This is the second of two features about the use of AI tools by quants in their daily work. The first looked at how banks and buy-side firms are using AI and the lessons they have drawn from ...

Non-bank assets at US global systemically important banks (G-Sibs) topped $7 trillion for the first time in Q1 2026, driven by a record $625 billion quarterly increase. The total crossed the milestone ...

This is the first of two articles based on interviews with senior quants about the use of agentic AI tools in their daily ...

Several central counterparties (CCPs) saw variation and initial margin calls surge in the first quarter, as the Iran war roiled markets in March.

The supervisory board member speaks about geopolitical risk, cyber threats and potential banking regulation reforms ...

The lack of reliable valuation method means that portfolio managers are often left guessing whether they should invest in ...

Risk Benchmarking study finds resilience risk less widely covered than cyber and IT disruption, but more formalised where ...

The European Union pioneered crypto regulation with its Markets in Crypto Assets Regulation (Mica), but it has fallen behind ...

Risk managers have breathed a collective sigh of relief at the European Union’s decision to postpone a key element of its ...

This piece is part of a series benchmarking bank operational risk management practices. Risk Management subscribers can view selected cuts of the underlying data here. Sign up for Risk Benchmarking ...

Losses linked to interest rate hedges sold to corporate clients are thought to have played a part in Goldman Sach’s fixed ...

Robert DeNault is one of the first people to swipe into the Kalshi headquarters in Manhattan each morning. “It’s easier to ...