Actualités
Jeroen Krens has stepped down as chair of the International Swaps and Derivatives Association – a role he held for just seven ...
Hans Buehler has left his position as co-chief executive officer of XTX Markets to focus on an academic career. Buehler, who ...
Deutsche Bank estimates that full implementation of the Basel III output floor would raise its risk-weighted assets by €118 billion ($138 billion) before mitigation, if the final rules had been in ...
Sometimes you can have too much choice. The UK Prudential Regulation Authority wants to allow banks to choose how to implement new trading book capital rules, but not everyone is enthusiastic. Firms ...
Market sentiment around euro/ US dollar FX options has shifted dramatically with geopolitical events. For example, after US ...
Hayes, who spent five-and-a-half years in prison, was a high-profile case among those accused of Libor manipulation, amidst ...
The pillars on which modern treasury is built and the key considerations for banks’ technology solution requirements ...
The authors investigate return barrier options and how failing to capture the market’s implied volatility surface can lead to ...
Investigating systemic risk, the authors build an interbank network based on tail dependence and suggest typical network ...
A team of academics has used a simple machine learning algorithm to filter out so-called noisy trading in stock exchange data ...
Operational risk managers have found only limited use for artificial intelligence tools so far, with most banks avoiding the technology to help with risks such as IT disruption and change management, ...
In a rare instance of agreement between the buy and sell sides, a new clearing model for US Treasury repos proposed by the Fixed Income Clearing Corporation is winning praise from all sides of the ...
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