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 ...

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

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

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

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

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 ...