Agreements signed by regulators in the European Union and India have eased the risk of EU clearing members being obliged to ...

Bank Mandiri’s securities financing transaction (SFT) exposures more than doubled in the second quarter of 2026, contributing to a drop in the Indonesian lender’s Tier 1 leverage ratio to its lowest ...

Transtrend’s Toni Budimir on shifting correlations, staying diversified – and knowing when to stop calculating ...

This article is part of a series benchmarking bank XVA management practices. Subscribers can view selected cuts of the data ...

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 ...

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

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

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

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 ...

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