EC considering setting blanket multipliers to mitigate FRTB-related increases in bank capital requirements.

Despite initially stating that Ardagh's recapitalisation plan wouldn't trigger CDSs, the credit derivatives determination committee has received formal questions from buyers eager to trigger contracts

Could Matters Requiring Attention soon be receiving less… attention?

Tomorrow’s Quants: 39 senior hiring quants to share their recruitment criteria, including surprises such as increasing importance of soft skills https://t.co/nIZPPk2UG9

The proportion of US MMFs’ repurchase agreements routed through a CCP jumped sharply in Q3 https://t.co/n9g4gR5Agp

Dealers are betting that institutional clients will be willing to inject liquidity into the market before financing costs reach extreme levels

Hedge funds trimmed their long positions after gold's rally and triggered a massive market selloff

Fed looking more likely to consider G-Sib buffer alongside broader Basel III endgame reforms in Q1 2026.

Ex-Fed governor says purchasing derivatives from the market, in a crisis, could help clarify the nature of the Fed’s market operations.

The risk landscape is moving faster than ever. From operational resilience and AI, to climate regulation, compliance, and model risk — staying current is no longer an advantage, it’s a requirement. That’s why we’ve launched the 2026 Risk Learning Calendar — for professionals who

“The most common finding from the ECB is your credit spread scope analysis is not sufficient” – Tim Breitenstein, KPMG.

Risk Benchmarking: 75% of North American banks include KVA in execution or charging levels https://t.co/pcZZfmyxFu

Default risk overtook credit spreads to become Japanese dealers’ second-largest source of trading book capital requirements in their first year under the FRTB https://t.co/1p70ns0Ibt

Now available online: ‘Model Risk and Uncertainty in the Financial World’ by Devajyoti Ghose and George Ulysses Soulellis https://t.co/FAoppvYIpQ

“The way people are managing XVAs these days isn’t well suited to a position in treasury” – XVA trader at a large European dealer https://t.co/CGWP0FNBDR

Dealers are preparing for another surge in year-end equity financing costs, seeking to avoid a repeat of the extreme stress at the end of 2024

Citi, JP Morgan edge closer to being bound by the advanced approach for capital requirements, following reductions in their SCBs https://t.co/E5PutrMXPX

Risk Benchmarking: banks’ technology stacks & budgets vary widely, with big differences in speed and cost of XVA calculation https://t.co/qs2DeJ2SRF

What was behind Pimco's FX options binge in Q2 this year?

CLO investors have largely shrugged off the First Brands bankruptcy, describing it as idiosyncratic with little direct impact on the wider market

Fed looking more likely to consider G-Sib buffer alongside broader Basel III endgame reforms in Q1 2026.