI
www.risk.net/risk-managem...
www.risk.net/risk-managem...
Could Matters Requiring Attention soon be receiving less… attention? www.risk.net/regulation/7...
Narrower US supervisory remit could lead to more bank failures - Risk.net
Some former regulators see risks in fewer MRA letters, but others welcome streamlining
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November 12, 2025 at 11:00 AM
Could Matters Requiring Attention soon be receiving less… attention? www.risk.net/regulation/7...
Tomorrow’s Quants: 39 senior hiring quants to share their recruitment criteria, including surprises such as increasing importance of soft skills
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www.risk.net/cutting-edge...
Tomorrow’s quants: what it takes to be a next-gen modeller - Risk.net
Employers increasingly prize mix of hard and soft skills, Risk.net survey reveals
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November 12, 2025 at 10:33 AM
Tomorrow’s Quants: 39 senior hiring quants to share their recruitment criteria, including surprises such as increasing importance of soft skills
www.risk.net/cutting-edge...
www.risk.net/cutting-edge...
The proportion of US MMFs’ repurchase agreements routed through a CCP jumped sharply in Q3
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www.risk.net/risk-quantum...
November 12, 2025 at 10:02 AM
The proportion of US MMFs’ repurchase agreements routed through a CCP jumped sharply in Q3
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
In the week before gold's recent drop, GLD options trading surged, with over 2.1 million contracts exchanged, nearly five times the daily average www.risk.net/markets/7962...
Institutional investors take profit on gold trades - Risk.net
Hedge funds trimmed longs after gold rally and triggered massive market selloff
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November 11, 2025 at 5:45 PM
In the week before gold's recent drop, GLD options trading surged, with over 2.1 million contracts exchanged, nearly five times the daily average www.risk.net/markets/7962...
“The most common finding from the ECB is your credit spread scope analysis is not sufficient” – Tim Breitenstein, KPMG. www.risk.net/regulation/7...
ECB finds holes in banks’ credit spread risk nets - Risk.net
Banks censured for insufficient evidence to support exclusion of products from CSRBB perimeter
www.risk.net
November 11, 2025 at 11:26 AM
“The most common finding from the ECB is your credit spread scope analysis is not sufficient” – Tim Breitenstein, KPMG. www.risk.net/regulation/7...
Default risk overtook credit spreads to become Japanese dealers’ second-largest source of trading book capital requirements in their first year under the FRTB
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www.risk.net/risk-quantum...
November 11, 2025 at 11:21 AM
Default risk overtook credit spreads to become Japanese dealers’ second-largest source of trading book capital requirements in their first year under the FRTB
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Risk Benchmarking: 75% of North American banks include KVA in execution or charging levels
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November 11, 2025 at 11:15 AM
Risk Benchmarking: 75% of North American banks include KVA in execution or charging levels
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www.risk.net/benchmarking...
Citi, JP Morgan edge closer to being bound by the advanced approach for capital requirements, following reductions in their SCBs
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November 10, 2025 at 10:23 AM
Citi, JP Morgan edge closer to being bound by the advanced approach for capital requirements, following reductions in their SCBs
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Japan Post Bank reported unrealised losses of ¥2.73 trillion on its HTM securities in Q3
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hubs.li/Q03S83l90
November 7, 2025 at 10:43 AM
Japan Post Bank reported unrealised losses of ¥2.73 trillion on its HTM securities in Q3
hubs.li/Q03S83l90
hubs.li/Q03S83l90
“The way people are managing XVAs these days isn’t well suited to a position in treasury” – XVA trader at a large European dealer
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www.risk.net/benchmarking...
November 7, 2025 at 10:26 AM
“The way people are managing XVAs these days isn’t well suited to a position in treasury” – XVA trader at a large European dealer
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www.risk.net/benchmarking...
Now available online: ‘Model Risk and Uncertainty in the Financial World’ by Devajyoti Ghose and George Ulysses Soulellis
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www.risk.net/model-risk-a...
November 6, 2025 at 3:18 PM
Now available online: ‘Model Risk and Uncertainty in the Financial World’ by Devajyoti Ghose and George Ulysses Soulellis
www.risk.net/model-risk-a...
www.risk.net/model-risk-a...
Risk Benchmarking: banks’ technology stacks & budgets vary widely, with big differences in speed and cost of XVA calculation
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www.risk.net/benchmarking...
November 6, 2025 at 12:00 PM
Risk Benchmarking: banks’ technology stacks & budgets vary widely, with big differences in speed and cost of XVA calculation
www.risk.net/benchmarking...
www.risk.net/benchmarking...
What was behind Pimco's FX options binge in Q2 this year?
www.risk.net/markets/7962...
www.risk.net/markets/7962...
Pimco piled into euro put options in Q2 - Risk.net
Counterparty Radar: EUR/USD buying spree takes Pimco’s FX options book to $7 billion
www.risk.net
November 6, 2025 at 11:34 AM
What was behind Pimco's FX options binge in Q2 this year?
www.risk.net/markets/7962...
www.risk.net/markets/7962...
Investors in collateralised loan obligations remain unfazed by the bankruptcy of First Brands www.risk.net/markets/7962...
CLO market dismisses First Brands contagion worries - Risk.net
But investors say larger concerns remain for the product’s riskiest tranches
www.risk.net
November 6, 2025 at 11:15 AM
Investors in collateralised loan obligations remain unfazed by the bankruptcy of First Brands www.risk.net/markets/7962...
BNP Paribas, Deutsche Bank and Societe Generale could see their trading-book capital requirements soar by between 2.5 and 2.8 times if they were to switch to the FRTB’s standardised approach
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
November 6, 2025 at 10:50 AM
BNP Paribas, Deutsche Bank and Societe Generale could see their trading-book capital requirements soar by between 2.5 and 2.8 times if they were to switch to the FRTB’s standardised approach
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
“Having 30 days to comment on the 2026 scenario while also trying to evaluate these scenario design changes is a little rough” – industry source
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www.risk.net/risk-managem...
Banks grapple with Fed’s double deadline on stress-test plans - Risk.net
Supervisor consulting simultaneously on next year’s test scenario and broader model changes
www.risk.net
November 5, 2025 at 11:18 AM
“Having 30 days to comment on the 2026 scenario while also trying to evaluate these scenario design changes is a little rough” – industry source
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www.risk.net/risk-managem...
The Fed’s proposed changes for the 2026 DFAST would have increased the stressed capital ratio for US banks had they been in place the last two years
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
November 5, 2025 at 11:01 AM
The Fed’s proposed changes for the 2026 DFAST would have increased the stressed capital ratio for US banks had they been in place the last two years
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
“Having 30 days to comment on the 2026 scenario while also trying to evaluate these scenario design changes is a little rough” – industry source
www.risk.net/risk-managem...
www.risk.net/risk-managem...
Banks grapple with Fed’s double deadline on stress-test plans - Risk.net
Supervisor consulting simultaneously on next year’s test scenario and broader model changes
www.risk.net
November 5, 2025 at 10:49 AM
“Having 30 days to comment on the 2026 scenario while also trying to evaluate these scenario design changes is a little rough” – industry source
www.risk.net/risk-managem...
www.risk.net/risk-managem...
Corporates are seeking more flexible and dynamic currency hedging approaches, with some reducing their hedging periods from 10 years to much shorter durations www.risk.net/markets/7962...
European exporters add flexibility to FX hedges - Risk.net
Corporates with USD exposures have been reducing hedging tenors and adding optionality
www.risk.net
November 4, 2025 at 10:07 AM
Corporates are seeking more flexible and dynamic currency hedging approaches, with some reducing their hedging periods from 10 years to much shorter durations www.risk.net/markets/7962...
A drop in Chinese banks’ LCRs pulled the G-Sib average down by 1.36pp to 136% in H1 2025 – its lowest level since Q2 2023
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
November 4, 2025 at 10:04 AM
A drop in Chinese banks’ LCRs pulled the G-Sib average down by 1.36pp to 136% in H1 2025 – its lowest level since Q2 2023
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Experts find the emergence of crypto ETFs in the repo market interesting as it connects crypto products to traditional dollar funding systems, potentially leading to volatile funding behaviours in the future www.risk.net/markets/7962...
Crypto ETFs gatecrash the US Treasury repo market - Risk.net
Counterparty Radar: Volatility Shares tapped $13 billion in repo funding in Q2
www.risk.net
November 4, 2025 at 9:56 AM
Experts find the emergence of crypto ETFs in the repo market interesting as it connects crypto products to traditional dollar funding systems, potentially leading to volatile funding behaviours in the future www.risk.net/markets/7962...
EC considering setting blanket multipliers to mitigate FRTB-related increases in bank capital requirements. www.risk.net/regulation/7...
EC mulls blanket FRTB multiplier - Risk.net
Leaked doc includes bank-specific or industry-wide relief on impact of new EU market risk rules
www.risk.net
November 3, 2025 at 4:54 PM
EC considering setting blanket multipliers to mitigate FRTB-related increases in bank capital requirements. www.risk.net/regulation/7...
S&P Global has discontinued its NMRF data solution
www.risk.net/regulation/7...
www.risk.net/regulation/7...
S&P shutters NMRF solution amid audit questions - Risk.net
Vendors face adverse economics due to low number of IMA banks and prospects of regulatory easing
www.risk.net
November 3, 2025 at 1:31 PM
S&P Global has discontinued its NMRF data solution
www.risk.net/regulation/7...
www.risk.net/regulation/7...