Risk Quantum analysis shows that only 1.82% of prefunded default resources at 15 central counterparties (CCPs) came from ...

Barclays and HSBC are building new risk models to meet revamped trading book rules, Risk.net has learned. The UK pair are the sixth and seventh banks identified by Risk.net to be persevering with the ...

The study of so-called market impact – how an investor’s trades move market prices – is a field Neil Chriss knows well. He ...

As the counting unfolds in the presidential election, it’s not just US-headquartered banks that are wondering about the fate ...

Fearing another round of rapid increases in inflation, several European corporates are hoping to hedge the inflation risk ...

TCA is more than a post-trade exercise for best execution requirements – it is also a pre-trade tool to inform on how to ...

As banks raced to invest in deploying advanced electronic trading offerings for foreign exchange, Bank of America was, by its ...

As ailing US corporates have struggled to service post-crisis loans, the prevalence of cov-lite lending has helped let creditors carve up distressed debt and sometimes cut other lenders out of the ...

Prompted by policy shifts and macro events, pension funds and insurance firms are seeking alternative solutions around funding and liquidity ...

Oomen and Muhle-Karbe compared Refinitiv’s WM/R with two other less-established benchmarks: Bloomberg’s BFIX, which is also calculated over a five-minute fixing window; and Siren, with a 20-minute ...