Central counterparties (CCPs) are putting enough of their own resources on the line before losses from a defaulting member ...

LCH’s ForexClear reported its highest stress losses since 2019 in the final quarter of 2025, while the share of initial ...

The European Banking Authority doesn’t want banks to cut corners on credit spread risk. But banks think recent recommendations from the watchdog will make the regulatory regime far more cumbersome – ...

CVI is an algorithm for constructing implied volatility surfaces that is framed as a convex optimisation problem. As such, it is suitable to be processed by modern optimisation solvers like CVXPY, ...

This paper proposes a new algorithm that allows us to compute pairwise-correlation sensitivities in a Monte Carlo framework by modifying only one trajectory at ...

Three bank sources say the industry is requesting that the European Banking Authority delays the submission of results for a market risk benchmarking exercise, citing disruption caused by the outbreak ...

A reported plan for the US Treasury Department to combat rising energy prices by intervening in the oil futures market “might be a biblical disaster”, according to the head of the world’s largest ...

Marex – the non-bank clearer and broker that has ambitions to do much of what banks do – celebrated eleven straight years of record profits when it released earnings last week. The firm’s story of ...

Trading volume of equities and other securities was the fastest-growing systemic risk indicator across eight banks with data available for 2025. Across five Canadian and three Singaporean lenders, the ...

Latest Middle East crisis articles on risk management, derivatives and complex finance ...

Expansion of Bond Connect scheme will provide higher yielding assets for life insurers, and may ease concerns over asset-liability management ...

It’s not often that Dave Olsen, president and chief investment officer at Jump Trading, is surprised, but the recent emergence of so-called proprietary automated market-making – where trading code is ...