Trade repositories (TRs) responsible for collecting and storing details of executed derivatives trades stopped exchanging ...
The Reserve Bank of India (RBI) has pushed back the implementation of its initial margin requirements for non-cleared ...
BNP Paribas integrated exposures stemming from auto leasing subsidiary Arval into its credit and operational risk frameworks ahead of Basel III implementation next year, generating €20.2 billion ...
The BGC-owned exchange’s volumes have so far been underwhelming compared with rival CME Group’s rates complex. Open interest ...
More banks are looking to offer sponsored access to European repo clearing at Eurex, even before repo trades become part of the central counterparty’s (CCP) cross-margining facility. Before 2023, ...
Greening a portfolio in a meaningful way is an asset allocation conundrum many struggle – and fail – to address effectively.
Risk Quantum analysis shows that only 1.82% of prefunded default resources at 15 central counterparties (CCPs) came from ...
Standardised approaches grew to cover two-fifths of Raiffeisen Bank International’s (RBI) credit risk-weighted assets (RWAs) in Q3, as the lender stashed proceeds from ongoing liquidation of its ...
As the counting unfolds in the presidential election, it’s not just US-headquartered banks that are wondering about the fate ...
The study of so-called market impact – how an investor’s trades move market prices – is a field Neil Chriss knows well. He ...
The US bank has $40 billion in client assets on its SMA platform, Nexus. Of this, $25 billion sits in Nexus Prime, where institutional investors can gain leveraged exposure to hedge fund strategies in ...
Standard Chartered’s market risk-weighted assets (RWAs) rose by 11.5% in the third quarter, reaching $30.6 billion – the bank’s highest level since at least 2016. Of the $3.2 billion rise in market ...