Hang Seng Bank’s liquidity coverage ratio (LCR) fell by nearly 58 percentage points in the second quarter of 2026, one of the steepest declines among 124 major lenders analysed by Risk Quantum, as net ...

European respondents to Risk.net ’s latest XVA Benchmarking exercise say long-anticipated changes to market risk capital ...

European Union legislators are split over whether to compel the bloc’s markets watchdog to further consider the impact of its ...

Index CDS positions among retail funds rose 7.3% to a record $185.2 billion in notional, led by investment-grade indexes in the US and Europe. Meanwhile, single-name CDS increased 6.1% to $33.4 ...

Network size and liquidity see exchange group through volatile times and novel products ...

On September 10, following an unexpectedly hawkish statement from the European Central Bank, front-end rates repriced in a ...

Banks in the United Arab Emirates and Qatar recorded their highest risk-density readings on record in the second quarter of 2026, bucking declines in several other major markets, a Risk Quantum ...

Non-bank dealers say they would be treated unfairly by a proposed overhaul of default management resources at the Fixed ...

US life insurers have criticised a regulatory proposal that would see certain structured credit products lose favourable ...

Now, as Donald Trump’s administration drives a wrecking ball through those regulations, Europe is also eyeing deregulation as ...

Morgan Stanley and BNP Paribas have issued credit-linked structured notes this month whose range accrual coupons depend on credit default swap (CDS) spreads, with Morgan Stanley’s note referencing a ...

Florian Bourgey, Patrick Noble, Ingi Petursson, Mathieu Rosenbaum and Grégoire Szymanski introduce the quadratic rough HestonC (QRHC) model, a minimal extension of the quadratic rough Heston model ...