US insurers ramped up their use of short-dated FX forwards to manage currency risk in the third quarter, accelerating a shift away from longer-dated trades that began back in 2022.

Citi has launched new quantitative investment strategy (QIS) indexes, which allow investors to access core inflation ...

The core technology most banks rely on to process billions of dollars’ worth of assets and liabilities each day remains heavily reliant on batch processing and manual interventions, with most ...

A forthcoming Hong Kong licensing regime for dealing in or advising on over-the-counter derivatives could prompt Chinese ...

In 2026, Franklin Templeton predicts that longer-term government bonds in developed markets will underperform, given large budget deficits and strong borrowing demand for capital expenditures.

Ability to absorb $19bn liquidation event marks a turning point in market’s maturity, says LMAX Group's Jenna Wright ...

Growing private credit worries helped drive losses, but fundamentals are said not to support that view ...

In ALM Benchmarking exercise, majority of banks have no internal tests focusing on stress horizons of less than 30 days ...

Morgan Stanley had the largest shake-up of systemic risk among 29 global systemically important banks (G-Sibs) in the latest assessment by the Financial Stability Board.

Micro-networks of counterparties and vendors offer a potential starting point: insurers with deep corporate-bond inventories ...

Forty-three courses feature in the 2026 edition, with the top 25 ranked according to Risk.net ’s proprietary methodology. Click on an institution’s entry to access its full listing, including ...