MENU- Graph neural networks for credit default prediction: robustness and model evaluation
- Staff exodus sparks questions about LMAX’s FX swaps venue
- ING tops EU peers with hedge-heavy CVA charges
- Abaxx: meeting the need for new commodity derivatives
- Top 10 op risks timeline: what the past decade of data reveals
- JPM gripes over Fed G-Sib surcharges tweak
- EU states take the slow road to new cross-border services ban
- Op risk data: Corporate spies spell trouble for BBVA
- BPCE VAR exceptions lift capital add-on
- FX market-making with internal liquidity
- 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
- End-quarter repo compressions still widespread at global banks
- AI in Apac regulatory reporting: the growing case for agentic automation
- How can Apac banks harness AI for regulatory reporting?
- AI risk management and the shift to capability control
- Middle East crisis revives demand for VKOs – with a twist
- UniCredit’s credit derivatives notional jumps 125%
