The authors asses to what extent generative artificial intelligence models can assist with high-level intraday ...

Major UK lenders could see their aggregate leverage capital requirement fall by more than $9.4 billion under the Bank of England’s proposed overhaul of the leverage framework, according to a Risk ...

Revisions to US capital rules underestimate correlations within loan pools and across CLO portfolios, some argue ...

Since 2021, receiver swaps have dominated US mutual fund positions; in the latest data, the sector’s book flips round ...

Skandinaviska Enskilda Banken’s (SEB) standardised credit risk-weighted assets (RWAs) nearly trebled in the second quarter after the lender transferred several portfolios from the internal ...

On July 8, users of Nasdaq’s Smarts software received an email. It said – not in these words – that the software had not been doing its job. That’s a problem, because Smarts has a big job. The ...

Clearing members have welcomed changes made by Hong Kong Exchanges and Clearing (HKEX) to the rates paid on posted collateral ...

A structure already embraced by the loan market may reshape how banks lay off derivatives counterparty credit risk, as so-called blind pools – undisclosed, replenishable baskets of reference names – ...

An embryonic start-up is attempting to turn binary yes/no bets into the kind of rules-based benchmarks that made equity ...

This paper proposes the concept of the "settlement eclipse" which occurs when the settlement function of a layer of the ...

Industry sources say the Bank of England’s commitment to automatically adjusting regulatory thresholds could eliminate ...

Morgan Stanley Investment Management’s (MSIM) long-running Chinese renminbi foreign exchange options strategy would have paid ...