States concerned over use of ‘deregulatory' valuation approach
O’Connor to lead bank's North American commodity finance effort
Data needs to be understood across the organisation
BYOD doesn't necessarily mean data compromise
There "could be a role" at one of the market's new utilities
In this paper, we consider the problem of optimal partial hedging for a contingent claim subject to a preset hedging budget constraint. Under some technical assumptions on the hedged loss function and...
The management of a liquid asset portfolio that can be used to generate counterbalancing capacity in liquidity distress is quickly emerging as a core function in banks. The new Basel III liquidity risk...
At the same time, UK's FCA was working through rules with London-based venues
Interdependence across internet is laying foundations of a disaster
European regulators confirm haircut will apply to both initial and variation margin
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Isda directors warn on fragmentation, access and liquidity - but expect problems to pass