ALM & Risk Consulting

SBI’s rare move to raise ₹6,000 crore via certificates of deposit underscores tight liquidity and deposit stress, even as credit demand remains strong across the banking system. Read →

The largest US banks leaned further into bilaterally settled over-the-counter derivatives at the end of 2024, as their aggregate clearing rate fell to a record low of 48.3%, diverging from the ... Read →

If you happen to mention the acronym CSRBB to Europe’s banking book risk managers, there might be an awkward pause in the conversation. There are some who believe a regulatory push to improve the ... Read →

European Central Bank (ECB) Governing Council member Álvaro Santos Pereira stated on Wednesday that the euro area has essentially achieved price stability, emphasizing that broader European Union ... Read →

Interbank interest rates remained stable as excess liquidity continued to circulate within Nigeria’s financial system, reflecting the absence of funding stress across money market activities. Strong ... Read →

Guusje Delsing holds a Bachelor's and Master's degree in Mathematical Sciences from Utrecht University, with a focus on Stochastics and Financial Mathematics, graduating in 2015. In 2016, she joined ... Read →

The authors investigate current and proposed cyber risk reporting requirement and describe the data gaps that remain before discussing how a better and ... Read →

Bryson Alexander is a senior research analyst in the Capital and Quantitative Supervision group in the Supervision, Regulation, and Credit department at the Federal Reserve Bank of Richmond. Since ... Read →

The unifying theme in Risk.net ’s annual survey of top investment risks is the funnelling of investors into a small number of seemingly binary exposures, about which they feel increasingly unsure. Read →

LME Clear again emerged as the most heavily impacted clearing house in the Bank of England’s latest stress test of central counterparties (CCPs), with more than half of its default fund resources ... Read →

Citadel Securities has hired Kenneth Pregnell, the former chief risk officer at multi-strategy hedge fund Eisler Capital, in a senior risk management role. Read →

The authors analyze more than 5000 operational risk incidents from a major New Zealand bank to document risk patterns within a concentrated, dual-regulated ... Read →

Spain’s former central bank governor Pablo Hernández de Cos and his Dutch counterpart Klaas Knot are European economists’ preferred picks to become the next president of the European Central Bank, ... Read →

Indonesia’s banking sector had a tough time in 2025 due to several challenges, mostly stemming from weaker domestic demand. A struggling middle-to-low-income class has put pressure on banks from the ... Read →

Interbank interest rates remained largely unchanged in the Nigerian money market, supported by ample system liquidity and reduced funding pressures, according to separate reports from investment ... Read →

Dealers involved in the launch of a new credit trading platform are pinning a lot on its approaching debut. Rather than inviting dealers to quote prices, the new service will attempt to match sell- ... Read →

The amount the MBSD would have been required to meet in a worst-case member default scenario reached $39.7 billion, up 57.8% on the previous quarter and the sixth-largest figure on record. Read →

Risk managers in financial services are unsure how far European Union regulators will be able to impose their will on foreign technology giants, following the release of the EU’s list of critical ... Read →

There are many different techniques of bank supervision. Historically, the North American approach emphasises on-site inspections, while Europeans make use of regular supervisory reports and ... Read →

Von den Instituten wird erwartet, dass eine Einbindung des ICAAP in die Gesamtbanksteuerung konsistent über alle Risikoarten (inklusive Liquiditätsrisiken) und Perspektiven hinweg erfolgt. Darüber ... Read →