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Risk.net

@risk.net
166 followers 7 following 1.3K posts

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 · 11h
The switch from Treasuries to JGBs by Japan's Government Pension Investment Fund is likely to be gradual, which may spell more bad news for hedge funds www.risk.net/our-take/796...
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Risk.net @risk.net · 12h
Kalshi has filed a perpetual futures contract linked to the 10-year UST yield with the CFTC, with a decision expected by November 29 www.risk.net/markets/7964...
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Risk.net @risk.net · 13h
Bank for International Settlements head spills the contents of his in-tray. www.risk.net/regulation/7...
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Risk.net @risk.net · 14h
European entities held more US Treasury securities than their Asian counterparts for the first time since at least 2012, Treasury International Capital data shows www.risk.net/risk-quantum...
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Risk.net @risk.net · 16h
Benchmarking: “The second line is there to oversee and challenge, so the use of a veto should be few and far between” – ERM lead at a US regional bank www.risk.net/benchmarking...
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Risk.net @risk.net · 06/10/2026
Dealers now have a simpler alternative to reverse conversions in the form of CME’s single-stock futures, which lock in financing costs for select names www.risk.net/markets/7964...
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Risk.net @risk.net · 06/10/2026
US retail funds pushed their overall forwards book to a record $1.52 trillion in Q2 www.risk.net/counterparty...
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Risk.net @risk.net · 06/10/2026
China Construction Bank’s securitisation RWAs surged 257% in Q2 www.risk.net/risk-quantum...
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Risk.net @risk.net · 05/10/2026
“Centralised supervision will not change that much unless it is accompanied by changes in business models and in the broader investor and company ecosystem” – Andreas Gustafsson, Stockholm University. www.risk.net/regulation/7...
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Risk.net @risk.net · 05/10/2026
Benchmarking: No large banks report using a single, integrated GRC platform www.risk.net/benchmarking...
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Risk.net @risk.net · 05/10/2026
UBS’s clearing arm reported $1.9 billion of swaps funds at the end of August www.risk.net/risk-quantum...
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Risk.net @risk.net · 02/10/2026
The net value of derivatives held by UK banks dropped to £9.9 billion in Q2 www.risk.net/risk-quantum...
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Risk.net @risk.net · 01/10/2026
How effective are resolution frameworks in the US and Europe, and what can be done about them? www.risk.net/regulation/7...
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Risk.net @risk.net · 01/10/2026
“If I were working in the ECB [European Central Bank], I would be very, very concerned to see only two banks applying for the IMA” – Jacques Vigner, BNP Paribas. www.risk.net/regulation/7...
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Risk.net @risk.net · 01/10/2026
Benchmarking: Enterprise risk teams only run bank-wide scenario-analysis and stress-testing frameworks at a narrow majority of firms. www.risk.net/benchmarking...
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Risk.net @risk.net · 01/10/2026
The JSCC reported its largest ever cash securities stress loss in Q2 www.risk.net/risk-quantum...
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Risk.net @risk.net · 30/09/2026
“The asset leg and the cash leg need to move together, and I think that’s where we’re seeing the biggest delta and the biggest challenge to what we’re doing” – Alice Digby, HSBC Orion www.risk.net/risk-managem...
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Risk.net @risk.net · 30/09/2026
Wells Fargo is now the largest FX forwards dealer tracked by our Counterparty Radar service, with $136.4 billion in positions at the end of Q2 www.risk.net/counterparty...
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Risk.net @risk.net · 30/09/2026
Index administrator Stoxx is consulting on changes to the Euro Stoxx 50 in a bid to boost trading – especially in options www.risk.net/markets/7964...
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Risk.net @risk.net · 30/09/2026
Santander took 90% of retained mortgage SRTs from the nine European G-Sibs that disclosed that data in Q2 www.risk.net/risk-quantum...
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Risk.net @risk.net · 29/09/2026
Bank of China’s CVA exposures doubled to $9.7 billion in Q2 www.risk.net/risk-quantum...
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Risk.net @risk.net · 29/09/2026
August power problem at Australian data centre has caused a “whole slew of new issues” with Nasdaq Trade Surveillance, says global bank’s risk manager www.risk.net/risk-managem...
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Risk.net @risk.net · 28/09/2026
Banks already under FRTB hope softer US proposals will force other regulators to defang the framework. www.risk.net/regulation/7...
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Risk.net @risk.net · 28/09/2026
“Managing for resilience means understanding where efficiency really does create value, but also where it might create dependencies or limit our ability to respond” – Mandy DeFilippo, Standard Chartered. www.risk.net/risk-managem...
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Risk.net @risk.net · 28/09/2026
“We rely on AI too much these days without really understanding how it works” – Ariye Shater, head of risk AI, traded risk quantitative analytics and treasury quantitative analytics, Barclays www.risk.net/risk-managem...
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Risk.net @risk.net · 28/09/2026
Benchmarking: More than half of banks say direct supervisory engagement with ERM function increased over past 12 months www.risk.net/benchmarking...
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Risk.net @risk.net · 28/09/2026
“The writing is on the wall – when this market corrects, ground zero is going to be right here in Asia” – Apac head of market risk, global bank www.risk.net/risk-managem...
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Risk.net @risk.net · 28/09/2026
Equity swap notional reached a record high at US G-Sibs in Q2 www.risk.net/risk-quantum...
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Risk.net @risk.net · 25/09/2026
Risk Live: HSBC and KeyBank say their approaches served them well during volatility unleashed by US-Israeli attacks on Iran www.risk.net/risk-managem...
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Risk.net @risk.net · 25/09/2026
Quickly emerging new risks mean lenders must stay on top of internal measures to safeguard balance sheets. www.risk.net/risk-managem...
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Risk.net @risk.net · 25/09/2026
Comment: Firms need to evaluate the quality of individual AI judgements, not just infer them from aggregate results www.risk.net#:~:text=Comm...
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Risk.net @risk.net · 25/09/2026
Clearing members at Euronext Clearing and Ice Clear Europe contributed record default resources in Q2, @RiskQuantum analysis shows www.risk.net/risk-quantum...
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Risk.net @risk.net · 25/09/2026
ERM Benchmarking 2026: Explore key data findings, apply peer and regional filters, and export the underlying data www.risk.net/benchmarking...
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Risk.net @risk.net · 24/09/2026
Hedge funds holding Japanese government bond asset swaps have been the main beneficiaries of a rush by Japanese corporates to hedge their US dollar issuance www.risk.net/markets/7964...
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Risk.net @risk.net · 24/09/2026
Hedge fund positioning in the US Treasury market has been light amid bond market volatility, as rates traders unwind steepener positions they put on after the July Fed meeting www.risk.net/markets/7964...
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Risk.net @risk.net · 24/09/2026
Digital asset enthusiasts have clashed over how traditional capital markets should move onto distributed ledgers. www.risk.net/risk-managem...
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Risk.net @risk.net · 24/09/2026
Mid-sized US lenders reported a sharp rise in market RWAs in Q2 www.risk.net/risk-quantum...
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Risk.net @risk.net · 24/09/2026
Comment: Someone still has to recognise when the confidence of an answer exceeds the evidence underneath it www.risk.net/comment/7964...
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Risk.net @risk.net · 23/09/2026
Reducing LLMs’ opacity with mechanistic interpretability. www.risk.net/cutting-edge...
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Risk.net @risk.net · 23/09/2026
Smaller teams, more work, for banks’ enterprise risk management functions. www.risk.net/benchmarking...
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Risk.net @risk.net · 23/09/2026
The OCC reported $223.1 billion in IM in Q2 – the highest level since 2015 www.risk.net/risk-quantum...
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Risk.net @risk.net · 22/09/2026
Barclays’ Samy Ben Aoun outlines a method for modelling the sensitivity of inflation swaps to energy shocks www.risk.net/comment/7964...
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Risk.net @risk.net · 22/09/2026
Corporates are piling into currency hedges to protect value of foreign assets and capture positive carry www.risk.net/markets/7964...
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Risk.net @risk.net · 22/09/2026
Traders are slowly returning to the sterling market after ECB comments caused front-end and curve stop-outs www.risk.net/markets/7964...
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Risk.net @risk.net · 22/09/2026
Derivatives exposures at the largest US dealers reached their highest level in nearly 10 years in Q2 www.risk.net/risk-quantum...
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Risk.net @risk.net · 22/09/2026
Our Take: Agentic AI can behave like less than perfectly reliable staff: unpredictable, capable of bias or malice, and needing the same oversight as humans www.risk.net/our-take/796...
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Risk.net @risk.net · 21/09/2026
Supervisors ‘knew, or should have known’ about risks a year before bank’s collapse, says Fed vice-chair. www.risk.net/risk-managem...
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Risk.net @risk.net · 21/09/2026
Benchmarking: Risk managers cautious around AI for emerging-risk identification – 58% piloting, with only 17% using it www.risk.net/benchmarking...
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Risk.net @risk.net · 21/09/2026
Quants: changing order of otherwise-identical prompts can make LLMs change output, even with model’s temperature set to zero www.risk.net/risk-managem...
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Risk.net @risk.net · 21/09/2026
Five CCPs recorded all-time highs for margin calls in Q2, @RiskQuantum analysis shows www.risk.net/risk-quantum...
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