A wave of departures from LMAX’s swaps and derivatives unit is fuelling speculation among users about the future of the ...
ING Bank reported €59.4 billion ($70.1 billion) in notional hedges for credit valuation adjustment (CVA) risk at end-2025 – several times more than its European Union peers and overwhelmingly composed ...
In this white paper, Abaxx Exchange sets out how a new generation of physically deliverable commodity derivatives is ...
Under current rules, the short-term wholesale funding (STWF) component of a US bank’s global systemically important bank (G-Sib) score – which determines its surcharge – is calculated ...
Our Top 10 operational risks article for 2017 reads like a dispatch from a simpler era. Cyber risk and data security topped ...
Overseas lenders are struggling to analyse the precise impact of new European Union restrictions on cross-border financial ...
Groupe BPCE recorded three value-at-risk backtesting breaches in the second half of 2025, pushing the bank into the amber zone and increasing its market risk capital requirements.
As the foreign exchange markets continue to evolve, many institutions have started offering passive access to their internal liquidity pools. Market-makers act as principal and have the opportunity to ...
Asian clearing members have been forced to close out clients with energy derivatives exposures as the blockade of the Strait of Hormuz causes sharp price volatility for oil and gas. More than 80% of ...
A pivotal shift in the evolution of ETFs and why it matters for the future of market-making ...
Brief return of US dollar to safe-haven status amid Iran upheaval prompts real money investors to pause hedging activity ...
Erste Group recorded the largest benefit among major global banks from compressing repo exposures at end-2025, boosting its leverage ratio by 28 basis points.
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