In the days after the upcoming US president election on November 5, financial professionals will be watching credit rating ...

The numbers were certainly attention-grabbing. On September 10, US Federal Reserve vice-chairman Michael Barr pledged wide-ranging changes to the Basel III endgame proposal released in July 2023, ...

Pimco’s Ucits business notched up more interest rate swap trades in the second half of 2023 than all other top managers ...

Backtesting financial models over long horizons inevitably leads to overlapping returns, giving rise to correlated samples. In this paper Nikolai Nowaczyk and Vladimir Piterbarg propose a new method ...

The merger, formally completed on June 2, contributed to a 35.6% increase in bilateral positions, which rose to $15.7 billion at end-quarter. At the same time, notionals cleared through central ...

The size, sophistication and popularity of the managed services market have grown appreciably in recent years, even though ...

Goldman Sachs has promoted global trading strategy head Josh Schiffrin to the role of chief strategy officer and head of financial risk for global banking and markets, according to an internal memo ...

Pascal Tremoureux, head of quantitative research at Murex, describes the firm’s mission to replicate derivatives pricing ...

Cumulus9 proved standout vendor by bringing inventive solutions to the market, securing the award for Counterparty risk ...

This Chartis report evaluates energy trading and risk management systems that provide front-to-back, asset class-specific and ...

It’s always been a blunt instrument. The US supplementary leverage ratio (SLR) was designed to act as a capital backstop for ...

At an aggregate level, exposure at default (EAD) from trades – comprising over-the-counter and exchange-traded derivatives (ETDs), as well as securities financing transactions (SFTs) – made up 57.8% ...