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CDS market revamp aims to fix the (de)faults
Proposed makeover for determinations committees tackles concerns over conflicts of interest
BNPP overtakes Barclays in Ucits single-name CDSs
Counterparty Radar: Europe’s retail funds shed notional but used wider range of underlyings, new data shows
Chinese G-Sibs load up on non-core capital ahead of TLAC introduction
Agricultural Bank of China boosts AT1 capital, while Bank of China drives Tier 2 growth
Pricing and trading system of the year: Murex
In contrast to previous years, trading activity in the Apac region is being driven increasingly more by local considerations, and this plays to Murex’s strengths: a technology vendor that offers in-depth market knowledge and extensive support across the…
Collateral management solution of the year: Murex
Uncleared margin reform is no longer about just getting the job done. It is about making sure the job is done well. Murex’s comprehensive collateral solution has made a meaningful difference this year, streamlining enterprise-wide margining, collateral…
Structured products house of the year: Societe Generale
Asia Risk Awards 2024
Quant finance house of the year: Societe Generale
Asia Risk Awards 2024
Risk management consultant of the year: Acies
Asia Risk Awards 2024
Derivatives house of the year, Malaysia: CIMB
Asia Risk Awards 2024
Derivatives house of the year, Taiwan: CTBC Bank
Asia Risk Awards 2024
Derivatives house of the year, Indonesia: CIMB Niaga
Asia Risk Awards 2024
Pricing and valuation systems 2024: market and vendor landscape
This Chartis report evaluates the comprehensive landscape of pricing and valuation systems, considering the unique demands of different financial assets, as well as their market dynamics and interdependencies and the technological architecture…
XVA solution of the year: Murex
With predictions of when the US Federal Reserve might cut rates constantly changing, it has been a roller-coaster year for markets. This has encouraged financial institutions to push out new innovations to their clients. Having reliable support with XVAs…
Derivatives house of the year, Japan: Nomura
Asia Risk Awards 2024
ECB official open to offering liquidity aid to non-banks
Risk Live: Deputy director doesn’t rule out copying UK plan to extend repo facility to pension funds and life insurers
Banks must loosen up on ChatGPT use – risk chiefs
Risk Live: ’Shadow use’ and inability to attract new hires mean restricting access to GPTs is untenable
Inside Nomura’s European equities rebuild
Talking Heads: Global chief Simon Yates also addresses US crowding and Japan’s prospects post-carry trade
European banks search for consensus on credit spread risk
New EBA guidelines spawn diverging interpretations of which products must be assessed for CSRBB
Simm casts off Covid pain for $40 billion IM reprieve
Recalibration cuts risk weights in equity and commodities, but some credit exposures double on ABX halt
As Fed eyes rule change, over 50% of US banks’ securities held as HTM
PNC, BofA and Schwab report highest share among banks subject to LCR amid move to limit their role in liquidity buffers
BNP Paribas’ FX forwards volumes jump 75% in Q2
Counterparty Radar: French bank’s increased notional with Pimco lifts it into top spot
Quantum cognition machine learning: financial forecasting
A new paradigm for training machine learning algorithms based on quantum cognition is presented
Derivatives house of the year, Hong Kong: BBVA
Asia Risk Awards 2024
Dutch regulator in new push on algo manipulation
AFM teams up with Oxford Uni academics to develop data models that will identify “harmful” collusion in automated trading
Ninety One sees opportunity in overlooked private credit niche
Sponsorless deals offer as much as twice the return, says investment manager
Rate risk modellers relieved as EU deposits stay sticky
Banks feared retail deposits would be flightier than during previous periods of rate hikes
UniCredit slashes CCP exposures by nearly 40% in a year
Lower exposures at default for exchange-traded derivatives the main driver behind overall drop
Unveiling multiscale dynamics: exploring financial risk spillover and influencing factors among Chinese financial institutions
The authors investigate financial risk spillover in Chinese financial institutions, identifying the important role played by such institutions in the transmission of network risk as well as the conditions which increase and decrease risk spillover.