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Risk.net

Risk.net

@risk.net

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Risk.net delivers expert analysis on risk management, markets, regulation, investing and more. We cover the issues others overlook – providing subscribers with the information they need to make accurate business decisions.

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Risk.net @risk.net · 6d

Differing internal assumptions for interest rate risk models could lead to unfair comparisons between banks, say risk managers. www.risk.net/regulation/7...

Why banks don’t believe each other’s IRRBB models - Risk.net

Regulatory outlier test results prompt mutual suspicion of unrealistic deposit assumptions

Risk.net @risk.net · 39m

Interest rate derivatives traded on European exchanges hit their highest level in more than a decade in the first half of 2025
www.risk.net/risk-quantum...

Risk.net @risk.net · 1h

China’s opaque approach to data rules “a big problem” for global players, says Asifma’s Parusheva. www.risk.net/risk-managem...

Global banks ‘hassled’ by China’s mystery data rules - Risk.net

Some firms left in the dark as new guidance on exporting data overseas is distributed bilaterally

Risk.net @risk.net · 1d

Impaired loans climbed to 6.7% of Hang Seng Bank’s total loan book as of end-June

www.risk.net/risk-quantum...

Risk.net @risk.net · 1d

Private credit risk stress-test on the horizon, says BoE’s Breeden. www.risk.net/regulation/7...

BoE plans system-wide test on private credit risks - Risk.net

Bank aims to probe market after First Brands and Tricolor collapses raise alarms about subprime lending

Risk.net @risk.net · 1d

“The US has not yet put forward its final proposal, but I hope that they will be Basel-compliant, and we can move ahead”. Read the interview with EBA’s José Manuel Campa: www.risk.net/regulation/7...

EBA’s Campa on simplifying EU regulations and supervising stablecoins - Risk.net

Departing pan-European supervision chief discusses advancing the banking union, streamlining implementation of new rules, financial resilience, and stepping

Risk.net @risk.net · 1d

FCA hosting AI model development in a “supercharged” sandbox. www.risk.net/risk-managem...

How FCA could help tackle third-party risk in AI - Risk.net

UK regulator’s supercharged sandbox is designed to boost explainability and reduce reliance on vendors

Risk.net @risk.net · 1d

“We are urging the European Commission to pause this requirement under Article 7d until the technical standards become applicable” – Perrine Herrenschmidt, Isda. www.risk.net/regulation/7...

Industry groups call on EC to delay foreign CCP reporting - Risk.net

Trade bodies seek to prevent late-running rules causing duplicated implementation projects

Risk.net @risk.net · 2d

The average risk-weight on First Citizens Bank’s loans HFI climbed by 4.7pp in Q2, @RiskQuantum analysis shows
www.risk.net/risk-quantum...

Risk.net @risk.net · 2d

Counterparty Radar: ANZ’s G10 FX forwards trades with Pimco jump to $44.9bn in Q2
www.risk.net/markets/7962...

ANZ’s FX forwards surge with Pimco - Risk.net

Counterparty Radar: Australian bank becomes top counterparty to the asset manager after huge jumps in cable and EUR/USD

Risk.net @risk.net · 2d

Latest op risk loss commentary: Yes Bank can’t say no to $317m insider fraud loss; hacking Pix up at Central Bank of Brazil – data from ORX News
www.risk.net/comment/7962...

Op risk data: For Yes Bank, no mercy over insider fraud - Risk.net

Also: Cracking Brazil’s Pix hacks; Macquarie fund fumble and taxing time for Crédit Agricole. Data by ORX News

Risk.net @risk.net · 3d

Legal semantics may decide Credit Suisse’s AT1 bonds case. www.risk.net/risk-managem...

Credit Suisse AT1 ruling may only benefit a third of bondholders - Risk.net

Swiss law may mean only bondholders who appealed write-down get compensation, if there is any

Risk.net @risk.net · 3d

JP Morgan moved $44.1 billion of investment securities from AFS into the HTM bucket in Q3 2025, topping it up for the first time in three years

www.risk.net/risk-quantum...

Risk.net @risk.net · 3d

Cutting Edge: Establishing interpretable, adaptive AI, bound by the immutable laws of finance. www.risk.net/cutting-edge...

AI as pricing law - Risk.net

A neural network tailored to financial asset pricing principles is introduced

Risk.net @risk.net · 3d

“The BoJ’s yen rate policy has shifted under the global fight against inflation, and so the desire of customers to hedge risks in a liquid market has grown” – Tetsuo Otashiro, JSCC director of global policy and regulation & OTC derivatives clearing services
www.risk.net/risk-managem...

How US hedge funds won big on permission to clear at JSCC - Risk.net

But CFTC no-action letter won’t allow netting of Japanese trades with those cleared at US FCMs

Risk.net @risk.net · 4d

EU banks’ capital requirements for the IRC climbed by 19.3% in the first half of 2025
www.risk.net/risk-quantum...

Risk.net @risk.net · 6d

Differing internal assumptions for interest rate risk models could lead to unfair comparisons between banks, say risk managers. www.risk.net/regulation/7...

Why banks don’t believe each other’s IRRBB models - Risk.net

Regulatory outlier test results prompt mutual suspicion of unrealistic deposit assumptions

Risk.net @risk.net · 6d

Basel III endgame package might not be capital neutral for largest US banks, says Fed’s Barger. www.risk.net/regulation/7...

Basel III alone won’t be capital neutral, says Fed official - Risk.net

Endgame may raise requirements, but will be offset by changes to G-Sib and stress capital buffers

Risk.net @risk.net · 6d

Turkey and India lag Basel III adoption as progress between countries remains uneven
www.risk.net/risk-quantum...

Risk.net @risk.net · 7d

Franklin Templeton’s Robert Crossley on the transition from traditional to decentralised finance www.risk.net/investing/79...

Franklin Templeton’s great DeFi migration - Risk.net

TradFi’s money and DeFi’s tech will inevitably combine, says asset manager’s futurist-in-residence

Risk.net @risk.net · 7d

Free to read: Rob Mannix on the lowering of the explainability barrier www.risk.net/our-take/796...

The AI explainability barrier is lowering - Risk.net

Improved and accessible tools can quickly make sense of complex models

Risk.net @risk.net · 8d

SFT exposures across 31 European banks stood at €802.1 billion at the end of Q2

www.risk.net/risk-quantum...

Risk.net @risk.net · 8d

CFTC withdrawal of guidance letter on recovery and wind-down planning for derivatives clearing organisations raises concerns. www.risk.net/regulation/7...

Reluctant farewell to CFTC’s clearing house recovery guidance - Risk.net

Market participants say withdrawn 2016 letter gave clarity to CCPs; replacement may be needed

Risk.net @risk.net · 8d

Modifications to US capital surcharge for G-Sibs high on Bowman’s agenda. www.risk.net/regulation/7...

Changes to Fed’s G-Sib surcharge imminent, says Bowman - Risk.net

Stress test consultation will come first, eSLR will follow, Basel III endgame will take longer

Risk.net @risk.net · 9d

Foreign clearing members have become more prominent at UK CCPs over the past decade

www.risk.net/risk-quantum...

Risk.net @risk.net · 10d

A proposal by Goldman Sachs to delay reporting on large credit portfolio trades has irked some market participants www.risk.net/markets/7962...

Goldman’s credit reporting proposal sparks criticism - Risk.net

Shift to end-of-day and next-day reporting on large portfolio trades seen as step back for transparency