More striking still is the preponderance of RWAs that cannot be classified under any of Basel 2.5’s four building blocks.

US banks’ notional amounts of foreign exchange derivatives surged 19.2% to a record $65.76 trillion in the first quarter, as volatility-wary market participants sought refuge in forwards.

In early 2020, Brightwell turned its investment process upside down – literally.

Banks have had to speed up their market risk management processes in response to the volatile trading conditions that have ...

The Options Clearing Corporation (OCC) disclosed record payment obligations in the first quarter, setting all-time highs for ...

A senior risk modeller has warned that the European Central Bank is taking a tough line on approvals for banks to use the ...

Former regulators doubt the three US prudential agencies will be able to release fresh proposals implementing internationally ...

Generali’s platform uses predictive analytics and systemic mapping to manage credit risk across €230 billion in assets ...

In Warner Brothers cartoons, Wile E Coyote is forever buying would-be lethal weapons – a giant anvil, a case of dynamite – ...

Credit Benchmark has also launched the Default Risk Outlook, providing predictive insights into default risks across various ...

Upheaval in US trade policy drove demands for more data, more simulations as supervisors pushed banks to plan for the worst ...

EFG Bank’s Digital Risk Pilot platform unifies risk data, enhances analytics and reporting, and empowers decision-makers with ...