Foreign-owned US intermediate holding companies (IHCs) again fared worse than their US peers in the Federal Reserve’s latest stress test, fitting a pattern observed through several past exercises.

Credit providers to US hedge funds sharply hiked collateral coverage for their largest clients in the first quarter, as industry-wide borrowing reached the highest level in at least 12 years.

Trading strategies generated by large language models (LLMs) are surprisingly effective but could introduce new systemic risks to financial markets, according to an academic study that was presented ...

Asset-liability management (ALM) has always been a core element of banks’ operating behaviours. Now, however, it is ...

The authors propose a nonparametric method for estimating extreme quantiles of operational risk reserves by utilizing a lower ...

The implementation of Basel III reforms for credit risk in the first quarter of 2025 prompted a major recalibration in how European Union banks calculate risk-weighted assets (RWAs). Across 16 ...

Tidal Investments, which offers option-based yield-generating ETFs popular with retail day traders, accounted for half of the total notional traded by ETFs and mutual funds in Q1, according to data ...

Federal Reserve governor Michael Barr, a former vice-chair for supervision, has warned against weakening the central bank’s supervisory framework. Changes to its annual stress tests may “ossify” what ...

US mutual funds and exchange-traded funds went into April’s tariff turmoil holding the highest net long US dollar position in ...

A full list of the winners of previous Risk Technology Awards ...

Buyout pricing used to be largely based on an insurer’s ability to invest the assets it receives from pension funds into higher-yielding corporate bonds to meet the fund’s long-term liabilities.

Large US banks’ contributions to the default funds of central counterparties (CCPs) ballooned over the 18 months to March 31, ending the first quarter at a record $90.4 billion.