A forthcoming Hong Kong licensing regime for dealing in or advising on over-the-counter derivatives could prompt Chinese ...

The core technology most banks rely on to process billions of dollars’ worth of assets and liabilities each day remains heavily reliant on batch processing and manual interventions, with most ...

In 2026, Franklin Templeton predicts that longer-term government bonds in developed markets will underperform, given large budget deficits and strong borrowing demand for capital expenditures.

Micro-networks of counterparties and vendors offer a potential starting point: insurers with deep corporate-bond inventories ...

Morgan Stanley had the largest shake-up of systemic risk among 29 global systemically important banks (G-Sibs) in the latest assessment by the Financial Stability Board.

Pierre Sarrau will become CRO in the new year. Sarrau is currently co-head and chief investment officer for multi-asset ...

Growing private credit worries helped drive losses, but fundamentals are said not to support that view ...

In ALM Benchmarking exercise, majority of banks have no internal tests focusing on stress horizons of less than 30 days ...

Ability to absorb $19bn liquidation event marks a turning point in market’s maturity, says LMAX Group's Jenna Wright ...

CME’s new clearing service for US Treasuries may have been approved too late to win budget allocations for 2026, clearing ...

Welcome to the latest edition of Risk.net’s guide to the world’s leading quantitative finance master’s programmes, and ranking of the top 25 courses. Forty-three courses feature in the 2026 edition, ...

Six futures commission merchants (FCMs) had record low target residual interest as a share of customer funds for either swaps or futures and options in September, Risk Quantum analysis shows.