Multi-strategy hedge funds that have scrambled to trade options on banks’ quantitative investment strategies (QIS) are increasingly switching to a delta one swap-based approach, banks report.

Clearing members say changes to the LME Clear default fund calculation should lead to a more rigorous enforcement of the ...

Capital One and UBS Americas adjusted their stressed value-at-risk (SVAR) reference periods 54 and 47 times respectively in 2024 – far more than any other bank in the US. Their combined total of 101 ...

A recent adjustment to Eurex’s incentive programme for liquidity providers in short-term interest rate (Stir) products has ...

The author highlights misuse of the term "robot" in banking practice and the literature, proposes the robot-labelling ...

Fresh accounting guidance from the US markets regulator has removed a barrier to banks offering crypto custody services. Now, ...

The Norinchukin Bank’s reverse repo exposures dropped to their lowest in four years in Q4 2024, suggesting a pullback from interest rate-sensitive positions as the bank shores up its capital position ...

JSCC has already garnered flows from around 80% of Japanese bond trading, primarily conducted by local banks, and now it ...

Advocates of the Basel III standards in the European Union are scrambling to respond to simultaneous efforts by large member ...

Banks risk being caught unawares if they fail to keep an eye on which direction their vendors are taking in the fast-changing ...

The schedule for complying with the European Union’s new regime governing the location of derivatives clearing poses ...

US dealers recorded 15 value-at-risk (VAR) backtesting exceptions in the fourth quarter of 2024 – the highest tally since Q2 2023 – as market volatility in the aftermath of the US presidential ...