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EC considering setting blanket multipliers to mitigate FRTB-related increases in bank capital requirements. hubs.li/Q03Rnr8q0
Now available online: ‘Model Risk and Uncertainty in the Financial World’ by Devajyoti Ghose and George Ulysses Soulellis hubs.li/Q03R_R3F0
The people who take our courses say it best. Their feedback reflects what we strive for at Risk Learning: practical knowledge, expert instructors, and training that makes an impact long after the session ends. From strengthening operational resilience to mastering ESG, ALM,…
Pimco massively increased its FX options activity in Q2 2025, buying over $6.5 billion in EUR/USD put options contracts hubs.ly/Q03R-cm40
Risk Benchmarking: banks’ technology stacks & budgets vary widely, with big differences in speed and cost of XVA calculation hubs.li/Q03R-gNP0
Investors in collateralised loan obligations remain unfazed by the bankruptcy of First Brands hubs.li/Q03R-7Hk0
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 hubs.li/Q03R-2yQ0
European and UK corporates are eyeing options-based FX hedges such as collars, which offer flexibility without upfront costs hubs.li/Q03Rx4t50
Crypto exchange-traded funds were among the largest users of US Treasury repos in the second quarter of this year hubs.li/Q03Rx0Bz0
“Having 30 days to comment on the 2026 scenario while also trying to evaluate these scenario design changes is a little rough” – industry source hubs.li/Q03RMMCn0
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 hubs.li/Q03RMPMt0
Looking to take your risk management expertise to the next level? At Risk Learning, our courses are led by industry veterans, thought leaders and former regulators who bring real-world expertise to every session. From operational risk to ALM, ESG, climate risk and even…
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 hubs.li/Q03Rx36W0
European corporates have been shortening the tenor of their FX forwards hedges so they can react more quickly if spot and hedging costs improve hubs.li/Q03Rx2Tk0
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 hubs.li/Q03Rx0Bx0
S&P Global has discontinued its NMRF data solution hubs.li/Q03Rj01G0
Citi has become the first major US bank to publicly base its capital target on a proposed Fed reform to the SCB hubs.li/Q03Rh3x-0
As the 2027 T+1 settlement deadline approaches in Europe and the UK, there are calls for improvements in processes to prevent future disruptions hubs.li/Q03QT_-Q0
XTX Markets is demanding that Currenex disclose details about a tool allegedly used for executing triangular arbitrage trades ahead of other users hubs.li/Q03QN4B70
Capstone’s Tom Adlard on the missing volatility risk premiums in S&P 500 options hubs.li/Q03QTT5c0
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The curious case of the missing volatility risk premium - Risk.net
Volatility investors will need to work harder and smarter to capture value, says Capstone
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