Commerzbank, Groupe BPCE and Lloyds Banking Group reported the greatest sensitivity to interest rate shocks among 39 European banks at the end of June, as measured by the potential decline in economic ...

The sell side of the derivatives market has long agreed that simpler terms are desirable in bilateral trades. It has struggled to convince the buy side, though. In fact, the second edition of Risk.net ...

With a spending spree totalling an estimated $4 billion to buy up digital infrastructure and payments firms, Ripple has made ...

While conflict in the Middle East in March caused energy prices to hit boiling point, Erik Petersson was keeping a cool head. The head of commodity markets and finance at Macquarie watched as crude ...

US Treasury clearing mandates and market reforms are reshaping clearing models, risk transfer and market infrastructure ahead ...

Loans to private equity funds at the eight US global systemically important banks (G-Sibs) rose to $239.2 billion in the second quarter of 2026, growing nearly three times as fast as their overall ...

Aggregate SFT exposures reached €880.6 billion at the end of the second quarter, up 13.8% from €773.9 billion a year earlier. German lenders posted some of the biggest increases. Helaba’s SFT ...

Quants at Barclays have built a prototype monitoring system to read the minds of AI agents and catch them before they do ...

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

US regulators are likely to allow banks to include access to the Federal Reserve discount window in their liquidity coverage ...

Hedge funds keep USD/BRL puts ahead of election run-off as protection premiums for Lula upset soar ...

Banks can accelerate agentic AI adoption by aligning each use case’s risks, controls and capabilities, enabling safe, accountable and value-driven deployment ...