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.
ALM tech is still batch-centric and file-led, Risk Benchmarking research finds. www.risk.net/benchmarking...
December 24, 2025 at 9:48 AM
ALM tech is still batch-centric and file-led, Risk Benchmarking research finds. www.risk.net/benchmarking...
Only 17 of 28 banks in Risk’s ALM Benchmarking study held internal stress tests with a horizon of 30 days or more. www.risk.net/benchmarking...
December 23, 2025 at 3:50 PM
Only 17 of 28 banks in Risk’s ALM Benchmarking study held internal stress tests with a horizon of 30 days or more. www.risk.net/benchmarking...
What’s behind record low target residual interest as a share of customer funds at FCMs? www.risk.net/risk-quantum...
December 22, 2025 at 10:38 AM
What’s behind record low target residual interest as a share of customer funds at FCMs? www.risk.net/risk-quantum...
HSBC North America recorded the highest number of loss-making days among both US domestic banks and foreign IHCs in Q3, @RiskQuantum analysis shows
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 16, 2025 at 10:27 AM
HSBC North America recorded the highest number of loss-making days among both US domestic banks and foreign IHCs in Q3, @RiskQuantum analysis shows
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Risk’s November collection is now available in the app store and to view online: www.risk.net/risk-magazin...
December 15, 2025 at 1:02 PM
Risk’s November collection is now available in the app store and to view online: www.risk.net/risk-magazin...
December 15, 2025 at 10:45 AM
Total F&O funds at Barclays Capital surpassed $20 billion for the first time in November
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 12, 2025 at 10:07 AM
Total F&O funds at Barclays Capital surpassed $20 billion for the first time in November
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Quarterly average regulatory equity VAR across US G-Sibs totalled $657.1 million as of end-September
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 11, 2025 at 10:02 AM
Quarterly average regulatory equity VAR across US G-Sibs totalled $657.1 million as of end-September
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
JP Morgan was the only bank to benefit from the substitutability cap in the latest G-Sib assessment
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 10, 2025 at 10:11 AM
JP Morgan was the only bank to benefit from the substitutability cap in the latest G-Sib assessment
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Secured funding and lending flows within the LCR stress scenario surged at US G-Sibs in Q3
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 9, 2025 at 11:02 AM
Secured funding and lending flows within the LCR stress scenario surged at US G-Sibs in Q3
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
JP Morgan has picked up a 2.5pp systemic add-on from its domestic regulator, marking a widening chasm with the BCBS’s own approach for scoring G-Sibs
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 8, 2025 at 10:30 AM
JP Morgan has picked up a 2.5pp systemic add-on from its domestic regulator, marking a widening chasm with the BCBS’s own approach for scoring G-Sibs
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
XVA Benchmarking study: majority of respondents place reducing aggregate CVA & FVA costs as their top optimisation priority
www.risk.net/benchmarking...
www.risk.net/benchmarking...
December 5, 2025 at 11:23 AM
XVA Benchmarking study: majority of respondents place reducing aggregate CVA & FVA costs as their top optimisation priority
www.risk.net/benchmarking...
www.risk.net/benchmarking...
The largest US banks saw countervailing trends in the maturity mismatch add-on component of the LCR in Q3
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 5, 2025 at 10:36 AM
The largest US banks saw countervailing trends in the maturity mismatch add-on component of the LCR in Q3
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Risk Benchmarking study: Two-thirds of respondents still haven’t integrated AI or ML into any XVA processes
www.risk.net/benchmarking...
www.risk.net/benchmarking...
December 4, 2025 at 12:37 PM
Risk Benchmarking study: Two-thirds of respondents still haven’t integrated AI or ML into any XVA processes
www.risk.net/benchmarking...
www.risk.net/benchmarking...
Bank of America climbed four spots to become the fourth-largest dealer of OTC derivatives globally in 2024, in the FSB’s annual G-Sib rankings
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 4, 2025 at 10:08 AM
Bank of America climbed four spots to become the fourth-largest dealer of OTC derivatives globally in 2024, in the FSB’s annual G-Sib rankings
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
All 14 systemic indicators used to assess G-Sibs hit record highs in the most recent sampling, underlining the banking sector’s expansion during 2024.
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 3, 2025 at 10:17 AM
All 14 systemic indicators used to assess G-Sibs hit record highs in the most recent sampling, underlining the banking sector’s expansion during 2024.
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Morgan Stanley is set to benefit the most from the US’s easing of the eSLR
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 2, 2025 at 10:19 AM
Morgan Stanley is set to benefit the most from the US’s easing of the eSLR
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Two banks were saddled with higher capital requirements while one won lower surcharges in the FSB’s latest G-Sibs benchmarking
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
December 1, 2025 at 10:35 AM
Two banks were saddled with higher capital requirements while one won lower surcharges in the FSB’s latest G-Sibs benchmarking
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
FCMs reported their smallest combined capital surplus as a proportion of requirements in more than a decade in September
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
November 28, 2025 at 10:25 AM
FCMs reported their smallest combined capital surplus as a proportion of requirements in more than a decade in September
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
US systemic dealers held a record $95 billion of OTC derivatives collateral in the form of equities as of end-September
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
November 27, 2025 at 10:42 AM
US systemic dealers held a record $95 billion of OTC derivatives collateral in the form of equities as of end-September
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
Capital One’s purchase of Discover has lifted its projected retail deposit outflows in a 30-day stress scenario
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
November 26, 2025 at 10:20 AM
Capital One’s purchase of Discover has lifted its projected retail deposit outflows in a 30-day stress scenario
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
The NCCBR market is much larger than regulators anticipated, finds OFR
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
November 25, 2025 at 10:09 AM
The NCCBR market is much larger than regulators anticipated, finds OFR
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
XVA Benchmarking study: several large dealers refraining from investment in new optimisation tools due to uncertainty over the final shape of US capital requirements
www.risk.net/benchmarking...
www.risk.net/benchmarking...
November 24, 2025 at 11:50 AM
XVA Benchmarking study: several large dealers refraining from investment in new optimisation tools due to uncertainty over the final shape of US capital requirements
www.risk.net/benchmarking...
www.risk.net/benchmarking...
The Fed’s LFI overhaul is set to produce the smallest proportion of firms classed as ‘not well managed’ since at least 2020
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
November 21, 2025 at 10:03 AM
The Fed’s LFI overhaul is set to produce the smallest proportion of firms classed as ‘not well managed’ since at least 2020
www.risk.net/risk-quantum...
www.risk.net/risk-quantum...
XVA Benchmarking: banks’ AI use cases have been slow to go from trials to day-to-day pricing, but that could change soon
www.risk.net/benchmarking...
www.risk.net/benchmarking...
November 20, 2025 at 10:53 AM
XVA Benchmarking: banks’ AI use cases have been slow to go from trials to day-to-day pricing, but that could change soon
www.risk.net/benchmarking...
www.risk.net/benchmarking...