TD Securities and Goldman Sachs made the largest ranking moves among dealers serving the FX forwards market for European ...
The initial response to the emergence of generative artificial intelligence (GenAI) at a number of global banks was a ...
Mitsubishi UFJ Financial Group (MUFG) increased the average duration of its available-for-sale (AFS) domestic bonds to 3.4 years in the last quarter of 2024, up from 1.9 years three months prior, ...
Industry associations are holding their breath after a senior European regulator announced it was backtracking on the imposition of onerous proposed reporting rules as part of the incoming active ...
In the realm of global markets, it’s set to become a systematic feature of financial risk assessment. Bank supervisors will expect to see such assessment having material consequences for the ...
The Securities and Exchange Commission’s (SEC) mandate to clear US Treasury trading aims to bring greater stability to the ...
Volatility modelling is a topic that continues to fascinate and frustrate quantitative finance experts, as Risk.net ’s ...
But dealers say the recent cheapening of government bonds, driven by the European Central Bank’s (ECB) ongoing quantitative tightening programme, has reversed the positioning of the EU government bond ...
Last year, when the clearing house proposed adding a 15% operational buffer to its default fund – instead of enforcing the ...
Climate-related risk is playing an increasing role in banks’ future strategies, resilience and prosperity. On the one hand, ...
The bombshell claims were published last month in a paper titled ‘Anonymity, signalling and collusion in limit order books’, which presents evidence that market-makers covertly reveal themselves to ...
Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...