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 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 ...

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

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 ...

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 ...

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.