Florian Bourgey, Jules Delemotte and Stefano De Marco analyse joint spot-smile dynamics, focusing on the skew stickiness ratio in rough volatility models, and compare the results with S&P 500 data.

Japan Post Bank reported ¥5.7 trillion ($36 billion) of unrealised losses on its held-to-maturity (HTM) Japanese government bonds (JGBs) as of September 30, marking the fifth straight quarter in which ...

The surprise re-election of Luiz Inácio Lula da Silva last week has left Brazilian real options dealers counting the cost of ...

Risk Benchmarking: 69% of European banks still run core XVA calculations predominantly on-premises, and 75% of global dealers ...

The European banking union’s preferential treatment of cross-border exposures reduced BNP Paribas’s cross-jurisdictional activity by around 51% at end-2025, potentially helping the French lender ...

Stablecoin-sceptic, blockchain-agnostic service touts new world of intraday repo and FX ...

Since 2008 regulators have been working to rebuild and strengthen the capital framework. Now, with policy-makers eager to ...

Prediction market platform Kalshi expects to launch single-stock perpetual futures “in the next few days”, the company’s head ...

Market risk experts doubt slated changes to new trading book rules will convince many banks to use internal models for ...

Dealers are scrambling to restructure popular range accrual notes linked to French and US government yields after historic bond selloffs in September and October pushed market rates beyond the levels ...

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

China’s largest banks recorded some of the biggest increases in total loss-absorbing capacity (TLAC) headroom among global systemically important banks (G-Sibs) in the second quarter of 2026, as ...