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 ...

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

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 ...

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 ...

Standard Chartered’s market risk-weighted assets (RWAs) rose by 11.5% in the third quarter, reaching $30.6 billion – the bank’s highest level since at least 2016. The latest figure marked a 20.8% ...

Hedge funds that bought foreign exchange options in a bet on increased volatility around the US presidential election have largely unwound their positions, sending vol levels sliding across several ...

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

Valley National Bank reported $120.3 million in past-due commercial real estate (CRE) loans in the third quarter, up from just $6.1 million three months earlier and the highest amount since at least ...

Shanghai Clearing House is facing calls to accept bonds as margin for foreign exchange trades, as dealers reel from high clearing costs exacerbated by paltry interest payments on cash collateral.

Prof. Israel Waismel-Manor is an Associate Professor at the School of Political Science, University of Haifa (Ph.D. Cornell University) and is the head of the Political Behavior Lab. His research ...

Dr. Amir Schreiber is a Senior Director at one of the largest banks in Israel, where he leads the Cyber Risk Management department. His background includes roles as the Chief Information Security ...