A plan by US prudential agencies to narrow the scope of one of their key tools for bank supervision could ultimately lead to preventable bank failures, former regulators are warning.

The outcome is an editorial project - Tomorrow’s Quants - that will be published in three parts during November and December. In the first segment, we ask senior quants – those responsible for hiring ...

The cost of purchasing credit protection on European packaging firm Ardagh has whipsawed in recent weeks as the group of banks and buy-side firms tasked with determining credit events debates whether ...

The proportion of US money market funds’ (MMFs) repurchase agreements routed through a central counterparty jumped sharply in ...

Following a 50% year-to-date rally in gold prices to more than $4,000 an ounce, institutional investors have begun closing ...

The Bank for International Settlements’ Triennial central bank survey of foreign exchange and over-the-counter derivatives markets in 2025 shines a light on the forces shaping global FX markets.

The European Central Bank (ECB) is pressurising banks to widen the scope of products they monitor in order to manage credit spread risk on their loan and deposit books, Risk.net has learned. “It can ...

US and rest of world lag Europe in incorporation of Basel capital rules into XVA calculations, Risk Benchmarking analysis shows ...

Default risk overtook credit spreads to become Japanese dealers’ second-largest source of trading book capital requirements in their first year under the Fundamental Review of the Trading Book (FRTB) ...

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

Uncertainty lingers amid Fed proposal on SCB averaging and push to scrap the floor ...

The Journal of Operational Risk, as the leading publication in this area, aims to be at the forefront of OpRisk discussions and we welcome papers that shed light on all of the above topics.