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  • 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
  • US G-Sibs diverge on cashflow volatility
     | Risk.net
  • All that glisters: precious metal volumes surge on FX venues
     | Risk.net
  • Quantcast Master’s Series: Kihun Nam, Monash University
     | Risk.net
  • Who is Selig? CFTC pick is smart and social, but some say too green
     | Risk.net
  • MAS official flags risks in Asia’s path to T+1 settlement
     | Risk.net
  • Interview: Linda Middleditch, Regnology
     | Risk.net
  • XVA desks prioritise core tech upgrades over AI
     | Risk.net
  • EU single portal faces battle to unify cyber incident reporting
     | Risk.net
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