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Between the lines: why banks are rethinking risk management
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Margin calls jumped threefold as global markets sold off
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Long shadow of Apollo looms over turmoil at Athora
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CME, Ice tread nuanced path to US Treasury clearing
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Sliced and sliced again: investors’ latest trick for risk transfer
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JPM boosts Europe derivs
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Finland’s Ilmarinen goes back to basics
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Lukas Becker
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Doubts dog equity dispersion as market grows up to five-fold
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Collapse of correlation fails to stem zeal for dispersion
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Supply chain decoupling fires up alpha focus at BofA
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LCH set to take CGBs as collateral
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Jiefei Liu
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India’s index inclusion could herald future flow shifts
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Eurex Clearing’s peak hypothetical loss in double default scenario
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Stake in Commerzbank disclosed by UniCredit, igniting takeover rumors
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Notional cleared by UBS Americas in Q2 – lowest since end-2021
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EU dealers added €38bn of Level 3 assets in 2023
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Lorenzo Migliorato
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Ruled out: can regulators settle the pre-hedging debate?
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Samuel Wilkes
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Regulators want to fix AT1s. Investors want restraint
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Nathan Tipping
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BASEL III ENDGAME
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EU banks fear loss of NSFR repo relief
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Natacha Maurin
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Endgame manoeuvre: US banks put SLR reform back in spotlight
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Sharon Thiruchelvam
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Fed’s Basel III rollback gives clearing units a capital break
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Philip Alexander
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EU banks lose relief on model test after FRTB delay
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IM requirements at LCH ForexClear hit record high in Q2
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JPM’s EU arm outpaced bloc’s top dealers on OTC derivatives in 2023
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Citi revealed as top index CDS dealer to Ucits funds
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Samuel Karasek
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New data reveals Pimco is top Ucits interest rate swaps user
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Bernard Goyder
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HSBC loses FX forwards market share with EU funds
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Cole Lipsky
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US election 2024
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Could Trump presidency herald $27bn margin call on World Bank?
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Luke Clancy
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Bonds will cushion equities in election volatility – Lombard Odier
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Celeste Tamers
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ETF dispersion set for election revival
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On geopolitical risk, G-Sibs choose their battles
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Tom Osborn
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Risk management overhauls juggle speed and independence
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Paulina Pielichata
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Should banks risk lightning hitting twice for CrowdStrike?
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Menghan Xiao
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CrowdStrike outage spurs rethink on ‘critical’ vendors
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Between the lines: why banks are rethinking risk management
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For G-Sibs managing cyber outages, confidence makes the difference
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Seeking muted rate sensitivity, NYCB scraps all IR hedges
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Marex plots interest rate clearing push
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BofA quants propose new model for when to hold, when to sell
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Op risk data: Shady loans robbing Reliance of $1.1bn
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FX algo users change tack to navigate market doldrums
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Op risk data: Payday lender Skytrail sees $1.4bn disappear
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Mauro Cesa
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Are regulators wrong to think of AT1s as debt?
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How Risk.net’s robots unlocked Ucits trade data
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Only human: the secret of reliable LLM workflows
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Managed services under the spotlight
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Derivatives pricing with AI: faster, better, cheaper
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Counterparty risk innovation of the year: Cumulus9
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ETRM systems 2024: market update and vendor landscape
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From chaos to clarity: the role of clean data in banks’ digital journeys
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Banks must close the loop on counterparty credit risk
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CTRM systems 2024: market update and vendor landscape
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Life and pensions ALM system of the year: Conning
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Recent volatility highlights tech’s vital role in fixed income pricing
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