We develop an innovative application of Kelly et al’s 2018 instrumented principal component analysis model, wherein ...

European Union dealers are optimistic the European Commission will soon permit their re-entry to on-venue swap markets in the ...

Santander’s modelled market risk-weighted assets (RWAs) increased 21.6% in Q3 2025, in stark contrast to the broader trend among European peers. Total RWAs under the internal models approach (IMA) ...

Cash and highly liquid securities dominate the mix of assets that banks hold in their liquidity buffer. In Risk.net ’s latest ...

Banks generally fall into one of two camps: those that treat AI as a model risk that needs to be managed by specialised teams ...

Equity exotics desks have seen a rush of demand for downside hedges whose strikes automatically recalibrate with rising ...

US mutual fund and exchange-traded fund managers cut $7 billion of euro/US dollar FX options positions during the third ...

A study by Japanese academics, based on a vast dataset of trades from the Tokyo Stock Exchange, gives an intriguing insight ...

Futures brokers are rushing to relocate high-frequency trading clients’ servers away from on-exchange facilities to comply with new guidelines from Chinese venues that restrict direct co-location, but ...

Increased geopolitical instability in Latin America in recent weeks has failed to dissuade investors from putting on foreign ...

Demand for Latin American (LatAm) currency hedges is surging, as investors look to protect their carry trades from ...

European Union regulators are ready to work with international peers to establish a global taxonomy for classifying ...