Infrastructure
Cross-currency futures could ease bilateral burden – CME
Quarterly €STR-vs-SOFR contract could be used by Stir desks to manage currency basis risk
An AI-first approach to model risk management
Firms must define their AI risk appetite before trying to manage or model it, says Christophe Rougeaux
EU trade repository matching disrupted by Emir overhaul
Some say problem affecting derivatives reporting has been resolved, but others find it persists
Intraday FX swaps could signal new dawn for liquidity management
Seedling market could help banks pre-fund payments in near-real time and reduce HQLA requirements
China set to extend NDF trading scheme for onshore banks
CFETS expected to introduce RFQ functionality and more currencies for non-deliverable forwards
Derivatives pricing with AI: faster, better, cheaper
Pascal Tremoureux, head of quantitative research at Murex, describes the firm’s mission to replicate derivatives pricing models through machine learning – slashing time and costs in the process
Dealer relief at delays to Refinitiv Matching’s tech migration
First phase of replatforming for Swiss spot pairs set to be pushed to mid-2025
Communications surveillance solutions 2024: market update
A report offering Chartis’ latest view of the vendor landscape for communications surveillance solutions
New fee plans for FXGO rile dealers
Bloomberg plans to charge spot FX market-makers from next year
Déjà vu for common domain model
Piecemeal progress on ambitious derivatives data standard raises questions over business case
FXSpotStream looks to growth products beyond spot
New chief exec Jeff Ward highlights NDFs and FX swaps as next boom area for the venue
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
Top 10 operational risks for 2024
The biggest op risks for the year ahead, as chosen by senior industry practitioners
LME had four-hour operational failure in Q4
First outage on record caused by connectivity issue at LMEmercury
Citrix Bleed hacks flag IT asset inventory shortfalls
To know what needs urgent patching, global banks first need to know what software they have
Information security: too important to leave to the experts?
Holding a trove of sensitive data, FMIs seek greater safety through shared oversight and smarter reporting
NSCC had top margin breach of $1.2bn in Q3
Margin shortfall is largest on record for the CCP and bucks wider trend across global clearing houses
From silos to solutions: ensuring resilient digital banking in a dynamic regulatory environment
The digital banking landscape is undergoing rapid and profound change. As the promise of technological advancement beckons, so too do the challenges of maintaining resilience, security and regulatory compliance. This webinar explores the multifaceted…
Indian CCPs derecognition costs BNPP, Deutsche €6bn in RWAs
Esma’s decision forces re-weighting of local exposures by EU dealers
Europe looks to US for guidance as market braces for T+1
Operations professionals in Europe look across the pond for lessons in managing shorter settlement cycles
Quantum computing: a problem for another generation?
Some banks have soured on quantum exploration. Others are playing a game of wait and see.