Commerzbank had the highest vulnerability to an upward interest rate shock among 33 European banks at the end of 2025, with a parallel upward shock projected to reduce its economic value of equity ...

Transferring ideas and methods from physics to finance has a long history. From the Bachelier-Einstein theory of Brownian ...

The European Commission is set to make permanent revisions to incoming bank capital rules for trading risks, according to a ...

This paper proposes the heterogeneous volatility spillover-conditional autoregressive range (HVS-CARR) model for modeling and forecasting Chinese crude oil futures’ volatility, ...

US prudential regulators proposed changes to capital requirements in March this year that should allow banks to recognise the cross-netting of repo and derivatives exposures. But experts fret the ...

More than two-thirds of top crypto exchanges lack a chief risk officer, although the picture is changing ...

For some leading banks and investment managers, particularly in the US, the past 18 months have been characterised by retreat ...

The Commodity Futures Trading Commission may write new rules to govern the use of artificial intelligence as the technology moves into higher-risk deployments such as trading and financial advice, ...

Alrajhi Bank saw huge spikes in derivatives inflows and outflows under the stress scenario used to calculate the liquidity coverage ratio (LCR) in the final quarter of 2025. The Saudi lender had never ...

UBS’s global head of fixed income structuring, Adrian Bracher, has left the bank, sources say. Bracher joined the Swiss bank ...

UK life insurers have amped up leverage in structured gilt trades to as much as four times, as an uncertain economic outlook ...