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 ...

The world’s largest asset manager is planning to launch a managed futures exchange-traded fund (ETF), a step that peers say will open the strategy to a pool of hundreds of billions of dollars of ...

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 ...

CME is planning to launch single-stock futures, with an initial focus on ‘Magnificent 7’ tech names including Amazon, Nvidia ...

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

New rates head Laura Chepucavage prioritises collateral efficiency, e-trading and central risk book for enlarged rates, ...

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 US Federal Reserve has been stress-testing its discount window to ensure it could provide liquidity to large numbers of ...

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 ...