Subject: FX books bulge in quant investment field

WEEKLY MARKETS DESK ROUND-UP
TOP STORY
Markets
FX books bulge in quant investment field
Carry strategies attract bulk of interest; banks eye growth in volatility, intraday and emerging market replication
16 May 2024   |  Feature
Markets
Isda pushes to ‘decouple’ Simm calibration from model changes
Emir 3.0 prompts effort to separate risk-weight revisions from methodology updates
15 May 2024   |  News
Our take
Are market-makers better at dealing with central bank intervention?
Lack of pain following BoJ intervention suggests dealers are better at handling event risk
14 May 2024   |  Opinion
Markets
MassMutual adds to mammoth interest rate swaps book
Counterparty Radar: Firm was responsible for 28% of US life insurers’ notional aggregate in Q4 2023
14 May 2024   |  News
Markets
Breaking out of the cells: banks’ long goodbye to spreadsheets
Dealers are cutting back on Excel amid tighter regulation and risk concerns
09 May 2024   |  Feature
Markets
Europe’s FXPBs take advantage of margin rule carve-out
Some big FX options users have switched to dealers capitalising on regulatory mismatch
09 May 2024   |  News
The CRO Network is now accepting members
Work through your risk-related problems with senior bank leaders who are facing similar issues.
Find out more
Markets
FXSpotStream looks to growth products beyond spot
New chief exec Jeff Ward highlights NDFs and FX swaps as next boom area for the venue
07 May 2024   |  Profile
Markets
BNP Paribas targets hedge funds with equity vol carry options
Bank aims to meet demand for QIS options extending beyond commodities
07 May 2024   |  News
Markets
Canada’s triparty repo launch aims to fill C$60bn void
Test trades on TMX/Clearstream platform represent “quantum leap” for creaking funding markets
06 May 2024   |  News
Markets
SG trader dismissals shine spotlight on intraday limit controls
Risk experts say many banks rely on daily reports and can’t effectively monitor intraday limits in real time
03 May 2024   |  News

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