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markets regulation data analysis quantum benchmarking counterparty radar hot topics artificial intelligence capital requirements operational risk clearing model risk repo market risk foreign exchange liquidity us treasuries special features top 10 op risks quant finance master s guide 2026 talking heads top 10 investment risks 2026 dealer rankings quant finance quant finance cutting edge banking papers investments papers quantcast tomorrow s quants views journals journal of computational finance journal of credit risk journal of energy markets journal of financial market infrastructures journals journal of investment strategies journal of operational risk journal of risk journal of risk model validation benchmarking benchmarking benchmark analysis enterprise risk operational risk xvas alm climate risk model risk charts operational risk xvas alm climate risk model risk data data quantum quantum analysis quantum database counterparty radar counterparty radar analysis index cdss single name cdss credit options fx forwards fx options counterparty radar interest rate swaps inflation swaps interest rate swaptions index options etf options single stock options repo insights insights whitepapers sponsored content webinars awards awards our awards risk awards risk markets technology awards risk technology awards risk asia awards energy awards energy risk awards energy risk software rankings energy risk commodity rankings energy risk asia awards events events risk events risk live asia risk live europe risk live north america all events event information leaders network sponsorship opportunities events calendar learning learning training courses e learning courses customised training risk books more more find out more about us editorial pledge contact us partnership opportunities connect with us newsletters follow topics risk net app more less home page latest markets canton has wall street found its blockchain everyone knows settlement is an important topic but it is rarely exciting it consumes a pile of money no one is happy with the outcome and regulators occasionally demand that the industry ups its game that may be about to change a host of incumbents and start ups see ways to overhaul the market s current creaking practices opening the door to a world of reduced risk and instant liquidity with eye popping opportunities for everyone from currency traders to corporate treasurers in a series of profiles risk net will look at some of these initiatives starting here with the privacy and network driven vision of canton before examining how it all fits or doesn t fit together by helen bartholomew regulation french regulator wants permanent changes to eu s output floor push for capital relief faces resistance from supervisors in finland and the netherlands by samuel wilkes risk quantum basel iii capital hit on g sibs jumps sixfold in h2 2025 estimated increase in tier 1 requirements rises to 1 8 highest since 2023 by lea mok risk data 3 66 trillion total of usts held by european entities surpassing asian investors 2 8 pp decline in woori s liquidity coverage ratio due to cash outflows 18 drop in aggregate notional of fx options by us mutual funds in q2 regulation council plans take aquis bme out of esma oversight german push to exempt deutsche börse catches three others according to sources by sharon thiruchelvam comment from navier stokes to manuscripts by the kilo ai s impact on quant research as ai produces results in bulk finance needs trusted ways to assess provenance reliability and significance by blanka horvath and mauro cesa more from latest regulation how to ensure next credit suisse fails well regulators are planning changes to resolution rules after criticism that living wills were ignored in previous bank collapses by arthur bautzer trending how these stories are chosen how these stories are chosen these articles reflect the choices of users with a similar profile to your own to see stories that are trending for a different user profile use the dropdown to select a different profile select a profile all users bank risk manager buy side risk manager front office market infrastructure provider regulator rates kalshi seeks cftc approval for 10 year us treasury perp extended review period for first of its kind contract will run until november 29 by rebecca baird remba hedge funds return to jgb flatteners after brutal stop outs funds bet repatriation of assets by japan s pension funds will driver further long end yield compression by chris davis and lukas becker jackpot for jgb asset swaps after hedging rush multi leg trade turned profitable as corporate cross currency hedging flows helped push yen swap rates above jgb yields by lukas becker hedge funds reload uk rates bets after euro led rout traders slowly returning to sterling market after ecb comments caused front end and curve stop outs by lukas becker related content goldman and the vol eruption mbs convexity hedging more interest rates news risk quantum data insights delivered daily i risk quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross section of the financial system published daily articles are short and broken into chunks the facts the context and a brief commentary and use data visualisations to get each story across more information basel iii capital hit on g sibs jumps sixfold in h2 2025 estimated increase in tier 1 requirements rises to 1 8 highest since 2023 by lea mok unicredit cva rwas double amid commerz stake build up by lea mok five korean banks set records for non operational deposit outflows in lcr by joshua walker read more risk quantum risk benchmarking enterprise risk for enterprise risk influence runs deeper than any veto risk benchmarking study finds formal veto rights concentrated among the largest lenders but used only as a last resort by fabio santos enterprise risk tech and data fragmentation irks enterprise risk managers by tom osborn enterprise risk at bigger banks enterprise risk owns scenario frameworks by fabio santos read more artificial intelligence ai bond deluge tests credit market s appetite credit strategists say multi year poorly telegraphed ai issuance strains investor portfolios by rebecca baird remba as llms spread quants confront lexical risk users are finding the uncertainty in genai models is hard to measure by rob mannix agentic risk management could arrive sooner than we think risk live models are capable but banks lack platform and governance to safely run agentic systems by cole lipsky what happens when ai gets good at your risk management job risk executive alex golbin asks how to build a valuable career in risk as agentic ai takes on more analysis by alex golbin related content model risk benchmarking generative ai cyber risk genai for payment systems markets cme s single stock futures rev up to overtake ugly options trade new cash settled contracts with efp facility could be an appealing alternative to reverse conversions by helen bartholomew tokenisation bis s hernández de cos on ai non bank risk and tokenisation general manager talks about how the bis is navigating a complex global environment by daniel hinge hsbc s orion sees cash leg challenge to tokenised bonds tradeweb and others agree more work needed before atomic settlement is achieved by luke clancy pioneers split over future of uk s digitalised market tokenisation provider urges industry to stop waiting for magic to make digitally issued securities possible by sarah haque ex citi banker s perfect marriage with franklin s crypto unit investment giant throws weight behind chris perkins plan for investing in digital markets by cole lipsky related content more on tokenisation obscuring the metrics cryptocurrency news trendlines algorithmic trading nse chief blames algos for india closing auction turmoil ndf algo innovation rises as internal matching builds bnp paribas outlines path for ficc algos sdp and ai projects deregulation french regulator wants permanent changes to eu s output floor bis s hernández de cos on ai non bank risk and tokenisation european sec no silver bullet for growth foreign exchange ndf algo innovation rises as internal matching builds us fund managers reshuffle dealer books amid new trading highs fund giants turbocharge wells fargo s fx forwards book comment from navier stokes to manuscripts by the kilo ai s impact on quant research by blanka horvath and mauro cesa continuous verification holds key to keeping ai on track by derek leebaert what happens when ai gets good at your risk management job by alex golbin our take why watering down resolution plans is a bad idea by arthur bautzer japan s great repatriation don t count on quick returns by chris davis why ai agents are like staff you can t trust by rob mannix enterprise risk benchmarking 2026 the second round of risk net s erm research covers topics such as risk taxonomies organisational structures and appetite 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