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- As supplier risk grows, banks check their third-party guest lists
- Doubts raised over new FX platform disclosures
- Dora flood pitches banks against vendors
- Pimco and Vanguard slash FX forwards trading with BNP Paribas
- Profit and pain as macro turmoil engulfs Brazil
- Quant Finance Master’s Guide 2025
- Podcast: Alexei Kondratyev on quantum computing
- G-Sib cross-border risk drops to four-year low
- Swiss report fingers Finma on Credit Suisse capital ratio
- Baruch maintains top spot in 2025 Quant Master’s Guide
- BlackRock on how modern portfolio theory is misunderstood
- Thirteen EU banks face loan losses of more than 16% from green switch
- Repo and FX markets buck year-end crunch fears
- Regionals built first-line defences pre-CrowdStrike
- Deutsche misses G-Sib surcharge cut despite EU score benefit
- US senators press CFTC on Japan swap clearing
- We will shock you: a coherent Bayesian approach for stress testing
- Op risk data: Santander in car crash of motor-finance fail
- Post-UBS takeover, Switzerland sees biggest regional G-Sib score spike
- Traders dredge 0DTE data for intraday gamma insights
