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  • How much do investors really care about Fed independence?
     | Risk.net
  • People: Rates revamp at Nomura, JP’s structuring shuffle, and more
     | Risk.net
  • Marex customer funds steady despite short-seller claims
     | Risk.net
  • SNB researchers test LLM-based FX trading strategy
     | Risk.net
  • Ice’s US Treasury clearing proposal earns positive reviews
     | Risk.net
  • How to solve the Fed’s $300 billion FRTB problem
     | Risk.net
  • US G-Sibs’ liquidity buffers swell amid record net cash outflows
     | Risk.net
  • Why know-it-all LLMs make second-rate forecasters
     | Risk.net
  • US banks notch most VAR overshoots since pandemic
     | Risk.net
  • Saved by the Byrd? The fight over the OFR’s future
     | Risk.net
  • Nomura wins NMRF reprieve from Japan’s FSA
     | Risk.net
  • Crypto’s predictable path from central books to OTC discretion
     | Risk.net
  • Large US banks pile up CVA charges amid tariff shock
     | Risk.net
  • Solvency II proposal may boost insurer CLO investments
     | Risk.net
  • How some banks aced the EBA stress test
     | Risk.net
  • Asia investors turn to inverse ETFs for hedging
     | Risk.net
  • Banks curb frequency of GRC vendor reviews
     | Risk.net
  • CVA risk hits record highs at DBS and UOB
     | Risk.net
  • Addressing climate-related risks in banking: a framework for sustainable risk management and regulatory alignment
     | Risk.net
  • As Fed meets, hedge funds buy ‘lottery’ FX options trades
     | Risk.net

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