The authors propose a framework for measuring the impact of scenarios on the expected losses of exposures by leveraging the ...
Tradeweb has completed the first electronic termination of a bilateral interest rate swap, part of a wider plan to streamline ...
Huntington Bancshares’ delinquent loans and leases backed by real estate surpassed $2 billion for the first time in the second quarter, pushing the share of those delinquent loans to 2.38% – the ...
Traders that piled into emerging markets currencies backed by borrowing US dollars could be at risk of a painful unwind if ...
Structured notes from Marex and Otala offer prediction market exposure to European firms shut out of the raw contracts ...
The eight US global systemically important banks (G-Sibs) reported that equity securities made up 14.3% of the $977 billion in collateral securing OTC contracts. For the first time since 2021, ...
When Franklin Templeton acquired the cryptocurrency investment firm 250 Digital in June, part of the payment was made in ...
Skandinaviska Enskilda Banken (SEB) reported a liquidity coverage ratio (LCR) of 125% in the second quarter, the lowest since comparable average figures began being reported in 2020.
Data shows bigger list of sell-side names in many markets; also suggests largest buy-side firms may be short of options ...
Some clearing members are urging the Japan Securities Clearing Corporation (JSCC) to rethink plans to fold its default fund ...
As US regulators change their tune on the details of globally agreed standards for trading book capital, the UK’s Prudential Regulatory Authority has tried to dance along. But sometimes they find ...
European Union rulemakers may yet answer market participants’ calls to require just one party to a trade to report its ...