Bankers in the European Union have approached their regulators in a bid to strengthen official support for the use of external credit loss data to model bank capital requirements.

UK challenger banks Starling, Monzo and Metro could win temporary relief from minimum requirements for own funds and eligible liabilities (MREL), after the Bank of England revised the criteria it uses ...

Calamos’s Autocallable Income ETF (CAIE) has gathered over $40 million of assets since launch on June 25. It’s a small fraction of the $100 billion a year market for US ...

JP Morgan’s reserves for undrawn credit lines reached their highest level in four years at end-June, as the bank took stock of the potential impact of US tariffs on corporate borrowers’ cashflows. The ...

Outgoing international affairs chief issues rallying call for Basel III adoption, saying Japan has “kept its promise” ...

Foreign-owned US intermediate holding companies (IHCs) again fared worse than their US peers in the Federal Reserve’s latest stress test, fitting a pattern observed through several past exercises.

Credit providers to US hedge funds sharply hiked collateral coverage for their largest clients in the first quarter, as industry-wide borrowing reached the highest level in at least 12 years.

Trading strategies generated by large language models (LLMs) are surprisingly effective but could introduce new systemic risks to financial markets, according to an academic study that was presented ...

Asset-liability management (ALM) has always been a core element of banks’ operating behaviours. Now, however, it is ...

The authors propose a nonparametric method for estimating extreme quantiles of operational risk reserves by utilizing a lower ...

The implementation of Basel III reforms for credit risk in the first quarter of 2025 prompted a major recalibration in how European Union banks calculate risk-weighted assets (RWAs). Across 16 ...

Tidal Investments, which offers option-based yield-generating ETFs popular with retail day traders, accounted for half of the total notional traded by ETFs and mutual funds in Q1, according to data ...