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Forex looks to flip the (stable)coin
Friction-free foreign exchange is the prize offered by stablecoins such as Tether and USDC. But the prize remains elusive
Market warns BoE against blanket mandatory gilt repo clearing
Official says proposals receiving push-back on one-size-fits-all approach and limited netting benefits
Demand deposit balance prediction models under the interest rate risk in the banking book guidelines: an empirical analysis integrating time-series models and machine learning predictions in Mexican banks
The authors analyze the interest rate risk in the banking book regulations, arguing that financial institutions must develop robust models for forecasting demand deposit balances while adhering to regulatory guidelines.
Macro shocks prompt reset in Apac risk management
How banks and other Apac market participants are responding to this new era of uncertainty amid the frequency and severity of macroeconomic shocks
Smarter margin. Clearer insight. Diversify liquidity.
Analysis, survey findings and practitioner perspectives examining the role of non-cash VM collateral, the operational challenges and whether tri-party infrastructure can support the next phase of change
Op risk data: Kaiser will helm half-billion-dollar payout for faking illness
Also: Loan collusion clobbers South Korean banks; AML fails at Saxo Bank and Santander. Data by ORX News
CaixaBank lifts structural deposit hedges to two-year high
Receiver swap notional climbs to €68bn as bank guards NII
Ram AI’s quest to build an agentic multi-strategy hedge fund
The Swiss fund already runs an artificial intelligence model factory and a team of agentic credit analysts
Banks eye cost cuts ahead of RateStream Treasuries push
FX SpotStream’s move into rates seen as both fee-saver and potential boost to streaming execution
DFAST 2026 softens again, but SCB freeze blocks capital gains
Banks to miss out on any capital relief from gentler scenario
Real money investors cash in as dispersion nears record levels
Implied spreads were elevated to start 2026. Realised levels have been “almost unprecedented”
The changing shape of variation margin collateral
Financial firms are open to using a wider variety of collateral when posting VM on uncleared derivatives, but concerns are slowing efforts to use more non-cash alternatives
Repo clearing: expanding access, boosting resilience
Michel Semaan, head of RepoClear at LSEG, discusses evolving requirements in repo clearing
Huntington’s CRE loans spike 42% after Veritex acquisition
Criticised loans hit five-year high following $1.3bn portfolio expansion
JP Morgan gives corporates an FX blockchain boost
Kinexys digital platform speeds cross-currency, cross-entity client payments
China eases cross-border grip in new derivatives rules
Lawyers hail return to a “more orthodox territorial approach” to regulating the market
Market doesn’t share FSB concerns over basis trade
Industry warns tougher haircut regulation could restrict market capacity as debt issuance rises
Fannie, Freddie mortgage buying unlikely to drive rates
Adding $200 billion of MBSs in a $9 trillion market won’t revive old hedging footprint
Beyond the hype, tokenisation can fix the pipework
Blockchain tech offers slicker and cheaper ops for illiquid assets, explains digital expert
NBFIs dominate US cross-border credit growth in Q3
Cross-border lending to US shadow banks rose $157 billion, second-highest level in five years
Degree of Influence 2025: Derivatives pricing dominates; quants don’t follow the AI herd
Rates and volatility modelling, as well as trade execution, top quants’ priorities
Wells Fargo posts fastest assets growth among US G-Sibs
Post-cap assets climb to $2.15 trillion, outpacing peers
CGB repo clearing is coming to Hong Kong … but not yet
Market wants at least five years to build infrastructure before regulators consider mandate
Regionals tap FHLB advances as Fed eases liquidity stance
Borrowing rose in the fourth quarter of last year, despite regulatory push on discount window
Market-makers seek answers about CME’s cloud move
Silence on data centre changes fuels speculation over how new matching engine will handle orders
Ardagh CDS outcome satisfies some, but presents more questions
Early restructuring trigger and asset-package delivery could signify a new era for European trades
FICC-cleared MMF repos hit record share in December
Trades routed via clearing house hit $1.3trn, outpacing overall MMF repo expansion
Neural networks unleashed: joint SPX/VIX calibration has never been faster
SPX and VIX options can be jointly calibrated in real time with deep neural networks