Hedge funds were stopped out of Australian dollar interest rate swap curve flatteners earlier in March after the conflict in ...

The Basel III endgame proposals published on March 19 would reintegrate accumulated other comprehensive income (AOCI) into regulatory capital for US regional banks, reducing aggregate capital by $49.5 ...

The People’s Bank of China’s decision to scrap its 20% foreign exchange risk reserve requirement has triggered a pick-up in short-term hedging activity among corporates, although dealers say the move ...

Spare a thought for today’s risk managers. Their interest rate models are creaking under the demands of unprecedented actions from maverick political leaders. From mortgage holidays for millions of ...

The market context for TMFs, the drivers of TMF adoption, layers of the ICR architecture, stakeholder exposures and ...

As the three US prudential agencies narrow their supervisory remits and shrink headcounts, both regulators and risk ...

HSBC North America, Mizuho Americas and US Bancorp may have to start capitalising credit valuation adjustment (CVA) risk under the US’s latest Basel III endgame proposal – a consequence of the size of ...

Operational risk scenario analysis has existed for a long time. Why is it under more scrutiny now? Patrick Naim, Elseware: I ...

US banking regulators have abandoned the output floors they fought hard to include in the internationally agreed Basel III capital standards. The final package of post-crisis capital reforms endorsed ...

Modelling needs to embrace complexity in volatility patterns, says Jean-Philippe Bouchaud ...

This timeline was generated by an LLM using previous Risk.net articles, and edited by humans. The US rollout of the Basel ...

US insurers have expanded their mortgage buying in recent years from securitisations to individual whole loans. In some ...