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 ...