Foreign exchange traders mostly profited from last week’s collapse in the Brazilian real, but the gains were offset by ...

Cross-jurisdictional activity accounted for 22.4% of systemic risk at global systemically important banks (G-Sibs) at the end of 2023 – the smallest share since end-2019. The risk indicator remained ...

The first time Alexei Kondratyev appeared on Quantcast, he predicted that quantum computers would be commercially available and commonly used by banks within five years.

Welcome to the latest edition of Risk.net’s guide to the world’s leading quantitative finance master’s programmes, and ranking of the top 25 courses. Although US courses occupy seven of the top 10 ...

A European Union-specific adjustment to global systemically important banks’ (G-Sibs) risk scores failed to win Deutsche Bank a lower surcharge, once again leaving BNP Paribas as the sole beneficiary ...

In outline, the CrowdStrike outage in July illustrates why IT disruption continues to be a major bugbear for op risk managers ...

Strategists at BlackRock say the idea of an anchor portfolio in asset allocation has become unhelpfully canonical – enshrined as if part of finance’s first principles, when it was never intended that ...

The European Union’s ‘Fit-for-55’ climate stress test showed that the financial system was broadly resilient to transition risk barring any shocks – but for 13 banks, the baseline scenario would ...

Baruch College’s Master of Financial Engineering ranks first in the 2025 edition of Risk.net’s Quant Finance Master’s Guide, holding on to the top spot it clinched last year, amid strong demand for ...

The gamma profile of options dealers – reflecting the net end-of-day position that must be delta hedged – has become a keenly ...

Quietly, with little fanfare, a niche market for credit risk transfer is emerging. Banks and lawyers report growing interest ...

US investors are currently barred from clearing yen swaps at Japan Securities Clearing Corporation, shutting them out of a ...