A senior European regulator has praised Japan’s recent reprieve of a contentious element of new trading book capital rules, ...

Fears of further political turmoil in Turkey sparked nervous reactions from foreign investors who had piled back into the ...

Using an Ornstein–Uhlenbeck stochastic process as their starting point, the authors suggest a forward contract pricing model ...

The banks that breach buffers, the assets that perform best under stress, and other insights from Dodd-Frank Act ...

Across more than a dozen GenAI model releases in 2023 and 2024, yields of long-dated US Treasuries typically fell more than 10 basis points in moves that preceded release dates and persisted in ...

Trade compression helped UniCredit cut its notional amounts of over-the-counter derivatives by 12.7% in 2024 – the only decline among the 32 European Union lenders that published comparable data.

US regulators have allowed domestic investors to clear yen interest rate swaps at Japan Securities Clearing Corporation for ...

The share of US credit default swaps (CDSs) cleared through central counterparties (CCPs) dropped to the lowest level in ...

Bank of Ireland, Swedbank and Bank of Cyprus might come from opposite corners of the European Union, but they have one thing ...

As Ice Clear Europe prepares to move freight and energy contracts onto a new value-at-risk margin model, clearing members are ...

Securitisations are a prime example. Intended to facilitate efficient risk transfer, the financial instruments see banks shift bundles of assets from their balance sheets into new securities, which ...

Post-April, political dramas conspired to keep a lid on US rates trading volumes, as a scarcity of buy-side interest whetted ...