Four Spanish banks are set to see capital requirements rise by a combined €5.4 billion ($6.3 billion) by the end of the year, after the Bank of Spain increased the countercyclical capital buffer (CCyB ...

Split Risk to allow buy side to tap best spot and swap prices to create forwards, and unbundle market and credit risk ...

Charles Wang, Trisha Singhal, Ameya Kelkar and Jason Tuo show how agentic artificial intelligence systems capable of ...

As both risks and regulatory expectations grow and become more complex, banks operating in Asia are increasingly turning to ...

The European Central Bank should follow the lead of the US Federal Reserve and focus its supervision on “material risks” ...

“Among the several points of attention raised by the new US proposal, the output floor deserves further discussion and ...

Commerzbank had the highest vulnerability to an upward interest rate shock among 33 European banks at the end of 2025, with a parallel upward shock projected to reduce its economic value of equity ...

Transferring ideas and methods from physics to finance has a long history. From the Bachelier-Einstein theory of Brownian ...

The European Commission is set to make permanent revisions to incoming bank capital rules for trading risks, according to a ...

This paper proposes the heterogeneous volatility spillover-conditional autoregressive range (HVS-CARR) model for modeling and forecasting Chinese crude oil futures’ volatility, ...

More than two-thirds of top crypto exchanges lack a chief risk officer, although the picture is changing ...

US prudential regulators proposed changes to capital requirements in March this year that should allow banks to recognise the cross-netting of repo and derivatives exposures. But experts fret the ...