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Clearing houses warn Esma margin rules will stifle innovation
Changes in model confidence levels could still trip supervisory threshold even after relaxation in final RTS
Quantcast Master’s Series: Jack Jacquier, Imperial College London
A shift towards market micro-structure and ML has reshaped the programme
Playing the yield: rates rev up structured products
Higher government bond yields and steeper forward curves fuel demand for new range of fixed income structures
Institutional priorities in multi-asset investing
Private markets, broader exposures and the race for integration
Global investment outlook: 2026 and beyond
Broadening, steepening and weakening: Franklin Templeton’s top investment ideas for 2026 and beyond
JPM stands alone as substitutability cap reins in G-Sib score
Bank of America crosses 500bp threshold for first time, as Basel continues review
Interpretable machine learning for default risk prediction in stress testing
This paper proposes a benchmark model which can be used to predict the forward-looking probability of default of a real-world credit card portfolio.
BlackRock, Citadel Securities, Nasdaq mull tokenised equities’ impact on regulations
An SEC panel recently debated the ramifications of a future with tokenised equities
Statistically distinguishable rating scales
The author suggests a means to design a statistically distinguishable rating scale that is not excessive in relation to the existing observation statistics, allowing for more stable validation.
Trend followers search for answers after a year to forget
Quants have new ideas to address strategy’s vulnerability to reversals
US G-Sibs post record secured finance flows in LCR
Q3 spike continues long-term shift toward secured funding and lending in liquidity stress scenario
LSEG streamlines post-trade efficiency across cleared and uncleared markets
LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising margin and risk management pressures
Liquidity in private markets: the structural and data challenge
How structural and data-driven innovation are converging to address the liquidity challenge in private markets
12 angry members: why dissent is growing on the FOMC
Hardening views on wisdom of further cuts mean committee’s next meeting is unlikely to be harmonious
Banks scale back short-dated FX swaps trading, BIS finds
Interbank FX swaps hit by higher short-term hedging and funding costs, while longer-dated forwards activity jumps
Ardagh review sparks CDS warnings
Lawyers warn a panel’s decision on the company’s restructuring will have wider implications
CCPs trade blows over EU’s new open access push
Cboe Clear wants more interoperability; Euronext says ‘not with us’
JP Morgan attracts bigger add-on from Fed’s G-Sib scoring
Methodological divergence with Basel Committee results in double the surcharge
Berms without calibration
This paper suggests semi-analytical pricing model for Bermudan swaptions based on swap-rate distributions and the correlations between them which does not require product specific calibration.
Squashing CVA still dominates XVA desks’ priorities
Dealers favour options-based strategies to manage charges; some explore contingent CDSs amid rising exposures
All that glisters: precious metal volumes surge on FX venues
Gold and silver liquidity on foreign exchange trading platforms improves as more dealers link precious metals with e-FX
Quantcast Master’s Series: Kihun Nam, Monash University
Melbourne-based programme winks at pension fund sector
US G-Sibs diverge on cashflow volatility
Maturity mismatch add-on hits peak at two banks and trough at two others
Who is Selig? CFTC pick is smart and social, but some say too green
Colleagues praise crypto smarts and collegial style, but views on prediction markets and funding trouble Senate
MAS official flags risks in Asia’s path to T+1 settlement
Regulator says region faces “unique challenges” in establishing a shorter settlement cycle
EU single portal faces battle to unify cyber incident reporting
Digital omnibus package accused of lacking ambition to truly streamline notification requirements
XVA desks prioritise core tech upgrades over AI
Vendor upgrades, cloud-native rebuilds and sensitivities tooling dominate 2026 budget road maps
Bank of America leaps to fourth on global OTC derivatives ranking
Bank overtakes BNP Paribas, Morgan Stanley, Goldman and Citi with €8.3 trillion expansion in 2024