Risk.net

2 days ago | risk.net | Paulina Pielichata

Eurex Clearing wants to complete the migration of its repo products onto its Prisma margin model in November 2025, according to its chief risk officer (CRO). But a new regulatory approvals process for margin model changes could prove a fresh obstacle to the switchover that has been delayed once already.

2 days ago | risk.net | Joe Parsons

Artificial intelligence has increasingly become an all-encompassing term in financial circles. But in foreign exchange trading, what does it actually mean? Banks have been vocal about how they have used AI for years when developing their execution algorithms, making documentation easier, and in their client chatbots.

3 days ago | risk.net | Rebekah Tunstead

Hedge funds are stepping back into euro rates steepener trades after taking profits during April's tariff-driven turbulence, betting that the gap between short- and long-term swap rates will continue to widen in response to Dutch pension fund reforms and expected central bank rate cuts.

6 days ago | risk.net | Luke Clancy

High-profile hacks are a clear and present danger, undermining business confidence as well as operability. For the financial industry, cyber risk is consistently the number one threat among operational risks. Against a backdrop of concerning levels of security breaches, new US disclosure rules could create more demand for cyber insurance.

1 week ago | risk.net | Joshua Walker

Chinese global systemically important banks (G-Sibs) have published their first total loss-absorbing capacity (TLAC) disclosures for the first quarter of 2025, revealing razor-thin buffers above regulatory requirements. China Construction Bank (CCB) reported the highest TLAC-to-risk-weighted assets (RWAs) ratio among the group, at 21.9%. It was followed closely by Industrial and Commercial Bank of China (ICBC) at 21.8%, Bank of China (BoC) at 20.7% and Agricultural Bank of China (ABC) at 20.5%.