Every day, thousands of bilateral trades in cash and derivative instruments are arranged via Bloomberg instant messages on the tech firm’s ubiquitous terminals, with parties sending out requests for ...

Central counterparties (CCPs) may not be fully implementing existing resilience guidance on variation margin (VM), a report ...

A new framework for handling disruption events is at the core of work being carried out by the International Swaps and ...

Largest banks want Commission to delay implementation, but it’s not the legislator’s only option ...

“We want the liquidity in the Treasury market to stay robust, and pushing out timelines definitely makes sense as the ...

Market participants optimistic that new provisions for offshore repos of onshore bonds is first step towards mainland access ...

Alexandre Antonov, Alexander Lipton and Marcos Lopez de Prado compare and contrast two portfolio allocation methods: the classical Markowitz approach and the hierarchical risk parity (HRP) approach.

What do housing price changes and heat hold in common? Both tend to spread across space and time in a similar manner, according to new research from Jean-Philippe Bouchaud, head of $10 billion ...

One senior reporting expert at a US bank estimates that meeting the requirement costs at least $1 million a year due to the ...

The authors assess operational risk in the non-life-insurance sector, finding operational lapses and the cost–income ratio to ...

Cash-plump US money market funds (MMFs) bulked up direct investments of US Treasuries in November, moving further away from ...

In the third quarter of 2024, the default funds of six clearing services expanded to record levels, a Risk Quantum analysis ...