The Risk Asia Awards are judged by Risk.net’s Asia editorial team, by weighing a number of factors, including risk management ...

The notional amount of commodity-linked contracts held for trading fell by $195 billion, or 6.3%, across six US global systemically important banks (G-Sibs), to $2.92 trillion. This marked the largest ...

Derivatives exposures at Europe’s largest banks soared in the first half of 2026, recording their biggest six-month increase in four years, a Risk Quantum analysis found. Aggregate exposures across 30 ...

Marek Lusztyn is chief risk officer at mBank, part of Commerzbank Group, and chairman of the supervisory board of SOBK. He was previously chief executive officer and chief risk officer of Bank Pekao.

The regulatory treatment of CME’s single-stock futures (SSFs) may require clarification for the contracts to gain wider ...

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As trading becomes increasingly cross-asset, platforms are evolving to deliver consistent workflows, connectivity, ...

With a spending spree totalling an estimated $4 billion to buy up digital infrastructure and payments firms, Ripple has made ...

Calamos’s ‘Least-of Autocallable Income ETF’ (CAYN), built with Citi and index provider MerQube, references a laddered index ...

Quants at Barclays have built a prototype monitoring system to read the minds of AI agents and catch them before they do ...

Banks have called on legislators to mandate full interoperability across all European cash equities clearing houses, as part of the European Union’s Market Integration and Supervision Package (Misp).

Commerzbank, Groupe BPCE and Lloyds Banking Group reported the greatest sensitivity to interest rate shocks among 39 European banks at the end of June, as measured by the potential decline in economic ...