Most dealers’ valuation adjustments (XVA) desks rely on a single dominant approach to modelling valuation adjustments within ...

The European Union’s banking standard-setter is preparing to provide clarity on a little understood risk in lenders’ banking ...

Stefano Iabichino, a director in the quant investment strategy team at UBS in London, has turned the problem on its head by ...

Dealers might be nearing their capacity for Turkish lira options-based carry trades, as liquidity pressures, market risk and ...

Exploring how financial institutions can benefit from State Street’s award-winning suite of trading platforms, GlobalLINK ...

Bank of China, China Construction Bank and Shanghai Pudong Development Bank set records for second successive quarter ...

SRTs enable banks to transfer credit risk from loan pools to investors, allowing them to free up capital for additional ...

The increasing shift of foreign exchange spot market volumes into liquidity providers’ internalisation engines has made ...

The Fixed Income Clearing Corporation is now actively considering the separation of initial margin and default fund ...

Purchases of Cadence and Comerica expected to lift assets above $250bn threshold, triggering stricter regulatory requirements ...

While some fear a trillion-dollar flight to stablecoin, others doubt crypto is an existential threat for banks ...

The model risk office at Lloyds Banking Group has been given ultimate responsibility for the roll-out of artificial ...