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@risk.net
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Risk.net delivers expert analysis on risk management, markets, regulation, investing and more. We cover the issues others overlook – providing subscribers with the information they need to make accurate business decisions.
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Risk.net @risk.net · 19d
Read about all the winners in this year’s Risk Awards: www.risk.net/awards/79626...
Risk Awards 2026: The winners - Risk.net
Citi claims top derivatives prize, lifetime award for Dennis McLaughlin, JP Morgan wins equities
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risk.net
Are regional banks quietly cracking up? www.risk.net/risk-managem...
Could one-off loan losses at US regional banks become systemic? - Risk.net
Investors bet Zions, Western Alliance are isolated problems, but credit risk managers are nervous
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December 17, 2025 at 12:10 PM
risk.net
HSBC North America recorded the highest number of loss-making days among both US domestic banks and foreign IHCs in Q3, @RiskQuantum analysis shows
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December 16, 2025 at 10:27 AM
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Latest op risk loss commentary: National Stock Exchange of India provisions $158m to settle unfair trading allegations; Horizon BCBS receives $101m healthcare invoice – data from ORX News
www.risk.net/comment/7962...
Op risk data: Low latency, high cost for NSE - Risk.net
Also: Brahmbhatt fraud hits BlackRock, JP Morgan slow to shop dubious deals. Data by ORX News
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December 16, 2025 at 10:20 AM
risk.net
Risk’s November collection is now available in the app store and to view online: www.risk.net/risk-magazin...
December 15, 2025 at 1:02 PM
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UBS more than halved its holdings of mark-to-model assets during 2024

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December 15, 2025 at 10:45 AM
risk.net
Total F&O funds at Barclays Capital surpassed $20 billion for the first time in November

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December 12, 2025 at 10:07 AM
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Cutting Edge: A study of option pricing in quantum information. www.risk.net/cutting-edge...
The relative entropy of expectation and price - Risk.net
The replacement of risk-neutral pricing with entropic risk optimisation
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December 11, 2025 at 11:35 AM
risk.net
Quarterly average regulatory equity VAR across US G-Sibs totalled $657.1 million as of end-September

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December 11, 2025 at 10:02 AM
risk.net
Latest Quantcast podcast now live: Jack Jacquier, Imperial College London. www.risk.net/cutting-edge...
Quantcast Master’s Series: Jack Jacquier, Imperial College London - Risk.net
A shift towards market micro-structure and ML has reshaped the programme
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December 10, 2025 at 12:40 PM
risk.net
Esma margin rules will “differ markedly from the US, where you get self-certification, which means more ease and flexibility for CCPs” – Christian Lee, Davies
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Clearing houses warn Esma margin rules will stifle innovation - Risk.net
Changes in model confidence levels could still trip supervisory threshold even after relaxation in final RTS
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December 10, 2025 at 11:36 AM
risk.net
JP Morgan was the only bank to benefit from the substitutability cap in the latest G-Sib assessment

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December 10, 2025 at 10:11 AM
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“We believe tokenisation is a transformational technology that will consume the entire global financial system” – Coy Garrison, Robinhood. www.risk.net/regulation/7...
BlackRock, Citadel Securities, Nasdaq mull tokenised equities’ impact on regulations - Risk.net
An SEC panel recently debated the ramifications of a future with tokenised equities
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December 9, 2025 at 5:45 PM
risk.net
Secured funding and lending flows within the LCR stress scenario surged at US G-Sibs in Q3

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December 9, 2025 at 11:02 AM
risk.net
“I can make a case, depending on how the data goes, to cut. I can make a case to hold, and we’ll have to see” – Neel Kashkari, Minneapolis Fed
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12 angry members: why dissent is growing on the FOMC - Risk.net
Hardening views on wisdom of further cuts mean committee’s next meeting is unlikely to be harmonious
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December 8, 2025 at 4:43 PM
risk.net
Why interoperability isn’t for everyone. www.risk.net/regulation/7...
CCPs trade blows over EU’s new open access push - Risk.net
Cboe Clear wants more interoperability; Euronext says ‘not with us’
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December 8, 2025 at 10:49 AM
risk.net
JP Morgan has picked up a 2.5pp systemic add-on from its domestic regulator, marking a widening chasm with the BCBS’s own approach for scoring G-Sibs

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December 8, 2025 at 10:30 AM
risk.net
“The economics of a CDS, and hence its commercial objective, could be undermined” – lawyers for Linklaters and Kleinberg, Kaplan, Wolff & Cohen
www.risk.net/markets/7962...
Ardagh review sparks CDS warnings - Risk.net
Lawyers warn a panel’s decision on the company’s restructuring will have wider implications
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December 8, 2025 at 10:18 AM
risk.net
XVA Benchmarking study: majority of respondents place reducing aggregate CVA & FVA costs as their top optimisation priority
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December 5, 2025 at 11:23 AM
risk.net
The largest US banks saw countervailing trends in the maturity mismatch add-on component of the LCR in Q3

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December 5, 2025 at 10:36 AM
risk.net
Kihun Nam, director of the Master’s programme of Financial Mathematics at Monash University is our latest Quantcast Master’s interviewee. www.risk.net/cutting-edge...
Quantcast Master’s Series: Kihun Nam, Monash University - Risk.net
Melbourne-based programme winks at pension fund sector
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December 5, 2025 at 10:08 AM
risk.net
CFTC chair nominee Selig has strong head for tech. www.risk.net/regulation/7...
Who is Selig? CFTC pick is smart and social, but some say too green - Risk.net
Colleagues praise crypto smarts and collegial style, but views on prediction markets and funding trouble Senate
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December 4, 2025 at 5:49 PM
risk.net
Risk Benchmarking study: Two-thirds of respondents still haven’t integrated AI or ML into any XVA processes
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December 4, 2025 at 12:37 PM
risk.net
“Even if FX could be settled on T+1, we need to recognise that liquidity could be thin, [and] spreads will widen outside of domestic hours” – Ian Chung, Monetary Authority of Singapore
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MAS official flags risks in Asia’s path to T+1 settlement - Risk.net
Regulator says region faces “unique challenges” in establishing a shorter settlement cycle
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December 4, 2025 at 12:09 PM
risk.net
“Institutions should be focused on resolving the [cyber] incident, rather than just reporting on it over and over again” – Coen ter Wal, Afme
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EU single portal faces battle to unify cyber incident reporting - Risk.net
Digital omnibus package accused of lacking ambition to truly streamline notification requirements
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December 4, 2025 at 10:50 AM
risk.net
Bank of America climbed four spots to become the fourth-largest dealer of OTC derivatives globally in 2024, in the FSB’s annual G-Sib rankings

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December 4, 2025 at 10:08 AM