Agreements signed by regulators in the European Union and India have eased the risk of EU clearing members being obliged to ...

Bank Mandiri’s securities financing transaction (SFT) exposures more than doubled in the second quarter of 2026, contributing to a drop in the Indonesian lender’s Tier 1 leverage ratio to its lowest ...

This article is part of a series benchmarking bank XVA management practices. Subscribers can view selected cuts of the data ...

Transtrend’s Toni Budimir on shifting correlations, staying diversified – and knowing when to stop calculating ...

Since 2008 regulators have been working to rebuild and strengthen the capital framework. Now, with policy-makers eager to ...

Making transitional relief permanent would offer the biggest cut by 2033, while market-risk changes would create winners and ...

Florian Bourgey, Jules Delemotte and Stefano De Marco analyse joint spot-smile dynamics, focusing on the skew stickiness ratio in rough volatility models, and compare the results with S&P 500 data.

Japan Post Bank reported ¥5.7 trillion ($36 billion) of unrealised losses on its held-to-maturity (HTM) Japanese government bonds (JGBs) as of September 30, marking the fifth straight quarter in which ...

The surprise re-election of Luiz Inácio Lula da Silva last week has left Brazilian real options dealers counting the cost of ...

Risk Benchmarking: 69% of European banks still run core XVA calculations predominantly on-premises, and 75% of global dealers ...

Of the host of inputs to have followed counterparty risk into swaps pricing in the past decade, collateral valuation ...

US life insurers have criticised a regulatory proposal that would see certain structured credit products lose favourable ...