Trading curbs must be loosened to prevent tripling of unhedgeable basis risk, says senior banker
Rogue algos could spark ‘systemic’ crashes, warns Goldman exec
Device proliferation and digital assets also altering risk environment, says Europe op risk head
FCMs feared systemic incident during March back-office meltdown
Trade breaks following Covid-19 spike in futures volumes required massive clean-up job, says BofA exec
Quantifying systemic risk using Bayesian networks
Creditworthiness of individual entities may offer an insight into systemic risk of financial markets
Capital buffers edged lower at systemic US banks in 2019
CET1 excess above institution-specific amounts slid 228bp at the median G-Sib
Systemic US banks shed $70bn of repo exposure in Q4
Goldman Sachs lowered repo exposures 13% quarter-on-quarter