Investors had opted for long positions in Treasury inflation-protected bonds (Tips), a trade seen as protecting against ...

Rules forcing large portions of the US Treasury repo market into central clearing could increase volatility in the secured overnight financing rate (SOFR), according to new research published by the ...

One year on from the first round of green asset ratio (GAR) disclosures, most European banks have made measurable progress, Risk Quantum analysis shows. The median GAR rose from 2.1% to 3.4%, as banks ...

The big book of models is a practical guide for professionals in risk management and quantitative analysis. It covers a range of analytical techniques, including Monte Carlo simulation and neural ...

Goldman Sachs was the top US dealer for foreign exchange trading revenues in 2024, which more than doubled at the firm thanks ...

Ucits funds are among the European Union’s most successful financial innovations and one of its biggest financial exports.

Banks in the EU have cautiously welcomed a temporary fix – proposed by the European Commission – to post-crisis market risk ...

A Risk Quantum analysis of the latest publicly available LCR disclosures shows that only two of the seven jurisdictions home to G-Sibs posted increases in their median LCRs over last year: Canada, ...

Leading the effort in many companies is the chief technology officer. At the Options Clearing Corporation, the remit for GenAI development falls instead to Matt Rathbun, chief security officer-elect ...

European financial institutions are concerned that any renewed escalation of trade tensions with the US could spill over into ...

Acting Commodity Futures Trading Commission chair Caroline Pham has been using her time in the corner office to do some editing of the agency’s rulebook. The changes include repealing, withdrawing and ...

The uncertain effect of the US’s new tariff regime on the credit status of corporate borrowers is giving banks in Europe a ...