Latest Risk Management
As supplier risk grows, banks check their third-party guest lists
Dora forces rethink of KRI and RAF frameworks amid reappraisal of what constitutes a key counterparty
Dora flood pitches banks against vendors
Firms ask vendors for late addendums sometimes unrelated to resiliency, requiring renegotiation
Quant Finance Master’s Guide 2025
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Baruch maintains top spot in 2025 Quant Master’s Guide
Sorbonne reclaims top spot among European schools, even as US salaries decouple
Regionals built first-line defences pre-CrowdStrike
In-business risk teams vary in size and reporting lines, but outage fears are a constant
Cyber risk can be modelled like credit risk, says Richmond Fed
US supervisors may begin to use historical datasets to assess risk at banks and system-wide
Clearing
Withholding tax trips up Eurex agency clearing model
Clearing members rely on CCP to resolve potential problem with German tax authorities
Thin-skinned: are CCPs skimping on capital cover?
Growth of default funds calls into question clearers’ skin in the game
New CME guidance to drive tighter margin call management
Clearing house rule clarified to limit the use of grace periods to cases of admin/operational errors only
More cleared repo sponsors join Eurex ahead of cross-margining
End of TLTROs for banks and pension fund search for liquidity management tools drives uptake
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OTC derivatives hit $730 trillion peak in H1 2024
Interest rate and FX derivatives drive notional spike
Synthetic risk transfer
BofA sets its sights on US synthetic risk transfer market
New trading initiative has already notched at least three transactions
Critics warn against softening risk transfer rules for insurers
Proposal to cut capital for unfunded protection of loan books would create systemic risk, investors say
Sliced and sliced again: investors’ latest trick for risk transfer
‘Retranched’ synthetic securitisations offer higher yields, but questions remain over legality of structures
Capital rules explain leverage craving in US bank risk transfers
Tougher requirements have led to conservative structuring and lower coupons
What Goldman’s appeal victory means for Fed stress tests
Decision could embolden more banks to appeal, analysts say. But others believe result is one-off
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