Hong Kong’s securities regulator has begun exploring the launch of a new Southbound Swap Connect scheme, a move that would ...

London Stock Exchange Group’s (LSEG) post-trade division has launched its first market risk optimisation tool, initially ...

The Tomorrow’s Quants series explores the skills needed by new quant recruits, drawing on a survey of 39 employers, and six ...

ABN Amro transferred the bulk of its credit risk portfolio to the standardised approach (SA) in the third quarter. The change caused its risk-weighted assets (RWAs) to surge, but that increase was ...

Most dealers’ valuation adjustments (XVA) desks rely on a single dominant approach to modelling valuation adjustments within ...

The European Union’s banking standard-setter is preparing to provide clarity on a little understood risk in lenders’ banking ...

Stefano Iabichino, a director in the quant investment strategy team at UBS in London, has turned the problem on its head by ...

Dealers might be nearing their capacity for Turkish lira options-based carry trades, as liquidity pressures, market risk and ...

SRTs enable banks to transfer credit risk from loan pools to investors, allowing them to free up capital for additional ...

The increasing shift of foreign exchange spot market volumes into liquidity providers’ internalisation engines has made ...

Bank of China, China Construction Bank and Shanghai Pudong Development Bank set records for second successive quarter ...

The Fixed Income Clearing Corporation is now actively considering the separation of initial margin and default fund ...