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  • Streamlining trade execution and operations through interoperability
     | Risk.net
  • Most banks stick to tried-and-trusted XVA models
     | Risk.net
  • Podcast: Iabichino on finance-native neural networks
     | Risk.net
  • EBA to weigh in on credit spread risk conundrum
     | Risk.net
  • Market RWAs climb to new highs at top Chinese banks
     | Risk.net
  • Market-makers near limit for lira carry-based options trades
     | Risk.net
  • Rethinking credit risk
     | Risk.net
  • Internalisation trend driving FX market opacity to new highs
     | Risk.net
  • FICC to launch new default fund before UST clearing mandate
     | Risk.net
  • Destabilising: Is stablecoin deposit drain a bank funding risk?
     | Risk.net
  • Roll over, SRTs: Regulators fret over capital relief trades
     | Risk.net
  • Huntington, Fifth Third set to become Cat III banks in 2026
     | Risk.net
  • Caution needed for vendor-generated FX dealer suggestions
     | Risk.net
  • XVA Benchmarking: explore the data
     | Risk.net
  • More interdealer e-trading needed to support FX swap streaming
     | Risk.net
  • Real money looks to dynamic hedges after tariff bout
     | Risk.net
  • Op risk data: Ghost of Madoff still haunts HSBC
     | Risk.net
  • Euro credit growth catches up with dollar in global flows
     | Risk.net
  • Quantcast Master’s Series: Dan Stefanica and Jim Gatheral
     | Risk.net
  • A credit card fraud detection model based on a stacked temporospatial graph attention residual network
     | Risk.net

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