Bonds issued by the European Commission are increasingly being used as proxy hedges to European government bonds rather than ...

The elevated market risk helped lift UBS’s total RWAs up by 1.6% to $519.4 billion. This, combined with a $1.9 billion drop in Common Equity Tier 1 capital, drove the bank’s CET1 capital ratio down 59 ...

S&P Global Market Intelligence’s head of credit and risk solutions reveals how firms are adjusting their strategies and ...

The Bank of Canada (BoC) estimates the T+1 switch has added 3 basis points to the rate. The central bank has boosted its overnight repo operations in a bid to return Corra to its target rate – to ...

Traders have piled into basis swaps crossing secured and unsecured overnight US dollar rates in recent weeks, as anticipated and existing funding pressures hit repo markets.

Electronic execution desks at banks offer a large number of trading algorithms to clients. These algorithms may differ in the venues they trade on, the speed at which they trade, the aggressiveness of ...

As the counting unfolds in the presidential election, it’s not just US-headquartered banks that are wondering about the fate ...

The Reserve Bank of India (RBI) has pushed back the implementation of its initial margin requirements for non-cleared ...

Trade repositories (TRs) responsible for collecting and storing details of executed derivatives trades stopped exchanging ...

The derivatives UniCredit used to discreetly build a stake in Commerzbank have inflated the Italian bank’s market risk gauges, lifting model-based capital charges by 62.5% in the third quarter. Market ...

The BGC-owned exchange’s volumes have so far been underwhelming compared with rival CME Group’s rates complex. Open interest ...

Greening a portfolio in a meaningful way is an asset allocation conundrum many struggle – and fail – to address effectively.