With a deadline at the end of this week, some European derivatives counterparties have struggled to update reports of legacy trades in time to meet a new regulatory standard, according to multiple ...

Johannes Muhle-Karbe and Roel Oomen show that the primary driver of dealer and client outcomes is the fixing window width and that the weighting scheme applied to prices over the calculation window is ...

KeyCorp sold $7 billion in commercial mortgage backed-securities (CMBSs) at a loss in the fourth quarter, capitalising on a temporary bond market rally to refresh its available-for-sale (AFS) ...

Jon Fox and former colleagues formed Topaz Technology in 2015. Having seen many different systems and, in some cases, written ...

US Securities and Exchange Commission (SEC) chair Gary Gensler told the annual meeting of the Securities Industry and Financial Markets Association (Sifma) he is standing by the timetable for the ...

Months like August are atypical. Arguably, the job of conventional trend followers in a portfolio is to protect against prolonged market slumps, the job of faster moving strategies to guard against ...

The European Union’s Digital Operational Resilience Act (Dora) enters into force in January 2025, and will require financial ...

Under the new models, approved by the European Central Bank (ECB) on July 9, RWAs from retail lending rose to €44.8 billion as of September 30, marking a 74% increase from the €25.8 billion recorded ...

For corporates domiciled in those low-rate countries, hedging their investments in foreign subsidiaries in higher interest rate countries would come at a cost, making it undesirable for treasurers.

The International Accounting Standards Board is seeking to manage expectations over a new method for recognising hedging positions in financial statements, amid optimism from banks that the changes ...

The spread between cleared and tri-party US repo rates reached a post-pandemic high in September, widening earlier and ...

Today, artificial intelligence (AI), process automation and strategic data management can effectively combat financial crime.