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Wells Fargo posts fastest assets growth among US G-Sibs
Post-cap assets climb to $2.15 trillion, outpacing peers
Degree of Influence 2025: Derivatives pricing dominates; quants don’t follow the AI herd
Rates and volatility modelling, as well as trade execution, top quants’ priorities
CGB repo clearing is coming to Hong Kong … but not yet
Market wants at least five years to build infrastructure before regulators consider mandate
Smarter margin. Clearer insight. Diversify liquidity.
Content series aggregating analysis, survey findings and practitioner perspectives examining the growing role of non-cash VM collateral, the operational challenges it creates and whether tri-party infrastructure can support the next phase of change
The changing shape of variation margin collateral
Financial firms are open to using a wider variety of collateral when posting VM on uncleared derivatives, but concerns are slowing efforts to use more non-cash alternatives
Regionals tap FHLB advances as Fed eases liquidity stance
Borrowing rose in the fourth quarter of last year, despite regulatory push on discount window
Market-makers seek answers about CME’s cloud move
Silence on data centre changes fuels speculation over how new matching engine will handle orders
Ardagh CDS outcome satisfies some, but presents more questions
Early restructuring trigger and asset-package delivery could signify a new era for European trades
Neural networks unleashed: joint SPX/VIX calibration has never been faster
SPX and VIX options can be jointly calibrated in real time with deep neural networks
FICC-cleared MMF repos hit record share in December
Trades routed via clearing house hit $1.3trn, outpacing overall MMF repo expansion
Nomura’s new global markets strategy: less risk, more return
Japan’s top dealer is moving away from risk warehousing, chasing real money clients and going global
Repo clearing: expanding access, boosting resilience
Michel Semaan, head of RepoClear at LSEG, discusses evolving requirements in repo clearing
Market data provider of the year: S&P Global Market Intelligence
S&P Global Market Intelligence has consistently met demands across Apac’s fast‑evolving capital markets, securing its win at the Risk Asia Awards 2025
The digital sentinel: artificial intelligence and the mitigation of corporate litigation risk
The authors investigates relationships between strategic AI adoption and corporate litigation risk, finding that increased strategic adoption leads to a net reduction in this form of risk.
Artificial intelligence in password-less authentication: bridging the gap between security and transparency
This paper investigates the role played by artificial intelligence in the adoption of password-less authentication in India, providing insights for policy makers, information technology developers and digital service providers.
Rethinking model validation for GenAI governance
A US model risk leader outlines how banks can recalibrate existing supervisory standards
FX options API trading takes off at quant hedge funds
Systematic players behind surge in direct execution, say dealers
Investors turn to costly ‘all weather’ hedging strategies
Geopolitical and technology risks spur demand for multi-strategy QIS tail hedges
Norinchukin most exposed to rate rises on EVE among Japanese banks
Parallel upward shock would reduce bank’s EVE by almost 30% of Tier 1 capital
FCMs warn of regulatory gaps in crypto clearing
CFTC request for comment uncovers concerns over customer protection and unchecked advertising
UK clearing houses face tougher capital regime than EU peers
Ice resists BoE plan to move second skin in the game higher up capital stack, but members approve
Wild dollar swing upended FX options hedges
Banks chased vol higher as last week’s EUR/USD surge knocked out barrier trades
There’s a punt factor in stocks that investors might be missing
Speculative trading creates linkages between crypto and equities that vary depending on the stocks in question
US banks tread carefully after record stress buffer cuts
Lower SCBs take effect, but capital deployment remains restrained
How US shutdown set off long-awaited basis bet
Hedge funds dust off a years-in-the-making relative value trade to profit from fallback mismatch
Passive investing and Big Tech: an ill-fated match
Tracker funds are choking out active managers, leading to hyped valuations for a dangerously small number of equities
Bridging credit transitions and spread dynamics
A fast-to-calibrate model to simulate a credit rating transition matrix is presented
Concentrated pullback drags mid-tier EU clearing rates to seven-year low
Few large European dealers drove clearing rates down, while US and UK banks increased reliance on CCPs