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Eurex mulls ‘integrated’ prediction market
Dividend derivatives seen as template for event contract expansion
A new approach to asset pricing models: the term structure of leverage and refinancing risk
The authors provide new insights into leverage-related risk factors in stock returns and draw attention to the significance of debt maturities and refinancing in understanding leverage effects in asset pricing.
Big banks love their climate vendors; small banks, not so much
Risk Benchmarking: Lenders with blue-chip loan books more likely to favour climate tools, research finds
Integration strengthens e-trading in persistently volatile markets
Survey reveals that traders are grappling with daily volatility, while technology outranks liquidity as the top market structure concern
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
Mob rule: populism’s rise pits banks against the people
Trump and fellow mavericks are reshaping politics, leaving banks scrambling to adjust to new and unpredictable risks
US banks lose appetite for Treasuries as G-Sibs turn to trading book
Two-year surge in non-trading USTs plateaus as HFT bonds tick up
After market whipsaws, banks put new twist on QIS options
Variable strike options aim to catch recoveries after volatility spikes
Korean banks post record write-offs as bad bank programme begins
Kookmin and Shinhan book combined 664 billion won surge in Q4 charge-offs as New Leap Fund accelerates NPL disposals
JSCC considers default fund consolidation
Japanese clearing house looks for efficiency gains amid expansion of clearing products and influx of international firms
Broker quoting gap keeps Eurex-LCH basis alive
Lack of differentiated prices helps retain CCP basis
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
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
EU clearing houses pressured to diversify cloud vendors
CROs and regulators see tech concentration risk as a barrier to operational resilience
QIS futures debut – but only simple ones for now
Goldman and Societe Generale kick-start Eurex market with equity baskets
Hedge funds trim US swap spreads on tariff decision
Investors cut back asset swap positions as Supreme Court ruling reignites deficit concerns
Validating bank risk models under trade war stress: a framework for adaptive stress testing with AI-driven calibration and cross-industry applications
Focusing on validating and enhancing risk models, the author proposes a comprehensive framework through which to stress test under trade war conditions.
Convex volatility interpolation
The modelling of implied volatility surfaces is reframed as an optimisation problem
Why better climate data doesn’t always mean better decision-making
Risk Benchmarking research finds model and systems integration challenges almost as limiting to effective climate risk management
People: JP Morgan’s data and AI move, Eurex clearing chief, and more
Latest job changes across the industry
Exposures with undisclosed risk-weights hit new highs at US banks
Assets in the ‘other’ category of standardised risk-weights grow to $700bn
Opinions split on EU bond balance sheet squeeze
Some say QT and issuance wave will hamper intermediation; others say dealers nimble enough to respond
CanDeal looks to simplify third-party risk management
Six-bank vendor due diligence utility seeks international reach
Eurex looks to shine ‘more light’ on off-book liquidity
Block order book initiative to aid price discovery slated for later this year
Market players warn against European repo clearing mandate
Regulators urged to await outcome of US mandate and be wary of risks to government bond liquidity
Italy’s spread problem is not (always) a credit story
Occasional doubts over Italy’s role in the monetary union adds political risk premium, argues economist
CME outage sparks FX soul search
How November’s halt exposed fragile wiring of new futures-led market structure
Quiet 2025 ends with balance sheet bedlam at Luxembourg funds
Esoteric funds surge in December as traditional equity investors pare back