Bonds issued by the European Commission are increasingly being used as proxy hedges to European government bonds rather than ...
S&P Global Market Intelligence’s head of credit and risk solutions reveals how firms are adjusting their strategies and ...
The elevated market risk helped lift UBS’s total RWAs up by 1.6% to $519.4 billion. This, combined with a $1.9 billion drop in Common Equity Tier 1 capital, drove the bank’s CET1 capital ratio down 59 ...
The Canadian overnight repo rate average, or Corra, became the country’s main interest rate benchmark following the discontinuation of the Canadian dollar offered rate (CDOR) at the end of June. Corra ...
As the counting unfolds in the presidential election, it’s not just US-headquartered banks that are wondering about the fate ...
Traders have piled into basis swaps crossing secured and unsecured overnight US dollar rates in recent weeks, as anticipated and existing funding pressures hit repo markets.
Electronic execution desks at banks offer a large number of trading algorithms to clients. These algorithms may differ in the venues they trade on, the speed at which they trade, the aggressiveness of ...
The BGC-owned exchange’s volumes have so far been underwhelming compared with rival CME Group’s rates complex. Open interest ...
Risk Quantum analysis shows that only 1.82% of prefunded default resources at 15 central counterparties (CCPs) came from ...
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 ...
Fearing another round of rapid increases in inflation, several European corporates are hoping to hedge the inflation risk ...