Multi-dealer repackaged note platform Spire has added BBVA to its panel of banks, marking its first new dealer since RBC ...

Everyone owns climate risk – which often means no-one does. In some cases, literally so. In Risk.net ’s inaugural Climate Risk Benchmarking exercise, median size of central climate risk teams is four ...

Hana Financial Group saw the sharpest quarter-on-quarter uptick, with marketable deposits – a category which includes CDs – growing 58.1% to 21.1 trillion won ($14.6 billion). Over the same period, ...

Trading in overnight index swaps referencing the effective federal funds rate outpaced activity linked to the secured ...

The European Union’s largest swap and bond trading platforms, Bloomberg and Tradeweb, would become subject to supervision by the European Securities and Markets Authority under proposed reforms, ...

How should we characterise market impact? For practitioners, it’s an obstacle that considerably increases the cost of trading ...

Proposals by the UK’s Financial Conduct Authority (FCA) to encourage greater use of single-sided trade reporting look set to ...

We establish 𝒧 𝑝 -strong convergence with order one half for the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model. By combining the projection technique with the normalized error ...

Brian Donnelly almost gave up on competing for US retail options order flow a little over a year ago. Volant Trading, the ...

This paper puts forward an analytical, faster and accurate approximation to compute cheapest-to-deliver discount curves for multi-currency collateral.

Risk.net’s latest benchmarking exercise shows banks confronting decades-long exposures, while grappling with political headwinds, limited resources and data ...

The authors develop a homogenization measurement method from the perspectives of return rates and Sharpe ratios based on data from 421 active quantitative funds ...