Risk Benchmarking: More than a third of banks do not quantify climate risk impact on credit portfolios, study finds Risk Benchmarking: View interactive charts from Risk.net’s 43-bank study, covering ...

Across 56 reporting banks, US Treasuries booked as held-to-maturity (HTM) shrank by 4.9% to $467.2 billion. Over the past two years, this decline had been offset by growth in the available-for-sale ...

Trump and fellow mavericks are reshaping politics, leaving banks scrambling to adjust to new and unpredictable risks ...

Kookmin and Shinhan book combined 664 billion won surge in Q4 charge-offs as New Leap Fund accelerates NPL disposals ...

The traditional trade-off has been the ability to participate in bounce-backs after sharp sell-offs – or at least it was, until recently. Banks offering exposure to quantitative investment strategies ...

Japanese clearing house looks for efficiency gains amid expansion of clearing products and influx of international firms ...

Exposures with unspecified risk-weights calculated outside the standardised approach at US banks climbed to $698.7 billion at the end of last year across 53 banks, the highest on record. This ...

The pricing difference between euro interest rate swaps cleared at Eurex and LCH could be shrunk if interdealer brokers routinely quoted the German clearing house’s prices separately, according to ...

European clearing houses will have to diversify their cloud providers to comply with the Digital Operational Resilience Act, according to a senior risk manager.

Futures on quantitative investment strategies (QIS) have opened for trading on Eurex, with an initial crop of contracts referencing long-only equity custom baskets. The exchange hopes this will be a ...

The US Supreme Court’s decision to strike down the Trump administration’s tariff regime on February 20 put more pressure on the popular US swap spread trade, sparking some deleveraging from hedge ...

Focusing on validating and enhancing risk models, the author proposes a comprehensive framework through which to stress test under trade war conditions.