The products, aimed at cash FX trades, can use firm-specific and communal execution data to help buy-side firms standardise ...
Ozgun Unal, head of e-FX distribution for Europe, the Middle East and Africa at UBS, said dealer-to-client swaps trading is increasingly executed electronically, either via request-for-quote (RFQ) or ...
Pension funds and insurers are increasingly shifting from passive currency hedging overlays to more dynamic hedging after ...
Global cross-border bank credit expanded by $917 billion to $37 trillion in the second quarter, as annual growth of euro-denominated lending narrowly surpassed that of dollar credit for the first time ...
US Treasury Secretary Scott Bessent has hailed the Treasury buy-back programme ‘a success’, with $239 billion of short-dated ...
As artificial intelligence works its way into the functioning of the US Treasury market, proper awareness of the risks as ...
Dealers are reticent to scale up existing tri-party services for exchanging variation margin (VM) on non-cleared derivatives, though some suggest efforts to tokenise collateral could be a catalyst for ...
The authors put forward a means to forecast extreme tail risk in the Chinese banking sector - the component GARCH-MIDAS-EVT-X model.
Nomura is looking to gain approval to use internal models to calculate its foreign exchange desks’ capital requirements under ...
Popular Bank’s non-performing loan (NPL) inflows totalled $242 million in the third quarter, the most in a single reporting period since 2012. The lender said the increase was driven by two exposures: ...
The model risk office at Lloyds Banking Group has been given ultimate responsibility for the roll-out of artificial ...
A plan by US prudential agencies to narrow the scope of one of their key tools for bank supervision could ultimately lead to preventable bank failures, former regulators are warning.