MENU- Most banks stick to tried-and-trusted XVA models
- Market RWAs climb to new highs at top Chinese banks
- Podcast: Iabichino on finance-native neural networks
- EBA to weigh in on credit spread risk conundrum
- Market-makers near limit for lira carry-based options trades
- Rethinking credit risk
- Internalisation trend driving FX market opacity to new highs
- FICC to launch new default fund before UST clearing mandate
- Roll over, SRTs: Regulators fret over capital relief trades
- Destabilising: Is stablecoin deposit drain a bank funding risk?
- Huntington, Fifth Third set to become Cat III banks in 2026
- Caution needed for vendor-generated FX dealer suggestions
- XVA Benchmarking: explore the data
- More interdealer e-trading needed to support FX swap streaming
- Real money looks to dynamic hedges after tariff bout
- Op risk data: Ghost of Madoff still haunts HSBC
- Euro credit growth catches up with dollar in global flows
- Quantcast Master’s Series: Dan Stefanica and Jim Gatheral
- A credit card fraud detection model based on a stacked temporospatial graph attention residual network
- Bessent’s Treasury buy-back ‘success’ draws expansion warnings
