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JGB basis trade throws off the shackles
Japan’s cash-futures arbitrage on the rise despite Iran volatility and BoJ-driven bond scarcity
The MIT professor giving LLMs a ‘brain scan’
Hui Chen’s research is yielding new ways to interpret – and steer – AI models
Valuing private equity analytically
A framework that includes liquidity and market completeness for PE valuation is introduced
The spread of agentic AI in energy trading
Jay Bhatty, CEO and founder of NatGasHub.com, discusses agentic AI in commodities workflow
Vida portfolio solutions on J.P. Morgan Markets
J.P. Morgan’s Vida portfolio solutions are being applied across financing and portfolio management, reflecting a shift towards more scalable, integrated investment infrastructure
Metal rally lifts LME stress losses to record levels
Stress losses and liquidity obligations hit records in Q4
Credit market maths seems not to add up
Today’s investors would appear to be better off buying ‘riskier’ debt
SFC lifts lid on new Hong Kong FIC trading platform
Regulator sheds light on venue that could rival Bloomberg, Tradeweb in CNH market
Has the Iran conflict made FX untradable?
FX options volumes jump despite high costs and short-lived opportunities
How the Iran war wreaked havoc on consensus US rates trades
Hedge fund steepeners, swap spreads and vol-selling strategies were hit as conflict forced stop-outs during March
HKEX looks to launch central repo clearing in Hong Kong
Hong Kong clearing house says a clearing service will aid development of local repo market
Financing Connect: real-time optimisation in private credit financing
J.P. Morgan’s Financing Connect, part of its Vida platform, reflects a shift towards structured data and scenario-driven analytics
Digital asset risk: ICR for tokenised fund infrastructure
The market context for TMFs, the drivers of TMF adoption, layers of the ICR architecture, stakeholder exposures and regulatory developments
Top 10 op risks: Resilience put to the test in 2026
Firms reinforce first line, ‘nth’-party diligence, scenario analysis and vendor exit plans
ABN Amro cuts €1.7bn of RWAs through Blackstone SRT
Deal with asset manager forms bank’s second synthetic transfer in 2025
Two fund managers behind surge in ETF options
Counterparty Radar: New data shows notional for the instrument rivals that of equity index options
People: Citadel and Brevan snag banks’ top traders, and more
Latest job changes across the industry
Top 10 operational risks for 2026
Industry shares intel on biggest collective threats, as well as remedies and loss gauges
Eurex dividend futures volumes jump on Iran shock
Turnover triples as investors hedge dividend cuts risk
Meta breaks ranks on FX hedging
Social media firm is first of three unhedged Mag 7 tech companies to begin using currency forwards
EBA seeks to allay Simm divergence concerns
EU validator pledges to co-ordinate with global regulators, but retains ability to act alone “if needed”
Top 10 op risks 2026: Cyber stays top, AI risk enters at fifth
Third-party and outsourcing risk climbs to third; fraud and fincrime edge out geopolitical risk
Deutsche Bank CRO’s year of living dangerously
Marcus Chromik explains his approach to geopolitical risk, operational resilience and AI adoption
CCP default funds grew to record size ahead of Iran war
End-2025 figures show widespread increases in prefunded resources
Iran selloff wipes out dispersion profits
Popular indexes down 5% in March, despite low realised correlation; some short bets see gains
A global governance framework for generative artificial intelligence in financial risk management: empirical insights on mitigating hallucination and opacity in the augmented intelligence era
The author proposes a six-pillar governance framework for generative-AI applications in financial risk management.
Comerica, Frost lead US banks on commodity derivatives concentration
Commodity-linked trades account for one-third of derivatives books at both lenders
YCC, carry trades and the changing role of the yen
Marcello Minenna argues that as the BoJ adjusts its policy regime, changes in carry positioning are increasing the instability of the correlation between exchange rates and yield differentials