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

The US bank has $40 billion in client assets on its SMA platform, Nexus. Of this, $25 billion sits in Nexus Prime, where institutional investors can gain leveraged exposure to hedge fund strategies in ...

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 ...

As Asia-Pacific (Apac) banks face upcoming Fundamental Review of the Trading Book (FRTB) deadlines, MSCI explores the insights from early adopters that can help them align with requirements In many ...

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

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

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

Hedge funds that used exotic foreign exchange derivatives to buy cheap forward exposure to volatility around the US ...

More banks are looking to offer sponsored access to European repo clearing at Eurex, even before repo trades become part of ...

The China government bond (CGB) steepener trades sees foreign investors short long-dated bonds, especially the 30-year tenor, ...

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

Then in August an appeal by Goldman Sachs was accepted by the Fed – partially, with two out of four complaints upheld and a ...