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  • Clearing houses warn Esma margin rules will stifle innovation
     | Risk.net
  • JPM stands alone as substitutability cap reins in G-Sib score
     | Risk.net
  • Playing the yield: rates rev up structured products
     | Risk.net
  • Quantcast Master’s Series: Jack Jacquier, Imperial College London
     | Risk.net
  • Interpretable machine learning for default risk prediction in stress testing
     | Risk.net
  • Citadel, BlackRock, Nasdaq mull tokenised equities’ impact on regulations
     | Risk.net
  • Institutional priorities in multi-asset investing
     | Risk.net
  • Global investment outlook: 2026 and beyond
     | Risk.net
  • Statistically distinguishable rating scales
     | Risk.net
  • US G-Sibs post record secured finance flows in LCR
     | Risk.net
  • Trend followers search for answers after a year to forget
     | Risk.net
  • 12 angry members: why dissent is growing on the FOMC
     | Risk.net
  • Banks scale back short-dated FX swaps trading, BIS finds
     | Risk.net
  • LSEG streamlines post-trade efficiency across cleared and uncleared markets
     | Risk.net
  • Liquidity in private markets: the structural and data challenge
     | Risk.net
  • Ardagh review sparks CDS warnings
     | Risk.net
  • JP Morgan attracts bigger add-on from Fed’s G-Sib scoring
     | Risk.net
  • CCPs trade blows over EU’s new open access push
     | Risk.net
  • Berms without calibration
     | Risk.net
  • Squashing CVA still dominates XVA desks’ priorities
     | Risk.net
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