MENU- Isda’s Basel III playbook: speak softly and carry a big QIS
- A novel budget-based C+SVM model for credit risk prediction
- American Express crosses category II threshold
- LCH and ASX eye Australia repo clearing
- SEC enforcement actions fall to 20-year low
- NeoClear enters battle for euro swaps clearing
- Graph neural networks for credit default prediction: robustness and model evaluation
- ING tops EU peers with hedge-heavy CVA charges
- Staff exodus sparks questions about LMAX’s FX swaps venue
- Abaxx: meeting the need for new commodity derivatives
- JPM gripes over Fed G-Sib surcharges tweak
- EU states take the slow road to new cross-border services ban
- Top 10 op risks timeline: what the past decade of data reveals
- Op risk data: Corporate spies spell trouble for BBVA
- FX market-making with internal liquidity
- BPCE VAR exceptions lift capital add-on
- Asian banks close out energy clients as Iran war bites
- The dollar do-si-do: hedgers review FX moves
- The rise of AI politics
- Don’t mention the rules: the fight against prediction market abuse
