Banks in the European Union fear regulators will abandon a temporary relief applied to liquidity rules on repo assets. This ...

Eurex Clearing’s peak hypothetical stress loss rose 24% to €4.6 billion ($5.1 billion) in the event of one of its members and ...

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

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

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, ...

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 ...

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

The growing use of complex offshore reinsurance deals by private equity-backed insurers could lead to a build-up of hidden risks, the Bank for International Settlements says in a report today. A rapid ...

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

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

Following a series of market and industry credit risk events, regulatory scrutiny of counterparty credit risk management ...