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- GFXC confirms zero hold times in last look
- StanChart’s CVA charge up 19% in Q2
- Comprehensive Capital Analysis and Review consistent yield curve stress testing: from Nelson–Siegel to machine learning
- Key impact deep dive (KIDD)
- Why new EU rules are fuelling greenwashing and how to stop it
- Level 3 assets at global systemic banks down 36% since 2014
- Fund industry bristles at rush to re-write MMF rules
- EU banks aim to block new counterparty risk guidance
- Axes that matter: PCA with a difference
- Majority of US G-Sibs’ assets attract sub-100% risk-weighting
- Credit default swap market retrospective: observations from the 2008–9 financial crisis and the onset of the Covid-19 pandemic
- APG hires in-house weatherman to interpret climate data
- Currenex class action faces hurdles, say legal experts
- Monitoring intraday liquidity risks in a real-time gross settlement system
- Citi hits the Collins floor
- Overhyped green status is no longer a risk-free sales tool
- Insurers’ favourite credit rating becomes more expensive
- JSCC turns to commercial banks in rejig of liquidity reserves
- Risk Technology Awards 2021
- Expanding modelling ops for extending datasets
