MENU- US insurers turn to short-dated FX forwards as notionals rise
- Citi launches core inflation QIS
- Bank ALM tech still dominated by manual workflows
- Hong Kong derivatives regime could drive more offshore booking
- Winds of change 2026: managing opportunities
- Many banks ignore spectre of SVB in liquidity stress tests
- Morgan Stanley marks biggest risk category swing in 2025 G-Sib test
- October’s crash shows crypto has come of age
- Analysts dismiss BDC credit quality concerns
- From inertia to acceleration: scaling tri-party VM and collateral reuse
- Quant Finance Master’s Guide 2026
- ALM Benchmarking: explore the data
- Fishwick hands over BlackRock CRO role, Citi expands Asia FX team, and more
- Staff, survival days, models – where banks split on ALM
- Six FCMs set record lows for target residual interest share
- FX swaps price discovery challenges buy side, says Vanguard
- CME faces battle for clients after Treasuries clearing approval
- One in 10 property loans at EU banks threatened by climate hazards
- BlackRock appoints Pierre Sarrau as chief risk officer
- Dealers warn of capital squeeze from increased FX hedging
