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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
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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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
Risk’s November collection is now available in the app store and to view online: www.risk.net/risk-magazin...
December 15, 2025 at 10:45 AM
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
Total F&O funds at Barclays Capital surpassed $20 billion for the first time in November
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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
Quarterly average regulatory equity VAR across US G-Sibs totalled $657.1 million as of end-September
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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
JP Morgan was the only bank to benefit from the substitutability cap in the latest G-Sib assessment
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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
Secured funding and lending flows within the LCR stress scenario surged at US G-Sibs in Q3
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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
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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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
XVA Benchmarking study: majority of respondents place reducing aggregate CVA & FVA costs as their top optimisation priority
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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
The largest US banks saw countervailing trends in the maturity mismatch add-on component of the LCR in Q3
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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 Benchmarking study: Two-thirds of respondents still haven’t integrated AI or ML into any XVA processes
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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
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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All 14 systemic indicators used to assess G-Sibs hit record highs in the most recent sampling, underlining the banking sector’s expansion during 2024.
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December 3, 2025 at 10:17 AM
All 14 systemic indicators used to assess G-Sibs hit record highs in the most recent sampling, underlining the banking sector’s expansion during 2024.
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Morgan Stanley is set to benefit the most from the US’s easing of the eSLR
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December 2, 2025 at 10:19 AM
Morgan Stanley is set to benefit the most from the US’s easing of the eSLR
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Two banks were saddled with higher capital requirements while one won lower surcharges in the FSB’s latest G-Sibs benchmarking
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December 1, 2025 at 10:35 AM
Two banks were saddled with higher capital requirements while one won lower surcharges in the FSB’s latest G-Sibs benchmarking
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FCMs reported their smallest combined capital surplus as a proportion of requirements in more than a decade in September
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November 28, 2025 at 10:25 AM
FCMs reported their smallest combined capital surplus as a proportion of requirements in more than a decade in September
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US systemic dealers held a record $95 billion of OTC derivatives collateral in the form of equities as of end-September
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November 27, 2025 at 10:42 AM
US systemic dealers held a record $95 billion of OTC derivatives collateral in the form of equities as of end-September
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Capital One’s purchase of Discover has lifted its projected retail deposit outflows in a 30-day stress scenario
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November 26, 2025 at 10:20 AM
Capital One’s purchase of Discover has lifted its projected retail deposit outflows in a 30-day stress scenario
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The NCCBR market is much larger than regulators anticipated, finds OFR
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November 25, 2025 at 10:09 AM
The NCCBR market is much larger than regulators anticipated, finds OFR
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XVA Benchmarking study: several large dealers refraining from investment in new optimisation tools due to uncertainty over the final shape of US capital requirements
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November 24, 2025 at 11:50 AM
XVA Benchmarking study: several large dealers refraining from investment in new optimisation tools due to uncertainty over the final shape of US capital requirements
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The Fed’s LFI overhaul is set to produce the smallest proportion of firms classed as ‘not well managed’ since at least 2020
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November 21, 2025 at 10:03 AM
The Fed’s LFI overhaul is set to produce the smallest proportion of firms classed as ‘not well managed’ since at least 2020
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XVA Benchmarking: banks’ AI use cases have been slow to go from trials to day-to-day pricing, but that could change soon
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November 20, 2025 at 10:53 AM
XVA Benchmarking: banks’ AI use cases have been slow to go from trials to day-to-day pricing, but that could change soon
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ABN Amro transferred the bulk of its credit risk portfolio to the SA in Q3
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November 19, 2025 at 11:33 AM
ABN Amro transferred the bulk of its credit risk portfolio to the SA in Q3
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Three Chinese banks set fresh records for market RWAs in Q3, extending a steady rise since China implemented the FRTB in 2024.
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November 18, 2025 at 11:46 AM
Three Chinese banks set fresh records for market RWAs in Q3, extending a steady rise since China implemented the FRTB in 2024.
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Risk Benchmarking research reveals four-fifths of respondents use a variant of Heath-Jarrow-Morton in interest rate modelling
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November 18, 2025 at 10:43 AM
Risk Benchmarking research reveals four-fifths of respondents use a variant of Heath-Jarrow-Morton in interest rate modelling
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www.risk.net/benchmarking...