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  • Berms without calibration
     | Risk.net
  • Squashing CVA still dominates XVA desks’ priorities
     | Risk.net
  • US G-Sibs diverge on cashflow volatility
     | Risk.net
  • Quantcast Master’s Series: Kihun Nam, Monash University
     | Risk.net
  • All that glisters: precious metal volumes surge on FX venues
     | Risk.net
  • Who is Selig? CFTC pick is smart and social, but some say too green
     | Risk.net
  • MAS official flags risks in Asia’s path to T+1 settlement
     | Risk.net
  • Interview: Linda Middleditch, Regnology
     | Risk.net
  • XVA desks prioritise core tech upgrades over AI
     | Risk.net
  • EU single portal faces battle to unify cyber incident reporting
     | Risk.net
  • Bank of America leaps to fourth on global OTC derivatives ranking
     | Risk.net
  • Collateral management and optimisation product of the year: CloudMargin
     | Risk.net
  • Basel Committee members ‘buying time’ before fixing FRTB mess
     | Risk.net
  • Nomura shuffles risk methodology team
     | Risk.net
  • How window-dressing distorts US repo markets
     | Risk.net
  • How Basel III endgame will reshape banks’ business mix
     | Risk.net
  • All 14 G-Sib indicators hit records in 2024
     | Risk.net
  • Derivatives industry blasts EU reporting framework
     | Risk.net
  • CME futures outage caused FX spot pricing problems
     | Risk.net
  • Flow market-maker of the year: Citadel Securities
     | Risk.net

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