Aggregate retained exposures to corporate loans subject to SRTs reached $320.1 billion at European global systemically important banks (G-Sibs) in Q2 2026, up from $288.8 billion in Q4 2025.

At a time when buy-side firms are seeking ways to boost quant strategies using large language models, Quoniam Asset Management says an LLM upgrade of its news sentiment model in February lifted one ...

If the headlines are to be believed, the world’s largest banks are racing to deploy autonomous artificial intelligence agents ...

On the corner of Wall Street and Pearl – in the heart of New York’s traditional financial district – there’s an advert for a ...

The French banking regulator is pushing for permanent changes to the European Union’s version of the Basel III output floor – ...

Critics of bank resolution planning are pushing to weaken or abolish the regimes and to reduce reporting requirements in the ...

Pablo Hernández de Cos has a full in-tray. As day-to-day head of the Bank for International Settlements – often described as ...

Credit strategists have warned that the multi-year wave of debt issued by large US technology companies to fund artificial ...

Algorithmic traders arbitraging India’s stocks against index derivatives, rather than the design of a new closing auction, ...

EU policymakers hope a single, centralised supervisor will help rev up Europe’s economy but critics are mustering ...

A more connected and timely view of risk is becoming increasingly important to ERM, while agentic AI is reshaping how firms ...

This paper demonstrates that pooled and purely bilateral market designs cannot offer efficiency and safety and proposes a ...