When Israel launched a missile strike on Iran’s nuclear programme on June 13, some traders were left puzzled by why the ...

Risk model validations will not slow overall under reworked clearing rules, says Klaus Löber, chair of the European ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

Four industry groups have written a letter to dissuade the European Commission from pursuing equity market structure reforms inspired by the US. This follows a rapid consultation undertaken by the ...

Some of the most dramatic VAR overshoots have taken place at the US ’s top systemic dealers. Goldman Sachs logged two in Q3 ...

Credit Benchmark and Oliver Wyman explore how aggregated bank data and advanced analytics are helping risk teams make ...

JP Morgan’s loan losses in the US Federal Reserve’s latest stress test topped $89.6 billion – $5.6 billion higher than last year’s exercise – underscoring its position as the single largest ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

When the US Securities and Exchange Commission (SEC) voted in February to delay the deadlines for its US Treasury clearing ...

The authors propose a means with which to represent and compare three key functions of payment system architectures: issuance ...

Seven of the 22 banks assessed in this year’s Dodd-Frank Act stress test (DFAST) saw their core capital ratios drop below their full requirements under the US Federal Reserve’s severely adverse ...

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