Recent comments by US Federal Reserve chair Jerome Powell have hinted at the possibility of internal friction within the ...
Disclosures from the country’s top dealers offer first glimpse of how FRTB reforms can reshape capital gauge for potential losses on derivatives ...
American Express swelled its derivatives book over the 18 months ending last year to levels not seen in seven years, with the portion cleared by a central counterparty climbing to its highest since ...
In the US, March Madness is synonymous with the annual knockout college basketball tournament, known for its unpredictable results and stunning turnarounds.
It was surely only a matter of time before someone applied the principles of Einstein’s general theory of relativity to options trading. Lyudmil Zyapkov, a senior quantitative analyst at Bank of ...
The interdealer broker has long been active in the vast array of markets that underpin the energy transition, but recently has been positioning itself as an energy transition pure play, says David ...
Hedge funds with large US Treasury (UST) trades are looking to obtain an exemption from the US Securities and Exchange Commission that would let them use their own clearing entities to handle repo ...
A senior executive at Hong Kong Exchanges and Clearing involved in the design and launch of the landmark Swap Connect initiative has stepped down to take a career break. Jacky Mak, head of fixed ...
LCH’s ForexClear called a record $2.8 billion of initial margin (IM) in aggregate on a single day in the fourth quarter of ...
Rabobank moved a swathe of credit risk-weighted assets (RWAs) from the advanced to the foundation internal-ratings based approach (A-IRB and F-IRB) in last year’s fourth quarter, on the eve of Basel ...
The US Federal Reserve’s exploratory scenario focusing on non-bank financial institutions (NBFIs) could be more useful than ...
European bank treasuries were burned in recent months on fixed income positions held for liquidity and capital purposes, ...