Recent US dollar strengthening in response to the escalating conflict in Iran has done little to temper many investors’ ...

Futures commission merchants (FCMs) held a record $375.5 billion in customer funds for futures and options as of February 27, the day before the start of the US-Israeli war with Iran. Across 49 ...

An earlier draft version of the capital rules, published in July 2023, would have prevented banks from netting across different cleared Only users who have a paid subscription or are part of a ...

Institutional prediction markets are “only a matter of time”, according to Jeff Sprecher, head of Intercontinental Exchange. While he sees strong rationale for energy event contracts, the exchange has ...

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 ...

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 ...

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, ...

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 – ...

This study limits analysis to US equities within the S&P 500 to prioritise liquidity and data consistency. Future extensions could incorporate global equities, leveraging LSEG’s international coverage ...

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 ...

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 ...