The authors assess operational risk in the non-life-insurance sector, finding operational lapses and the cost–income ratio to ...

Market participants optimistic that new provisions for offshore repos of onshore bonds is first step towards mainland access ...

In Franklin Templeton’s view, high inflation represents the primary reason for rising correlations between bonds and equities. Going forward, analysts expect growth to be the key macro driver over the ...

The European Commission is considering relief measures to adjust new trading book capital rules, according to six sources, but European Union banks disagree over whether a further delay to ...

At Amazon, Meta and Tesla, the lack of FX hedging might raise eyebrows, but isn’t necessarily a losing technique ...

JP Morgan expanded its available-for-sale (AFS) securities portfolio by $72.3 billion in the fourth quarter of 2024, rounding out a year in which the bank’s AFS holdings doubled in size. The latest ...

The euro swap spread measures the difference in nominal yields on German government bonds versus the fixed leg of euro ...

In the third quarter of 2024, the default funds of six clearing services expanded to record levels, a Risk Quantum analysis ...

The authors suggest that model risk management practices used in financial institutions can be applied to academic research and enhance research outcomes.

Following the BoJ’s bold moves to adjust its monetary policy, the yen rate-swap market has come alive with unprecedented activity. Since March 2024, the notional amount of JPY interest rate swaps ( ...

Financial institutions are not shielded from multidomain disruption – a greater risk and reality today than before. In a Risk.net panel session, convened at ...

Banks’ implementation plans for the new market risk capital framework are starting to lose momentum in Australia, say consultants, as the timetable for the Australian Prudential Regulation Authority ...