Stefano Iabichino, a director in the quant investment strategy team at UBS in London, has turned the problem on its head by ...

The European Union’s banking standard-setter is preparing to provide clarity on a little understood risk in lenders’ banking ...

Bank of China, China Construction Bank and Shanghai Pudong Development Bank set records for second successive quarter ...

Most dealers’ valuation adjustments (XVA) desks rely on a single dominant approach to modelling valuation adjustments within each asset class, the findings of Risk.net ’s inaugural XVA Benchmarking ...

Dealers might be nearing their capacity for Turkish lira options-based carry trades, as liquidity pressures, market risk and ...

SRTs enable banks to transfer credit risk from loan pools to investors, allowing them to free up capital for additional ...

The increasing shift of foreign exchange spot market volumes into liquidity providers’ internalisation engines has made ...

Purchases of Cadence and Comerica expected to lift assets above $250bn threshold, triggering stricter regulatory requirements ...

While some fear a trillion-dollar flight to stablecoin, others doubt crypto is an existential threat for banks ...

The Fixed Income Clearing Corporation is now actively considering the separation of initial margin and default fund ...

Following a 50% year-to-date rally in gold prices to more than $4,000 an ounce, institutional investors have begun closing ...

Pension funds and insurers are increasingly shifting from passive currency hedging overlays to more dynamic hedging after traditional inverse correlations broke down during volatility caused by US ...