Trade of the year’ sees investors position for shrinking negative basis as Treasuries predicted to outperform swaps ...

Multi-strategy hedge funds that have scrambled to trade options on banks’ quantitative investment strategies (QIS) are increasingly switching to a delta one swap-based approach, banks report.

Zyapkov’s innovative stochastic volatility model, which he calls the Gamma Clock, introduces two correlated bivariate gamma ...

The author proposes seven basic properties for operational risk modelling to form an operational risk management framework.

US banks recorded more trading loss days than profit days in the fourth quarter of 2024, marking the worst quarter of the year by that measure. Across 34 banks analysed by Risk Quantum, the average ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

A draft of China’s new programme trading rules has been welcomed by futures traders, who say it will clarify grey areas where high-frequency trading (HFT) could undermine some firms’ strategies.

Clearing members say changes to the LME Clear default fund calculation should lead to a more rigorous enforcement of the ...

A recent adjustment to Eurex’s incentive programme for liquidity providers in short-term interest rate (Stir) products has reduced the amount of activity it sees in the middle of the euro short-term ...

Fresh accounting guidance from the US markets regulator has removed a barrier to banks offering crypto custody services. Now, lawyers expect prudential regulators also to take action to unlock bank ...

Foreign exchange dealers expect an increase in deal contingent foreign exchange hedging activity in 2025, in conjunction with heightened takeover deals from corporates and private equity firms in the ...

Canadian banks saw gross impaired loans spike by 16.3% to C$30.6 billion ($21.2 billion) in the three months ending January 2025, reaching their highest level in at least five years. Allowance for ...