MENU- US banks’ VAR shortfalls are wrapped in a black box
- Esma official insists CCP model approvals will speed up
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- Hong Kong watchdog taps GenAI to monitor shadow banking risk
- From fragmented signals to confident credit decisions
- Energy Risk Software Rankings 2025: ION Commodities interview
- Platforms expand portfolio trading to EGBs
- Seven banks fall short of full capital buffers in DFAST 2025
- LMAX: stablecoin bill sets stage for FX and crypto convergence
- FICC’s Klimpel on ironing out the kinks in UST clearing
- Quantum path integrals for default intensity models
- Let’s speak the same language: a formally defined model to describe and compare payment system architectures
- Non-cash collateral jump spurs tri-party VM expansion
- Stock-picking bots and models that don’t trade: AI at Vontobel
- FCM swaps margin climbs to record $173bn
- Proposed stress protocol for collateral stirs debate
- FMX set to extend trading hours for rates futures
- Esma still open to minimum thresholds for onshore clearing
- People: Rustad to head SwapClear, Kimmel exits Citadel Securities, and more
- US G-Sibs set to reclaim $6.6trn in leverage room under eSLR reform
