Network size and liquidity see exchange group through volatile times and novel products ...
Non-bank dealers say they would be treated unfairly by a proposed overhaul of default management resources at the Fixed ...
Banks in the United Arab Emirates and Qatar recorded their highest risk-density readings on record in the second quarter of 2026, bucking declines in several other major markets, a Risk Quantum ...
On September 10, following an unexpectedly hawkish statement from the European Central Bank, front-end rates repriced in a ...
Morgan Stanley and BNP Paribas have issued credit-linked structured notes this month whose range accrual coupons depend on credit default swap (CDS) spreads, with Morgan Stanley’s note referencing a ...
US life insurers have criticised a regulatory proposal that would see certain structured credit products lose favourable ...
Now, as Donald Trump’s administration drives a wrecking ball through those regulations, Europe is also eyeing deregulation as ...
US money market funds (MMFs) held a record $3.7 trillion in US Treasuries at the end of August, up 7.1% from a month earlier.
Florian Bourgey, Patrick Noble, Ingi Petursson, Mathieu Rosenbaum and Grégoire Szymanski introduce the quadratic rough HestonC (QRHC) model, a minimal extension of the quadratic rough Heston model ...
When lawyers at the Commodity Futures Trading Commission set out their views on the legal nature of perpetual contracts in a ...
Calamos’s ‘Least-of Autocallable Income ETF’ (CAYN), built with Citi and index provider MerQube, references a laddered index ...
Volatile swap spreads have issuers weighing a shift from swap locks to costlier Treasury locks for pre-issuance hedges ...