US global systemically important banks (G-Sibs) boosted their holdings of Level 2A high-quality liquid assets (HQLAs) to a two-year high in the third quarter, signalling a renewed appetite for ...

Like many dealers, NatWest has for years had a tool that automatically trades in the underlying spot or forwards markets to ...

This paper compares two distinct modelling approaches for pricing derivative contracts on commodity excess return indexes, ...

Selling options for passive income.” Elsewhere, also in October, Tom Only users who have a paid subscription or are part of a ...

Risk Benchmarking study finds a majority of big dealers tapping cloud capacity, some exclusively, with others migrating ...

Hong Kong’s securities regulator has begun exploring the launch of a new Southbound Swap Connect scheme, a move that would ...

London Stock Exchange Group’s (LSEG) post-trade division has launched its first market risk optimisation tool, initially ...

The Tomorrow’s Quants series explores the skills needed by new quant recruits, drawing on a survey of 39 employers, and six ...

ABN Amro transferred the bulk of its credit risk portfolio to the standardised approach (SA) in the third quarter. The change caused its risk-weighted assets (RWAs) to surge, but that increase was ...

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

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

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