Network size and liquidity see exchange group through volatile times and novel products ...

Hang Seng Bank’s liquidity coverage ratio (LCR) fell by nearly 58 percentage points in the second quarter of 2026, one of the steepest declines among 124 major lenders analysed by Risk Quantum, as net ...

European respondents to Risk.net ’s latest XVA Benchmarking exercise say long-anticipated changes to market risk capital ...

European Union legislators are split over whether to compel the bloc’s markets watchdog to further consider the impact of its ...

US life insurers have criticised a regulatory proposal that would see certain structured credit products lose favourable ...

Index CDS positions among retail funds rose 7.3% to a record $185.2 billion in notional, led by investment-grade indexes in the US and Europe. Meanwhile, single-name CDS increased 6.1% to $33.4 ...

Now, as Donald Trump’s administration drives a wrecking ball through those regulations, Europe is also eyeing deregulation as ...

On September 10, following an unexpectedly hawkish statement from the European Central Bank, front-end rates repriced in a ...

The regulatory treatment of CME’s single-stock futures (SSFs) may require clarification for the contracts to gain wider ...

Florian Bourgey, Patrick Noble, Ingi Petursson, Mathieu Rosenbaum and Grégoire Szymanski introduce the quadratic rough HestonC (QRHC) model, a minimal extension of the quadratic rough Heston model ...

Banks in the United Arab Emirates and Qatar recorded their highest risk-density readings on record in the second quarter of 2026, bucking declines in several other major markets, a Risk Quantum ...

Calamos’s ‘Least-of Autocallable Income ETF’ (CAYN), built with Citi and index provider MerQube, references a laddered index ...