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

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.

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

Pierre Sarrau will become CRO in the new year. Sarrau is currently co-head and chief investment officer for multi-asset ...

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

This piece is part of a series benchmarking bank ALM practices. Risk Management subscribers can view selected cuts of the underlying data here. The core technology most banks rely on to process ...

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 ...

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.

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.

Six futures commission merchants (FCMs) had record low target residual interest as a share of customer funds for either swaps or futures and options in September, Risk Quantum analysis shows.

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