US money market funds cleared 43.3% of their repurchase agreements through the Fixed Income Clearing Corporation (FICC) in ...
Joint calibration to the Standard & Poor’s 500 (SPX) and Chicago Board Options Exchange (CBOE) Volatility Index (VIX) market data can be computationally burdensome, especially when the standard course ...
Market participants and legal specialists alike are divided by another extended debate over the workings of credit default swap contracts, as the decision to recognise a restructuring event causes ...
The markets business had a high cost-to-income ratio that was dragging down return on equity (ROE). The European business was underperforming. And there were lingering questions about the outlook for ...
Direct application programming interface (API) price streams have been readily adopted in the spot FX world due to that ...
The Commodity Futures Trading Commission is being urged to bolster customer protections for retail investors in crypto and ...
The Norinchukin Bank would face the largest hit to its economic value of equity (EVE) as a share of Tier 1 capital under a parallel upward interest rate shock among major Japanese banks, according to ...
When Bank of America joined forces with BNY Investments Newton to launch a complex, dynamic, high-cost tail hedging strategy in late 2024, some in the market scoffed. Hedging strategies, after all, ...
Speculative trading creates linkages between crypto and equities that vary depending on the stocks in question ...
The Bank of England (BoE) looks set to face pushback over plans to impose capital stacks on UK clearing houses that go beyond requirements in the European Union, although clearing members may welcome ...
US banks that benefited from lower stress capital buffers (SCBs) in the fourth quarter of 2025 posted modest reductions in their actual Common Equity Tier 1 (CET1) capital ratios, Risk Quantum ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results