Risk.net @risk.net · 17hThe 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... 000
Risk.net @risk.net · 18hKalshi 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... 000
Risk.net @risk.net · 19hBank for International Settlements head spills the contents of his in-tray. www.risk.net/regulation/7... 000
Risk.net @risk.net · 21hEuropean 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... 000
Risk.net @risk.net · 22hBenchmarking: “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... 000
Risk.net @risk.net · 06/10/2026Dealers 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... 000
Risk.net @risk.net · 06/10/2026US retail funds pushed their overall forwards book to a record $1.52 trillion in Q2 www.risk.net/counterparty... 010
Risk.net @risk.net · 06/10/2026China Construction Bank’s securitisation RWAs surged 257% in Q2 www.risk.net/risk-quantum... 000
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... 000
Risk.net @risk.net · 05/10/2026Benchmarking: No large banks report using a single, integrated GRC platform www.risk.net/benchmarking... 000
Risk.net @risk.net · 05/10/2026UBS’s clearing arm reported $1.9 billion of swaps funds at the end of August www.risk.net/risk-quantum... 000
Risk.net @risk.net · 02/10/2026The net value of derivatives held by UK banks dropped to £9.9 billion in Q2 www.risk.net/risk-quantum... 000
Risk.net @risk.net · 01/10/2026How effective are resolution frameworks in the US and Europe, and what can be done about them? www.risk.net/regulation/7... 000
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... 000
Risk.net @risk.net · 01/10/2026Benchmarking: Enterprise risk teams only run bank-wide scenario-analysis and stress-testing frameworks at a narrow majority of firms. www.risk.net/benchmarking... 000
Risk.net @risk.net · 01/10/2026The JSCC reported its largest ever cash securities stress loss in Q2 www.risk.net/risk-quantum... 000
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... 000
Risk.net @risk.net · 30/09/2026Wells 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... 001
Risk.net @risk.net · 30/09/2026Index 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... 000
Risk.net @risk.net · 30/09/2026Santander took 90% of retained mortgage SRTs from the nine European G-Sibs that disclosed that data in Q2 www.risk.net/risk-quantum... 000
Risk.net @risk.net · 29/09/2026Bank of China’s CVA exposures doubled to $9.7 billion in Q2 www.risk.net/risk-quantum... 000
Risk.net @risk.net · 29/09/2026August 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... 000
Risk.net @risk.net · 28/09/2026Banks already under FRTB hope softer US proposals will force other regulators to defang the framework. www.risk.net/regulation/7... 000
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... 000
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... 000
Risk.net @risk.net · 28/09/2026Benchmarking: More than half of banks say direct supervisory engagement with ERM function increased over past 12 months www.risk.net/benchmarking... 000
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... 000
Risk.net @risk.net · 28/09/2026Equity swap notional reached a record high at US G-Sibs in Q2 www.risk.net/risk-quantum... 000
Risk.net @risk.net · 25/09/2026Risk Live: HSBC and KeyBank say their approaches served them well during volatility unleashed by US-Israeli attacks on Iran www.risk.net/risk-managem... 000
Risk.net @risk.net · 25/09/2026Quickly emerging new risks mean lenders must stay on top of internal measures to safeguard balance sheets. www.risk.net/risk-managem... 000
Risk.net @risk.net · 25/09/2026Comment: Firms need to evaluate the quality of individual AI judgements, not just infer them from aggregate results www.risk.net#:~:text=Comm... 000
Risk.net @risk.net · 25/09/2026Clearing members at Euronext Clearing and Ice Clear Europe contributed record default resources in Q2, @RiskQuantum analysis shows www.risk.net/risk-quantum... 000
Risk.net @risk.net · 25/09/2026ERM Benchmarking 2026: Explore key data findings, apply peer and regional filters, and export the underlying data www.risk.net/benchmarking... 000
Risk.net @risk.net · 24/09/2026Hedge 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... 010
Risk.net @risk.net · 24/09/2026Hedge 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... 000
Risk.net @risk.net · 24/09/2026Digital asset enthusiasts have clashed over how traditional capital markets should move onto distributed ledgers. www.risk.net/risk-managem... 000
Risk.net @risk.net · 24/09/2026Mid-sized US lenders reported a sharp rise in market RWAs in Q2 www.risk.net/risk-quantum... 000
Risk.net @risk.net · 24/09/2026Comment: Someone still has to recognise when the confidence of an answer exceeds the evidence underneath it www.risk.net/comment/7964... 010
Risk.net @risk.net · 23/09/2026Reducing LLMs’ opacity with mechanistic interpretability. www.risk.net/cutting-edge... 000
Risk.net @risk.net · 23/09/2026Smaller teams, more work, for banks’ enterprise risk management functions. www.risk.net/benchmarking... 001
Risk.net @risk.net · 23/09/2026The OCC reported $223.1 billion in IM in Q2 – the highest level since 2015 www.risk.net/risk-quantum... 000
Risk.net @risk.net · 22/09/2026Barclays’ Samy Ben Aoun outlines a method for modelling the sensitivity of inflation swaps to energy shocks www.risk.net/comment/7964... 000
Risk.net @risk.net · 22/09/2026Corporates are piling into currency hedges to protect value of foreign assets and capture positive carry www.risk.net/markets/7964... 000
Risk.net @risk.net · 22/09/2026Traders are slowly returning to the sterling market after ECB comments caused front-end and curve stop-outs www.risk.net/markets/7964... 000
Risk.net @risk.net · 22/09/2026Derivatives exposures at the largest US dealers reached their highest level in nearly 10 years in Q2 www.risk.net/risk-quantum... 000
Risk.net @risk.net · 22/09/2026Our 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... 010
Risk.net @risk.net · 21/09/2026Supervisors ‘knew, or should have known’ about risks a year before bank’s collapse, says Fed vice-chair. www.risk.net/risk-managem... 010
Risk.net @risk.net · 21/09/2026Benchmarking: Risk managers cautious around AI for emerging-risk identification – 58% piloting, with only 17% using it www.risk.net/benchmarking... 000
Risk.net @risk.net · 21/09/2026Quants: changing order of otherwise-identical prompts can make LLMs change output, even with model’s temperature set to zero www.risk.net/risk-managem... 000
Risk.net @risk.net · 21/09/2026Five CCPs recorded all-time highs for margin calls in Q2, @RiskQuantum analysis shows www.risk.net/risk-quantum... 000