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Critics say perps are all froth. The numbers suggest otherwise
Healthy open interest in perpetual futures with TradFi underlyings could threaten incumbent exchanges like CME and Eurex
Big investors turn to off-exchange prediction markets
Millions of OTC event contracts are being traded monthly, with individual deals as big as $10 million
Top US banks’ secured funding outflows grow to record $1.6trn
Stressed cash outflows hit new highs at all eight G-Sibs in Q2
Operationalising AI: building governance foundations for capital markets risk
Senior industry leaders and practitioners explore how firms are integrating AI into enterprise risk and capital management
How internal reporting data can strengthen governance and risk oversight
Japan’s revised whistleblower regime provides an opportunity to strengthen internal reporting arrangements
Risk managers grapple with hazards and benefits of intraday repo
Expected increase in collateral velocity and re-use could also boost leverage and risk in markets
Futures venues eye growth in BRL trading with Asian investors
CME and SGX see ramp-up in out-of-hours demand for lucrative carry trade
HSBC’s higher-risk NBFI loans nearly double
Stage 2 exposures rise 81% as an additional $1.8bn crosses quantitative risk thresholds
Report once: will Esma’s €1bn reforms deliver the full picture?
Critics say plan to merge three reporting regimes will see scant returns, and won’t mesh with single-sided reporting
Cross-border credit to the US hits highest since 2008
Milestone of crossing a fifth of GDP represents culmination of decade-long trend
CFTC accused of ‘double standards’ on compute futures
Duffy questions ‘long review’ of CME’s contract when Kalshi already offers similar product
A scientific approach to sovereign climate risk assessment
The challenges of calculating sovereign climate risk and the steps taken in this direction by Scientific Climate Ratings
Regulatory capital calculation product of the year: Regnology
Regnology’s cloud-native platform helps banks streamline regulatory capital calculation while strengthening strategic decision-making
Saudi CCyB hike lands as economy contracts
Three banks face SAR17 billion increase in countercyclical buffers
Cuts and points – how the Dealer Rankings work
Dealer Rankings 2026: We have a simple way to compare dealers. Sort of simple, anyway
How US dealers flipped the script in OTC trading
Dealer Rankings 2026: After years of creeping specialisation, buy-side filings show top US houses expanding across the board, and squeezing European rivals
Enterprise risk management and corporate financial outcomes: empirical evidence from Indian firms
The authors investigate how enterprise risk management practices impact the capital structure and performance of Indian firms listed in the S&P BSE 500 index.
EU eases non-cleared margin rules for smaller players
New proposals aim to cut compliance and reporting requirements for phase five and six firms
Market RWAs surge across Chinese banks in Q1
Eleven of 13 lenders report increases as total hits record 2.97 trn yuan
Perps extend the menu to tempt TradFi diners
Expiry-less futures are spreading from bitcoin into gold, equities and FX. Institutions are watching, not buying
Optimal quoting under adverse selection and price reading
A market-making model is introduced to account for significant real-world effects
Morgan Stanley joins Goldman below old 5% SLR threshold
Four US G-Sibs reach record-low ratios as leverage requirements ease
BoE backs away from mandatory gilt clearing
Discussions with industry shift to portfolio-based repo haircuts and ways to encourage voluntary clearing
Profit-guaranteed locational marginal price computation in non-convex electricity markets using sequential linear programming
The authors put forward a locational marginal pricing scheme based on a primal–dual formulation for a market-clearing model that accounts for non-convexities related to fixed startup/shutdown and no-load costs, minimum generation, up/down time and…
NatWest bridges FXPB and clearing for regional banks
New model maintains traditional OTC market access with added direct clearing option
Risk-neutral return distributions as investment opportunities
This paper develops means to assess investment-value-based risk-neutral distributions and from these nonzero mean returns are extracted.
Europe’s banks can’t agree on how to fix the output floor
Some want market risk excluded, while others push for greater savings from credit modelling
SEC gunning to take over Cat in 2027
Regulator's bid for control of market surveillance apparatus splits industry participants