Risk model validations will not slow overall under reworked clearing rules, says Klaus Löber, chair of the European ...

Some of the most dramatic VAR overshoots have taken place at the US ’s top systemic dealers. Goldman Sachs logged two in Q3 ...

Credit Benchmark and Oliver Wyman explore how aggregated bank data and advanced analytics are helping risk teams make ...

When the US Securities and Exchange Commission (SEC) voted in February to delay the deadlines for its US Treasury clearing ...

JP Morgan’s loan losses in the US Federal Reserve’s latest stress test topped $89.6 billion – $5.6 billion higher than last year’s exercise – underscoring its position as the single largest ...

Sunil Biswas, chief executive at ION Corporates, discusses the outlook for energy and environmental markets, and the company’s strategy surrounding artificial intelligence.

The Hong Kong Monetary Authority is turning to generative artificial intelligence to enhance its oversight of non-bank financial institutions (NBFIs), as regulators begin to see tangible benefits from ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

Seven of the 22 banks assessed in this year’s Dodd-Frank Act stress test (DFAST) saw their core capital ratios drop below their full requirements under the US Federal Reserve’s severely adverse ...

The authors propose a means with which to represent and compare three key functions of payment system architectures: issuance ...

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Towards the end of last year, Vontobel’s quantitative investment arm built an AI stock-picking assistant to help its portfolio managers improve on their personal investment approach. The Swiss asset ...