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

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 ...

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 ...

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

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 ...

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 ...

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

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

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

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

Agent-based model suggests delays and shortages likely to accelerate after four weeks ...

The February release of the Claude Opus 4.6 agentic AI model has encouraged regional banks to believe that AI could narrow a long-standing capability gap in spot FX market‑making with their tier‑one ...