Large US banks’ projected minimum Common Equity Tier 1 (CET1) ratios in the Federal Reserve’s annual stress tests have risen and become more tightly clustered since 2018, a Risk Quantum analysis of ...

Realistic models for multi-dimensional asset distributions are vital for stress testing and risk management. Many statistical learning tools need large datasets and lack transparency. Extending his ...

Japanese bank says Anthropic’s coding and productivity tool is ‘phenomenal’ but bucks compliance guardrails, prompting the ...

ESG score upgrades are significantly associated with higher volatility-based corporate risk among Chinese A-share listed ...

This paper puts forward a means to measure operational risk losses which integrates reputational and operational risks.

Assets in older structures have caught up with vol target versions that looked set to dominate ...

StoneX Financial became the eighth-largest futures commission merchant (FCM) by futures and options (F&O) customer funds ...

Cboe Options Analytics Select extends institutional-grade options analytics capabilities globally, creating a tailored ...

Learn how to use FTP to optimise profitability and drive strategic balance sheet management ...

A US regulator has decided to exempt post-trade risk reduction services (PTRRS) from clearing obligations, with some market ...

Pimco’s G10 foreign exchange forwards trading with Societe Generale more than doubled during the first quarter of 2026, boosting the bank’s total volumes with US asset managers. Societe Generale ...

Capital One’s projected credit card losses jumped in its first Federal Reserve’s stress test since acquiring Discover, ...