Risk Management News
Curated ALM / Liquidity / IRRBB updates — generated 2025-11-23 07:00 UTC · Window: last 150 h · Items: 22
Savings Banks CEO: Digital Euro is an Entry Door for Big Tech Players
Digital euro aims for independence, but Savings Banks CEO says it would weaken sovereignty instead. Read →
Sun Life aims for global growth with new asset management hires
Sun Life unites asset management divisions, appoints top talent to drive global expansion and boost alternative investments. Read →
Estimating the impact of combined correlated credit scorecards
The authors propose an algorithm which can aid the estimation of the validity of combined risk models lacking primary data. Read →
The consequences of the Basel III requirements for the liquidity horizon and their implications for optimal trading strategy
The authors put forward a formula-based approach for determining the optimal liquidity horizon used in scaling the base expected shortfall under Basel III. Read →
Theoretical risk analysis of the "Adogbè" savings product as alternative and decentralized microenterprise financing
Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com. The saver, as the customer, is financing the ... Read →
Why the Indonesian Gov't Injected Another Rp76 Trillion Into Its Banks
Indonesia's Finance Minister explained the government's move to inject Rp76 trillion into banks to boost liquidity and spur economic activity. Read →
EU’s FRTB multiplier risks picking winners and losers
One solution examined by policymakers to lighten the load would be to use a multiplier to soften the overall capital requirements for market risk. The trouble is, it might Only users who have a paid ... Read →
Quantcast Master’s Series: Laura Ballotta, Bayes Business School
In this second episode of the Quantcast Master’s Series – part of Risk.net ’s Tomorrow’s Quants project – we speak to Laura Ballotta, director of the MS c in Quantitative Finance at Bayes Business ... Read →
Tracing Trends, November 2025 - The UK’s Banking Regulator Sets Out Its Supervisory Expectations
In Supervisory Statement SS31/15, the UK’s Prudential Regulation Authority (“PRA”) updates banks and the large investment firms it supervises on ... Read →
Super ‘able to support’ bank liquidity in severe stress event
Despite experiencing their own financial pressures, “superannuation funds were able to continue to provide capital needed to support the solvency of banks” in a severe stress scenario modelled by APRA ... Read →
NatWest retunes options tool to create, not hedge
Like many dealers, NatWest has for years had a tool that automatically trades in the underlying spot or forwards markets to replicate and hedge its foreign exchange options sensitivities. Read →
The importance of modelling futures dynamics in commodity index derivatives
This paper compares two distinct modelling approaches for pricing derivative contracts on commodity excess return indexes, specifically those based on futures rolling strategies. The first, a ... Read →
The options experts who think vol selling is a broken trade
Selling options for passive income.” Elsewhere, also in October, Tom Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content. To access these ... Read →
Almost two-thirds of banks now run XVAs on cloud
Risk Benchmarking study finds a majority of big dealers tapping cloud capacity, some exclusively, with others migrating ... Read →
Liquidity crunch threatens super funds, banks and markets: APRA
APRA has confirmed that liquidity constraints within the super sector could exacerbate losses during a stress event. While noting that the superannuation industry was able to maintain sufficient cash ... Read →
ECB reduces capital requirements for banks after stress test results
This allows European banks to increase dividends and share buybacks, supported by profits and the end of negative interest rates. Read →
For tomorrow’s quants, Python is essential; AI isn’t
The Tomorrow’s Quants series explores the skills needed by new quant recruits, drawing on a survey of 39 employers, and six podcast interviews with master’s programme director ... Read →
Why Banks Are Struggling For Deposits
As deposit growth lags credit expansion, Indian banks face shrinking low-cost Casa inflows, rising funding costs, and structural shifts driven by UPI, e-Kuber, and digital savings trends, points out ... Read →
Europe's banks face 'unprecedentedly high' risk of shocks, ECB warns
Euro zone banks must prepare for unprecedented shocks causing severe disruptions with far-reaching consequences for financial systems, the European Central Bank said on Tuesday as it outlined its ... Read →
ECB finds big eurozone banks robust, but warns of geopolitical risks
The eurozone's largest banks are well prepared for potential shocks, showing strong capital positions, ample liquidity and solid profitability, the European Central Bank said on Tuesday. Upon ... Read →
EBA to weigh in on credit spread risk conundrum
The European Union’s banking standard-setter is preparing to provide clarity on a little understood risk in lenders’ banking books. The guidance will come amid diverging views among banks on the ... Read →
Market-makers near limit for lira carry-based options trades
Dealers might be nearing their capacity for Turkish lira options-based carry trades, as liquidity pressures, market risk and unwind concerns begin to constrain the amount of new trading they can ... Read →