Reforms made after Russia’s invasion of Ukraine have made region more resilient to energy shocks, officials say ...

T Rowe Price’s departing FX head reflects on the pain points and keys to success for a modern buy-side trading desk ...

Marcello Minenna argues that as the BoJ adjusts its policy regime, changes in carry positioning are increasing the ...

US banks’ gains from internal model usage, in risk-weighted assets (RWAs) terms, are already limited, suggesting the Basel III output floor would have little practical impact even if implemented – and ...

Franklin Templeton dramatically shrunk its US dollar/yen foreign exchange options positions during the fourth quarter, after ...

Recent market moves driven by the ongoing Iran conflict have wiped out most remaining hedge fund positioning in the euro ...

Eight US banks that currently capitalise market risk would no longer be required to do so under the Federal Reserve’s Basel III endgame proposal, curtailing the reach of the Fundamental Review of the ...

US regulators may have done enough to incentivise the use of internal models to calculate market risk capital requirements ...

Hedge funds were stopped out of Australian dollar interest rate swap curve flatteners earlier in March after the conflict in ...

The Basel III endgame proposals published on March 19 would reintegrate accumulated other comprehensive income (AOCI) into regulatory capital for US regional banks, reducing aggregate capital by $49.5 ...

The People’s Bank of China’s decision to scrap its 20% foreign exchange risk reserve requirement has triggered a pick-up in short-term hedging activity among corporates, although dealers say the move ...

As the three US prudential agencies narrow their supervisory remits and shrink headcounts, both regulators and risk ...